中國城鄉(xiāng)食品價格的非線性互動關系及其政策啟示——基于兩區(qū)制門檻向量誤差修正模型的實證研究
發(fā)布時間:2018-04-03 13:02
本文選題:農(nóng)村食品價格 切入點:城鎮(zhèn)食品價格 出處:《統(tǒng)計與信息論壇》2015年03期
【摘要】:利用2007年1月至2013年6月的城鄉(xiāng)食品價格數(shù)據(jù),運用兩區(qū)制門檻向量誤差修正模型研究城鄉(xiāng)食品價格互動關系中的非線性特征。結(jié)果發(fā)現(xiàn),城鄉(xiāng)食品價格之間存在顯著的非線性協(xié)整關系,即在以誤差修正項的門檻值劃分的兩個不同區(qū)制內(nèi),二者的互動關系存在顯著差異;在不同區(qū)制內(nèi),城鎮(zhèn)食品價格的調(diào)整速度均大于農(nóng)村食品價格,且二者調(diào)整的方向不一致;城鄉(xiāng)食品價格在實現(xiàn)長期均衡的短期調(diào)整中,調(diào)整主要是由城鎮(zhèn)食品價格來完成的,而且這種調(diào)整主要發(fā)生在二者偏離程度較小的區(qū)制一;在不同的區(qū)制下,二者的因果關系存在顯著差異。在實證研究的基礎上,提出了防范中國城鄉(xiāng)食品通脹風險的政策建議。
[Abstract]:Based on the urban and rural food price data from January 2007 to June 2013, the nonlinear characteristics of the interaction between urban and rural food prices were studied by using the two-region threshold vector error correction model.The results show that there is a significant nonlinear cointegration relationship between urban and rural food prices.The adjustment speed of urban food price is higher than that of rural food price, and the direction of adjustment is not the same. In the short-term adjustment of urban and rural food price, the adjustment is mainly accomplished by urban food price.Moreover, this adjustment mainly occurs in the regional system where the deviation degree is small, and there is a significant difference in the causality between the two systems under different regional systems.On the basis of empirical research, the paper puts forward some policy suggestions to prevent the risk of food inflation in urban and rural China.
【作者單位】: 廈門理工學院商學院;
【基金】:福建省社會科學規(guī)劃項目《匯率變動對福建省就業(yè)的影響與財政政策選擇研究》(2014C043) 廈門理工學院國家基金預研項目《中國不完全匯率傳遞研究:階段特征、區(qū)域差異性與貨幣政策》(XYS201407) 廈門理工學院高層次人才引進項目《人民幣匯率變動對國內(nèi)價格傳遞研究》(YSK11009R)
【分類號】:F426.82;F224
【參考文獻】
相關期刊論文 前7條
1 蘇h椒,
本文編號:1705306
本文鏈接:http://sikaile.net/jingjilunwen/gongyejingjilunwen/1705306.html
最近更新
教材專著