进口规模扩大可以增强国际粮食价格传导效应吗?  

Does Import Expansion Enhance Transmission Effect of International Grain Prices

作　　者：郑旭芸 庄丽娟[2] ZHENG Xuyun;ZHUANG Lijuan

机构地区：[1]广东技术师范大学财经学院/产业经济研究所,广东广州510665 [2]华南农业大学经济管理学院,广东广州510642

出　　处：《华中农业大学学报（社会科学版）》2022年第1期126-139,共14页Journal of Huazhong Agricultural University(Social Sciences Edition)

基　　金：国家社会科学基金项目“农产品国际贸易格局变化背景下确保中国粮食安全研究”(19BJY129);广东技术师范大学校级科研项目人才专项(2021SDKYB055)。

摘　　要：为研究进口规模与国际粮食价格传导效应关系以及政府行为的影响,选取2005年1月1日-2021年6月30日国内外玉米价格周度数据,利用时间序列相关模型分析不同进口规模下国际玉米价格对中国玉米价格的传导效应的差异,并实证检验政策干预对上述传导效应差异的影响程度。研究结果显示:不管是均值层面还是波动层面,中国玉米进口规模较小的时期,国际玉米价格对中国玉米价格的传导效应均强于中国玉米进口规模较大的时期。进一步实证检验发现,中国玉米临时收储政策降低了国际玉米价格对中国玉米价格的影响力。实施"市场化收购+补贴"政策后,由于中国玉米进口量占国内玉米总供给比重相对较低,中国玉米价格更多是受国内供求因素的影响,样本期国际玉米价格对中国玉米价格的影响仍较弱。在粮食进口规模不断扩大及国内粮食市场化定价改革深化过程中,中国应建立健全粮食市场风险防控体系,规避国际粮食市场剧烈波动对中国粮食市场的影响。Based on the weekly data of domestic and international corn prices from January 1,2005 to June 30,2021,we mainly study the relationship between import scale and international grain price transmission as well as the impact of government intervention.Time series models are adopted to investigate the different transmission effects of international corn price on domestic markets under different import scales and the impact of policy intervention on the transmission effect.The results show that transmission effect of international corn prices on domestic marketunder small import scale is stronger than that under large import scale at both mean and volatility levels.Further empirical tests show that the implementation of the temporary purchase policy significantly reduces the impact of international corn price on domestic corn price.After implementing the policy of market acquisition and subsidy,the impact of international corn price on domestic corn price is still weak because China’s corn import accounts for a relatively low share of total domestic supply and the domestic corn price is mainly affected by domestic supply and demand.As the grain import scale continues to expand and the reform of domestic grain market pricing deepens,China should establish the risk prevention and control system for grain markets so as to avoid the impact of drastic international fluctuations on China’s grain markets.

关 键 词：进口规模 玉米价格 价格传导 价格政策 

分 类 号：F762.1[经济管理—产业经济]