国际原油价格变动对我国农产品价格波动的影响

Impact of International Crude Oil Price on Fluctuation in Price of Agricultural Products in China

随着全球一体化进程的加快,国际原油价格变动对我国农产品价格的影响越发明显。本文采用2002年1月-2013年6月的月度数据,运用VAR(向量自回归)模型,实证分析了国际原油价格变动对我国农产品价格波动的影响。研究发现,国际原油价格与我国农产品价格存在着长期稳定关系;运用国际原油价格预测我国农产品价格的最佳滞后期为两个月,即本期农产品价格的决定因素为前两个月的国际原油价格和我国农产品价格;国际原油价格对我国农产品价格的影响系数虽然较小但显著;使用VAR模型得到的我国农产品价格预测值与真实值相差只有1%左右。

Along with the pace of global integration is gradually accelerated,the impact of international crude oil price on fluctuation in price of agricultural products in China is more obvious.Using monthly data from January2002 to June 2012,the paper takes an empirical analysis of the impact by use of a VAR（vector auto regression）model.It is found that there exists a long-term stable relationship between international crude oil price and price of agricultural products in China.The optimum of forecasting the price of agricultural products is two months.That means the determinants of current prices of agricultural products are mainly determined by the first two months of international crude oil price and price of agricultural products in China.The impact coefficients are small but significant.The prediction value and the real value have difference of around 1% using the VAR model.