| 摘要: |
| 该文运用协整检验、格兰杰检验和脉冲响应函数等方法，深入分析了我国粮食价格与通货膨胀的 相互关系。认为粮食价格指数与通货膨胀存在显著的正相关性，二者具有长期均衡关系。从短期来看，粮 食价格波动受其自身影响持续的时间较长，而通货膨胀对粮食价格的影响具有一定的时滞性，其对粮食价 格的影响小于粮食价格对其自身的影响。仅存在通货膨胀到粮食价格指数单向的Grange原因。最后作者基 于上述结论提出了相应的政策建议。 |
| 关键词: 粮食零售价格指数 通货膨胀 实证研究 |
| DOI：10.7621/cjarrp.1005-9121.20130404 |
| 分类号: |
| 基金项目:基金项目:国家自然科学基金“基于非线性时间序列的中国粮价与CPI关系研究（1978-2008）”（70973131），湖北省教育厅人文社会 科学研究项目（13g187） |
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| EMPIRICAL STUDY ON THE RELATIONS BETWEEN GRAIN PRICE AND INFLATION |
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Wei Junying1, Zhu Xinkai2,3
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1.Hubei Rural Development Center of College of Economics， Changjiang University JingZhou Hubei 434025;2.School of Agricultural Economics and rural development， Renmin University of China;3.Beijing 100872
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| Abstract: |
| The article thoroughly analyzed the interrelation between Grain price and inflation by the methods of Co- integration test， Granger causality test and Impulse response function. The results showed that the grain price index and the inflation had remarkable positive correlation and long-term balanced relations. In the short term， the fluctu- ation of grain price was mainly influenced by the grain price itself. The inflation showed a time lag of impact on the grain price， which was smaller than that from grain price own due to the unidirectional Granger causality from infla- tion to the grain price index. The article finally put forward the corresponding policy proposals based on the above conclusion. |
| Key words: Grain retail price index Inflation Empirical study |
