本文選題：小麥價格波動特征 + 國際小麥價格��； 參考：《價格理論與實踐》2016年07期

【摘要】：本文運用2007年1月至2015年6月小麥月度價格數(shù)據(jù),研究國內(nèi)外小麥價格波動特征,發(fā)現(xiàn)國內(nèi)外小麥價格波動差異很大,國內(nèi)小麥價格一直處于上漲趨勢,國際小麥價格自2011年至今一直處于下跌趨勢,國內(nèi)小麥價格波動的變異系數(shù)為0.157,國際小麥價格波動的變異系數(shù)為0.2340。同時,本文用格蘭杰因果檢驗發(fā)現(xiàn)國內(nèi)外小麥價格間不存在格蘭杰因果關(guān)系,通過脈沖響應函數(shù)和方差分解證實了國內(nèi)外小麥月度價格之間波動的脫離關(guān)系。最后,本文用帶有外生變量的VAR模型實證表明:國內(nèi)最低收購價政策起到了抬高小麥價格的主要作用,這也是國內(nèi)小麥價格與國際小麥價格脫軌的主要原因。
[Abstract]:Based on the monthly wheat price data from January 2007 to June 2015, this paper studies the fluctuation characteristics of wheat price at home and abroad. It is found that the fluctuation of wheat price at home and abroad is very different, and the domestic wheat price has been on the rise trend. International wheat price has been in a downward trend since 2011. The variation coefficient of domestic wheat price fluctuation and international wheat price fluctuation is 0.157 and 0.2340 respectively. At the same time, the Granger causality test is used to find that there is no Granger causality between the domestic and foreign wheat prices. The pulse-response function and variance decomposition are used to prove the disconnection between the monthly fluctuation of wheat prices at home and abroad. Finally, the VAR model with exogenous variables is used to demonstrate that the domestic minimum purchase price policy has played a major role in raising wheat prices, which is also the main reason for the derailment of domestic and international wheat prices.
【作者單位】： 中國社會科學院農(nóng)村發(fā)展研究所;中國農(nóng)業(yè)科學院農(nóng)業(yè)經(jīng)濟與發(fā)展研究所;
【基金】：國家社科基金青年項目“我國糧食價格波動與政府調(diào)控政策研究”(項目號:14CJY051) 中國農(nóng)業(yè)科學院科技創(chuàng)新工程”(ASTIP-IAED-2016-05)資助
【分類號】：F323.7

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