基于协整检验的湖北省农产品价格和农业生产资料价格波动关系的实证研究

Empirical Research on the Fluctuation Relations between Agricultural Products Price and Agricultural Means Price of Hubei Based on Cointegration Test

根据湖北省1978～2011年间的年度数据，运用协整检验对湖北省农产品价格和农业生产资料价格波动关系进行了实证分析．结果表明：农产品价格波动和农业生产资料价格波动之间存在显著的协整关系，农业生产资料价格的波动会带来显著的农产品价格波动，且农产品价格的波动也会引起农业生产资料价格的波动，但其影响程度没有前者显著．基于此实证分析结果对湖北省农业发展提出了适当的政策建议．

Based on annual data of Hubei from 1978 to 2011, had an empirical analysis of fluctuation relations between agricultural products price and agricultural means price of Hubei by using cointegration test. The results showed that the fluctuation between agrieuhural products price and agricultural means price presented significant cointegration, agricuhural means price would result in significant fluctuations in agricultural products price, and the volatility of agricultural products price would Cause fluctuations of agricuhural means price, but it did not impact significantly the former. Based on conclusions of empirical analysis,it was made appropriate policy recommendations about agriculture development of Hubei.