發(fā)布時間：2019-03-28 11:49

【摘要】：石油價格是影響糧食價格走勢的重要因素,將傳統(tǒng)的誤差修正模型(ECM)改進(jìn),并加入農(nóng)業(yè)生產(chǎn)資料價格作為石油價格向糧食價格傳遞的中間變量,分析了石油價格和農(nóng)資價格在上漲和下跌階段對糧食價格傳遞的非對稱性,此外還對石油價格與糧食價格間的傳導(dǎo)效率和傳導(dǎo)強(qiáng)度進(jìn)行實證檢驗.研究結(jié)果表明:石油價格、農(nóng)資價格和糧食價格之間存在長期均衡關(guān)系,石油和農(nóng)資價格下降要比價格上升更快速和完全的傳遞給糧食價格;石油價格向糧食價格的傳導(dǎo)存在滯后,石油價格的增長不會快速放大糧食價格變化.
[Abstract]:The oil price is an important factor that affects the grain price trend. The traditional error correction model (ECM) is improved, and the price of agricultural means of production is added as the intermediate variable of the oil price passing from the oil price to the grain price. This paper analyzes the asymmetry of the transmission of oil price and agricultural price to grain price in the rising and falling stages, and makes an empirical test on the transmission efficiency and intensity between oil price and grain price, in addition, the transmission efficiency and transmission intensity between oil price and grain price are also tested. The results show that there is a long-term equilibrium relationship among oil price, agricultural price and grain price, and the decline of oil and agricultural price is more rapid and completely transmitted to the grain price than the increase of price. The transmission of oil price to grain price lags behind, and the increase of oil price will not magnify the change of grain price rapidly.
【作者單位】： 東北農(nóng)業(yè)大學(xué)經(jīng)濟(jì)管理學(xué)院;東北農(nóng)業(yè)大學(xué)理學(xué)院;
【基金】：教育部人文社會科學(xué)研究項目(08JA790016)
【分類號】：F764.1;F323.7;F224

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本文編號：2448829