进口大米价格冲击研究——基于VAR模型的分析

On Impact Shock of Imported Rice Price——Based on VAR Model

2012年以来,我国进口大米激增,给国内稻米价格带来冲击。文章基于2013年3月5日到2014年3月5日的日度数据,以广州大米价格为例,分析了越南进口大米价格对我国大米价格的冲击效应。各种检验表明,我国大米价格和越南大进口米价格之间存在协整关系和双向Granger因果关系,并适合建立VAR模型。脉冲响应分析表明我国大米市场价格受越南进口大米价格影响越来越大,持续时间较长,而越南大米价格受我国大米市场价格影响较小;方差分析表明,越南进口大米价格对我国大米价格的影响虽然整体较小,但呈现快速上升的趋势,需要引起重视。文章建议通过降低稻米生产成本、根据国内大米市场状况灵活进口大米、杜绝大米走私等措施,削弱进口大米的冲击效应。

Growth of imported rice has a price impact shock on domestic rice price since 2012. Shock effect of Vietnam imported rice price on our rice price is analyzed on the basis of degree-day data from March 5, 2013 to March 5, 2014 with Guangzhou as an example. All kinds of tests show that the price of rice between China and Vietnam lies in a cointegration relationship and two-way Granger causality, and it is suitable for developing VAR model. Impulse response analysis showes that the rice market price is affected by Vietnam import price of rice more and more and the duration time is longer, while rice prices in Vietnam is less affected by domestic rice market price; The analysis of variance shows that impact shock of Vietnam imported rice price on domestic rice price is not significant, but shows a rapid rise trend, which needs immediate attention. Finally, some suggestions, such as reducing the cost of rice production, importing rice flexibly according to.the domestic rice market conditions and stopping the smuggling of rice, are provided for weakening the impact of imported rice.