本文選題：農(nóng)產(chǎn)品　切入點：貨幣供給　出處：《新疆財經(jīng)大學(xué)》2013年碩士論文

【摘要】：近年來農(nóng)產(chǎn)品價格的大幅波動引起了社會的廣泛關(guān)注，宏觀經(jīng)濟變量（貨幣、利率、匯率）尤其是貨幣供應(yīng)量在其中究竟發(fā)揮了什么樣的作用呢？當(dāng)前農(nóng)產(chǎn)品價格上漲與我國貨幣供給狀況的關(guān)系如何，始于次貸危機后的貨幣投放是不是造成后期農(nóng)產(chǎn)品價格上漲的主要原因。理清貨幣發(fā)行量變化對農(nóng)產(chǎn)品價格波動的影響，對于改進我國貨幣政策和穩(wěn)定農(nóng)產(chǎn)品市場價格有著十分重要的意義。 本文以貨幣數(shù)量論為理論基礎(chǔ)，從宏觀經(jīng)濟理論入手分析了貨幣供應(yīng)與價格水平之間存在的理論關(guān)系，基于農(nóng)產(chǎn)品價格超調(diào)理論和通貨膨脹預(yù)期理論分析了貨幣供給影響農(nóng)產(chǎn)品價格的作用途徑，然后結(jié)合當(dāng)前貨幣供應(yīng)與我國農(nóng)產(chǎn)品價格的運行形勢進行統(tǒng)計描述分析，最后選擇2009年1月至2012年12月的樣本數(shù)據(jù)，利用協(xié)整理論、誤差修正模型和脈沖響應(yīng)等計量經(jīng)濟方法分析我國貨幣供給對農(nóng)產(chǎn)品價格的影響，研究我國貨幣供給對農(nóng)產(chǎn)品價格短期波動和長期趨勢的影響，并分析貨幣供給對市場化程度不同的糧食類農(nóng)產(chǎn)品和“菜籃子”類農(nóng)產(chǎn)品價格影響程度的差異性。 通過2009年1月至2012年12月貨幣供應(yīng)量與糧食類農(nóng)產(chǎn)品和“菜籃子”類農(nóng)產(chǎn)品價格的關(guān)系的研究結(jié)果表明，在長期內(nèi)，貨幣供給無論是對糧食類農(nóng)產(chǎn)品價格還是“菜籃子”類農(nóng)產(chǎn)品價格都有顯著影響，協(xié)整結(jié)果表明，貨幣供應(yīng)量提高1%，，會導(dǎo)致糧食類農(nóng)產(chǎn)品價格大約提高0.61%，會引起“菜籃子”類農(nóng)產(chǎn)品價格大約提高0.43%。誤差修正模型表明短期內(nèi)貨幣供給對“菜籃子”類農(nóng)產(chǎn)品價格的影響程度大于對糧食類農(nóng)產(chǎn)品價格的影響程度，國家通過適度控制貨幣供應(yīng)量有助于穩(wěn)定“菜籃子”類農(nóng)產(chǎn)品價格，貨幣供給對糧食類農(nóng)產(chǎn)品價格的短期誤差修正系數(shù)較小，較小的誤差修正系數(shù)意味著需要較長時間的調(diào)整才能完全體現(xiàn)貨幣發(fā)行量變化對糧食類農(nóng)產(chǎn)品價格的顯著影響。基于VAR模型的脈沖響應(yīng)函數(shù)圖表明在面對貨幣供給沖擊時，“菜籃子”類農(nóng)產(chǎn)品較糧食類農(nóng)產(chǎn)品價格波動幅度大，響應(yīng)時間快但持續(xù)時間短。
[Abstract]:In recent years, the large fluctuation of agricultural product price has aroused widespread concern of the society. What role has the macroeconomic variables (currency, interest rate, exchange rate), especially the money supply, played in it? What is the relationship between the current price rise of agricultural products and the situation of money supply in our country, and whether the money supply started after the sub-prime crisis is the main reason for the rise in the price of agricultural products in the later stage, so as to clarify the influence of the change in the amount of money issued on the fluctuation of agricultural product prices. It is of great significance to improve our monetary policy and stabilize the market price of agricultural products. Based on the theory of monetary quantity, this paper analyzes the theoretical relationship between money supply and price level from macroeconomic theory. Based on the theory of price overshoot of agricultural products and the theory of inflation expectation, this paper analyzes the influence of money supply on the price of agricultural products, and then makes a statistical description and analysis of the current situation of money supply and the operating situation of agricultural product prices in China. Finally, the sample data from January 2009 to December 2012 are selected to analyze the effect of money supply on agricultural product price by using co-integration theory, error correction model and impulse response. This paper studies the influence of money supply on the short-term fluctuation and long-term trend of agricultural product price, and analyzes the difference of the influence degree of money supply on the price of grain agricultural products with different degree of marketization and the price of "vegetable basket" type agricultural product. The results of a study on the relationship between the money supply and the prices of food and "basket" agricultural products from January 2009 to December 2012 indicate that, in the long term, The money supply has a significant impact on the prices of agricultural products in the grain category and on the prices of agricultural products in the category of "vegetable basket". The cointegration results show that. The increase of money supply will cause the price of grain agricultural products to rise by about 0.61. it will cause the price of "vegetable basket" agricultural products to rise by 0.43. the error correction model shows that the money supply will increase the price of agricultural products of "vegetable basket" in the short term. The degree of influence on the prices of grain agricultural products is greater than that on the prices of grain agricultural products. By appropriately controlling the money supply, the state helps to stabilize the prices of agricultural products of the "vegetable basket" category, and the short-term error correction coefficient of the money supply to the prices of grain agricultural products is relatively small. The smaller error correction coefficient means that it will take a long time to adjust to fully reflect the significant effect of the change of currency circulation on the prices of grain agricultural products. The impulse response function diagram based on VAR model shows that in the face of money supply. In the event of shock, the price fluctuation of "vegetable basket" agricultural products is larger than that of grain agricultural products. The response time is fast but the duration is short.
【學(xué)位授予單位】：新疆財經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F323.7;F822.2

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