中国粮食产量增长率波动的计量研究

Econometrical Research on Fluctuation of Increasing Rate of China's Grain Output

对中国粮食产量增长率的波动性进行了实证计量分析,利用最大似然方法估计了3种GARCH族模型(GARCH、T-GARCH和E-GARCH)。实证研究表明,GARCH模型提供了最好的统计拟合,它表明波动率是变化的,中国粮食总产量的增长率是非对称的,国家持续稳定增长的粮食供给很难实现。国家根据此结论,应该制定出有利于粮食供给的保护性政策,才能维护国家的粮食安全。

In this article, the author makes an empirical econometrical analysis of increasing rate of China＇s grain output. Then he estimates three GARCH models （GARCH,T-GARCH and E-GARCH）with the methods of Quasi-maximum likelihood estimation. The result show that, the GARCH model makes a best estimation in statistics, and the fluctuation rate is altering, it has asymmetrical relation with the growing rate of China＇s grain output. It＇s hard to maintain the sustainable development of grain yield. As a result, Government should make an appropriate policy to protect the supply of the grain order to maintain the security of foodstuff.