本文選題：小麥價(jià)格波動(dòng)特征 + 國(guó)際小麥價(jià)格　； 參考：《價(jià)格理論與實(shí)踐》2016年07期

【摘要】：本文運(yùn)用2007年1月至2015年6月小麥月度價(jià)格數(shù)據(jù),研究國(guó)內(nèi)外小麥價(jià)格波動(dòng)特征,發(fā)現(xiàn)國(guó)內(nèi)外小麥價(jià)格波動(dòng)差異很大,國(guó)內(nèi)小麥價(jià)格一直處于上漲趨勢(shì),國(guó)際小麥價(jià)格自2011年至今一直處于下跌趨勢(shì),國(guó)內(nèi)小麥價(jià)格波動(dòng)的變異系數(shù)為0.157,國(guó)際小麥價(jià)格波動(dòng)的變異系數(shù)為0.2340。同時(shí),本文用格蘭杰因果檢驗(yàn)發(fā)現(xiàn)國(guó)內(nèi)外小麥價(jià)格間不存在格蘭杰因果關(guān)系,通過脈沖響應(yīng)函數(shù)和方差分解證實(shí)了國(guó)內(nèi)外小麥月度價(jià)格之間波動(dòng)的脫離關(guān)系。最后,本文用帶有外生變量的VAR模型實(shí)證表明:國(guó)內(nèi)最低收購(gòu)價(jià)政策起到了抬高小麥價(jià)格的主要作用,這也是國(guó)內(nèi)小麥價(jià)格與國(guó)際小麥價(jià)格脫軌的主要原因。
[Abstract]:Based on the monthly wheat price data from January 2007 to June 2015, this paper studies the fluctuation characteristics of wheat price at home and abroad. It is found that the fluctuation of wheat price at home and abroad is very different, and the domestic wheat price has been on the rise trend. International wheat price has been in a downward trend since 2011. The variation coefficient of domestic wheat price fluctuation and international wheat price fluctuation is 0.157 and 0.2340 respectively. At the same time, the Granger causality test is used to find that there is no Granger causality between the domestic and foreign wheat prices. The pulse-response function and variance decomposition are used to prove the disconnection between the monthly fluctuation of wheat prices at home and abroad. Finally, the VAR model with exogenous variables is used to demonstrate that the domestic minimum purchase price policy has played a major role in raising wheat prices, which is also the main reason for the derailment of domestic and international wheat prices.
【作者單位】： 中國(guó)社會(huì)科學(xué)院農(nóng)村發(fā)展研究所;中國(guó)農(nóng)業(yè)科學(xué)院農(nóng)業(yè)經(jīng)濟(jì)與發(fā)展研究所;
【基金】：國(guó)家社科基金青年項(xiàng)目“我國(guó)糧食價(jià)格波動(dòng)與政府調(diào)控政策研究”(項(xiàng)目號(hào):14CJY051) 中國(guó)農(nóng)業(yè)科學(xué)院科技創(chuàng)新工程”(ASTIP-IAED-2016-05)資助
【分類號(hào)】：F323.7

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