【摘要】：物價(jià)穩(wěn)定是國(guó)家糧食安全的必要條件也是宏觀經(jīng)濟(jì)良好運(yùn)行的重要保障,糧食價(jià)格與CPI之間的關(guān)系一直是社會(huì)各界關(guān)注的焦點(diǎn)。文章基于糧食價(jià)格與CPI線性關(guān)系視角,采取關(guān)聯(lián)性和作用機(jī)制研究相結(jié)合的定性方法,利用脈沖響應(yīng)分析、Granger因果關(guān)系檢驗(yàn)等定量方法研究了1995—2016期間兩者之間的互動(dòng)關(guān)系。實(shí)證結(jié)果表明,短期內(nèi)糧食價(jià)格決定CPI波動(dòng),兩者之間對(duì)來(lái)源于對(duì)方同樣大小沖擊的波動(dòng)反應(yīng)呈現(xiàn)非對(duì)稱性,糧食價(jià)格對(duì)CPI的解釋效果強(qiáng)于CPI對(duì)糧食價(jià)格的解釋效果,兩者受到?jīng)_擊后在長(zhǎng)期內(nèi)均趨于收斂。
[Abstract]:Price stability is a necessary condition for national food security and an important guarantee for good macroeconomic operation. The relationship between grain price and CPI has always been the focus of attention of all walks of life. Based on the perspective of linear relationship between grain price and CPI, this paper studies the interaction between grain price and CPI from 1995 to 2016 by using quantitative methods such as impulse response analysis and Granger causality test. The empirical results show that grain price determines the volatility of CPI in the short term, and the volatility response of the two to the same shock from the other side is asymmetric. The effect of grain price on CPI is stronger than that of CPI on grain price. Both of them tend to converge in the long run after shock.
【作者單位】： 信陽(yáng)師范學(xué)院當(dāng)代馬克思主義研究所;
【基金】：河南省社會(huì)科學(xué)規(guī)劃項(xiàng)目(2017CJJ094) 河南省教育廳人文社科規(guī)劃項(xiàng)目(2017-ZZJH-470) 信陽(yáng)市社會(huì)科學(xué)規(guī)劃課題(2016JJ002) 信陽(yáng)師范學(xué)院青年骨干教師資助計(jì)劃(2015GGJS-20);信陽(yáng)師范學(xué)院高層次人才科研啟動(dòng)基金資助項(xiàng)目(0201452);信陽(yáng)師范學(xué)院“南湖學(xué)者獎(jiǎng)勵(lì)計(jì)劃”青年項(xiàng)目
【分類號(hào)】：F323.7;F726

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