我国粮食价格波动与物价水平关系的实证分析

Empirical Analysis on the Relationship between Grain Price Fluctuation and Price Level in China

综合运用相关分析、协整检验、向量误差修正模型以及格兰杰检验等计量方法,对我国粮食价格波动和物价水平变动之间的关系进行了实证分析,结果发现:我国粮食价格与物价水平CPI之间具有显著的正相关性,存在着长期稳定的均衡关系,粮食价格每上涨1%,CPI将上涨0. 36%。在短期内,物价水平受到自身以及粮食价格波动的影响,且受粮价波动的影响较小,受自身过去波动的影响较大;粮食价格波动受到自身以及物价变动的影响,且短期内物价对粮价变动的影响较大,而粮价过去的波动对自身波动的影响较小,且不大显著。从长期来看,粮食价格波动是物价水平变动的格兰杰原因,而物价水平变动并不是粮食价格变动的格兰杰原因。

Based on the correlation analysis, co - integration test, vector error correction model and Granger test, this paper analy- zes the relationship between Chinag grain price fluctuation and price level changes. The study finds that： there is a sig- nificant positive correlation between Chinag grain price and price level CPI, and there is a long - term stable equilibrimn relationship. For every- 1% increase in grain prices, CPI will rise by 0. 36%. In the short term, the price level is affect- ed by fluctuations in itself and grain prices, and is less affected by fluctuations in grain prices, and is more affected by fluctuations in its past; grain price fluctuations are affected by changes in itself and CPI, and in the short term, the im- pact of changes of CPI is greater, and the past fluctuations in grain prices have less impact on their own volatility- and are not signifieank In the long run, grain price volatility- is the Granger cause of price level changes, and price level chan- ges are not the Granger cause for grain price changes.