摘要
以2002年1月～2011年12月的世界原油期货价格和我国农产品玉米、小麦、大豆以及猪肉价格的月度数据时间序列为例,运用单位根检验、协整检验、脉冲响应函数以及方差分解等时间序列技术,对世界原油价格波动与我国农产品价格变化关系进行实证分析。结果发现,我国农产品价格影响因素最大的是其自身的供需关系,而世界原油价格波动对我国农产品价格影响的大小不均衡,对玉米、小麦影响较大,而对猪肉价格影响不显著。
This paper, by using month data of January 2002 to December 2011, analyses whether world crude oil future price affects the price of Chinese agricultural products, such as corn, wheat, soybeans and pork prices. By means of time se- ries analysis about the relationship between world crude oil price and the Chinese agriculture products price, for example, the unite root test, cointegration test, impulse response functions and variance decomposition analysis. Result shows that world crude oil price fluctuations has different effects on those Chinese agriculture products price, a greater impact on corn, wheat; and no significant impact on the pork price.
出处
《软科学》
CSSCI
北大核心
2013年第4期45-49,53,共6页
Soft Science
关键词
原油价格
农产品价格
VAR模型
脉冲响应
方差分解
crude oil prices
agricultural products prices
VAR model
impulse response
variance decomposition
