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本文基于2008年1月至2015年12月中美猪肉和食糖月度价格数据,采用格兰杰因果检验和带有外生变量的VAR模型,对国家储备政策的效果进行验证,结果发现:美国猪肉价格是中国猪肉价格波动的格兰杰原因而中国猪肉价格不是美国猪肉价格波动的格兰杰原因;美国原糖价格是中国食糖价格波动的格兰杰原因,中国食糖价格并不是美国原糖价格波动的格兰杰原因。国家储备政策对国内猪肉价格形成作用影响不大;美国原糖价格对中国食糖价格产生显著影响,国家储备政策对国内食糖价格形成起到显著的效果。可见,国家储备政策对不同农产品价格波动产生的效果具有明显差异。因此,国家在对不同农产品实施储备政策时,应考虑产品差异来制定不同的储备调控目标和计划。
Based on monthly pork and sugar price data from January 2008 to December 2015 in China, the article uses Granger causality test and VAR model with exogenous variables to verify the effect of national reserve policy. The results show that: American pork Price is the Granger reason for fluctuating pork prices in China and Granger reason why Chinese pork prices are not fluctuating in US pork prices is the Granger reason for fluctuating Chinese sugar prices. The price of Chinese sugar is not the price of US raw sugar Volatile Granger reason. National reserve policy has little effect on domestic pork price formation. The price of raw sugar in the United States has a significant impact on the price of Chinese sugar, and the national reserve policy has played a significant role in the formation of domestic sugar prices. Can be seen that the effect of national reserve policy on the price volatility of different agricultural products have obvious differences. Therefore, when implementing the reserve policy for different agricultural products, the state should consider different product differences to formulate different objectives and plans for reserve control.