粮食价格与居民消费价格水平联动效应研究

Study on the linkage effect of grain price and consumer price level

明晰粮食价格与居民消费价格水平之间的关系意义重大。基于1979—2020年中国粮食价格和居民消费价格水平年度数据,运用向量误差修正模型和Granger因果分析,对粮食价格与居民消费价格水平间的关系进行实证分析。结果表明:短期内,居民消费价格水平对粮食价格的影响远大于粮食价格对居民消费价格水平的影响,居民消费价格水平变动与粮食价格变动之间存在单向Granger因果关系;长期看,两者之间存在双向Granger因果关系。根据研究结论,提出了加强粮食价格和居民消费价格监测、稳定粮食价格水平、加大市场调控等对策建议。

It is of great significance to clarify the relationship between grain prices and consumer price levels.Based on the annual data of China’s grain prices and consumer price levels from 1979 to 2020,this paper made an empirical analysis on the relationship between grain price and consumer price level by using vector error correction model and Granger causality analysis.The results show that in the short term,the impact of consumer price level on grain prices is much greater than that of grain price.There is a one-way Granger causality between the change of consumer price level and grain price;in the long run,there is a two-way Granger causality between the two.According to the research conclusion,this paper put forward some countermeasures and suggestions,such as strengthening the monitoring of grain price and consumer price,stabilizing grain price level and increasing market regulation.