中国粮食价格和通货膨胀的非线性关系研究:2003—2014  

The Nonlinear Relationship between Grain Prices and Inflation: 2003- 2014

作　　者：龙少波[1] 梁俊[1] 

机构地区：[1]中国人民大学经济学院,北京100872

出　　处：《华南农业大学学报（社会科学版）》2014年第4期15-23,共9页Journal of South China Agricultural University(Social Science Edition)

基　　金：中央高校基本科研业务费专项资金(13XNH112)

摘　　要：利用Diks-Panchenko的非参检验方法,对2003年1月—2014年6月我国的粮价和通胀月度数据进行非线性的Granger因果关系检验,发现粮价和通胀之间存在短期和长期的非线性Granger因果关系。研究还发现,通货膨胀可以影响种粮成本,而种粮成本的上升又能够推高粮价,通胀对粮价影响的成本渠道是畅通的。因此,国家需要进一步提高农业的劳动生产率,增加粮食生产补贴,以减轻种粮成本上升对粮价上涨的压力。另外,国家还需继续实施粮食收购托市政策,保持粮价的平稳上升,防止出现"粮价—通胀"相互推高的恶性循环。In this paper , we use Diks Panchenko＆#39;s non parametric test to investigate nonlinear Granger causality relationship between grain prices and inflation in China from January 2003 to June 2014, and find that there exists nonlinear Granger causality relationship between grain prices and inflation in both short run and long run .We also find that , inflation can influence the cost of grain growing , which in turn can push up grain prices , thus, the cost channel of inflationary impact on food prices is smooth .There-fore, we need to further improve the labor productivity of agriculture , increase grain-planting subsidies , so as to reduce the pressure of grain cost on grain inflation .Accordingly , to prevent the emergence of the vicious spiral of mutual push up of “grain prices---inflation”, we should continue to implement govern-ment grain purchasing policy and maintain the steadily rise of grain prices .

关 键 词：粮食价格 通货膨胀 粮食补贴 种粮成本 

分 类 号：F326.11[经济管理—产业经济]