食品价格与CPI作用机制探讨  

作　　者：曾黎君[1] 喻姗娜 刘平洋[1] 

机构地区：[1]长江大学经济学院,湖北农村发展研究中心

出　　处：《企业经济》2016年第10期166-170,共5页Enterprise Economy

基　　金：国家社科基金项目“我国食品价格波动周期及平抑机制研究”(项目编号:12BJY105)

摘　　要：通过构建VAR模型,采用Eviews6.0计量分析工具,对食品价格波动与CPI关系进行实证研究。研究结果表明:食品价格与CPI互为格兰杰原因。从脉冲响应结果来看,CPI对食品价格的冲击响应具有持续性,而食品价格对CPI的冲击响应较弱;从方差分解情况来看,食品价格对CPI波动的贡献率保持在80%以上,而CPI对食品价格波动的贡献率较低;CPI对其自身具有长期正向冲击并且对自身贡献率很高,而食品价格受自身滞后期影响较大,对自身贡献程度也不明显。基于所得的实证结果,提出贯彻落实惠农政策,确保粮价稳定;完善食品流通体系,保证食品流通渠道通畅;加大科技创新力度,提高粮食加工产出率;构建食品价格预警机制,保障物价稳定的对策建议。By constructing VAR model, using the Eviews6.0 quantitative analysis tools, the author conducts empirical research on the relationship between food price volatility and CPI. The results show that： FPI and CPI are mutual Granger causes. From the impulse response results, the impact of CPI keeps a continuing response to FPI, while FPI impact on the CPI response is weak; from the variance decomposition, FPI volatility remains at 80% contribution rate of CPI, while the CPI volatility contribution rate of FPI is lower; CPI has its own long-term positive impact on their own and keeping a high contribution rate, while FPI has a great impacted by its own lagtimc, and an insignificant impact on the degree of contribution itself. Based on empirical results obtained in this paper, the author proposes to implement preferential agricultural policies to ensure stable food prices, and improve food distribution system to ensure open food distribution channels, increase scientific and technological innovation, improve food processing productivity, and build food price early warning mechanism to ensure price stability.

关 键 词：食品价格 CPI 脉冲响应分析 

分 类 号：F424[经济管理—产业经济]