国内外粮价波动的价格传导机制分析  

An Analysis of Price Transmission Mechanism of Domestic and International Grain Price Fluctuation

作　　者：李科熠 彭海燕[1] 

机构地区：[1]江西财经大学,江西南昌330013

出　　处：《价格月刊》2015年第8期1-6,共6页

摘　　要：加入WTO以来，我国粮价波动幅度越来越大。选取2002年-2014年国际国内大米、小麦、玉米、大豆的月度价格作为样本数据，利用VECM模型深入研究了国内外粮价波动之间的相互关系，在此基础上，利用回归方法探讨了国际粮价波动与国内粮价波动的传导机制。结果表明，国内外粮价波动存在长期均衡关系，且这种关系是在短期波动不断调整下得以实现的；进出口传导机制以及替代效应传导机制是国际粮价波动向国内粮价波动传导的两个主要途径。Since joining the WTO, China＇s grain price fluctuation range is growing. By taking the monthly price of domestic/international rice, wheat, corn and soybean within 2002-2014 as data sample, this paper deeply studies the relationship between the domestic arid international grain price fluctuation with VECM model, based on this, discusses the transmission mechanism of international grain price fluctuation and domestic grain price transmission by regression method. The result indicates that there exists long run balance relationship in domestic and international grain price fluctuation, and this relationship was accomplished under the continuous adjustment of short-term fluctuation; The import and export transmission mechanism and substitution effect transmission mechanism are the main two paths for international grain price fluctuation transmits to domestic grain price fluctuation.

关 键 词：粮价 波动幅度 VECM模型 贸易传导 替代效应 

分 类 号：F726[经济管理—产业经济]