粮食、食品价格和CPI的VAR实证研究

VAR Empirical Research of Grain,Food Prices and CPI

综述了目前国内关于粮食价格、食品价格对CPI的影响机制的研究。选取2001年7月至2012年12月的月度数据,通过VAR进行了粮食冲击效应分析,采用Johansen检验进行了三者因果的验证,合理解释了食品价格和粮食价格、CPI三者之间的影响关系。结论:在研究的时间段中,粮食价格和食品价格的增长都会引起物价水平的增长;物价水平的上涨也会影响到粮食价格。但是,物价水平对食品价格、粮食价格对食品价格的变化却影响不明显。

This paper summarizes the current domestic about food prices,food prices impact on the CPI mechanism research. Selecting monthly data from 2001-7 to 2012-12 through VAR medol to analyse,and doing the Johansen test for validation of cause and effect.The result reasonably explain the impact relations among grain and food prices,CPI, lastly, draw some conclu- sion： in the study period, the growth of food prices and food prices will cause the growth of the price level.Rising prices will af- fect the nrice.The ,rices on food prices.food orices impact on the food price change is not obvious.