世界能源价格与粮价关系的实证研究——基于时间序列与面板数据的双重检验

The Empirical Study between the World Energy Price and Food Price——Double Check Based on the Time Series and Panel Data

通过构建数理模型,利用2003～2013年共132个月度数据验证世界能源价格与世界大米、小麦价格关系,结果表明：能源价格对大米、小麦价格具有长期与短期影响,对大米长期影响较大,短期影响较小;对小麦长期影响较小,短期影响较大。最后使用28个国家2003～2010年的面板数据进行经验测算,结果表明能源价格对经济发展程度不同国家的粮价影响不同：对发展中国家,当期影响是正相关,滞后期影响是负相关,加入控制变量后,影响表现为当期性;对发达国家而言,能源对粮价的影响仅表现为当期性。

Based on mathematical model,this paper shows that energy price examine food price with 132 monthly data from2003 to 2013,and long-term effects on rice is larger,short-term impact is smaller,but the effects on wheat is smaller in long-term,larger in short-term. At last,it analyzes the relation between the world energy price and food price by 28countries＇ panel data from 2003 to 2010,and the result shows that the effect of the world energy price on the world food price is different. The current influence on developing countries is positive,and lag influence is negative,but it is only current influence after adding control variables. It has current influence only in developed countries.