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随着我国农产品市场对外开放程度日益加深,与国际农产品市场价格的关系也日益紧密。本文用Johansen协整检验和格兰杰因果关系检验分析了我国农产品与国际农产品市场价格的联动关系和传导关系。研究结果表明,国内主要农产品大豆、棉花、小麦、大米、玉米价格与对应的国际价格具有长期稳定关系,猪肉市场则不具有长期稳定关系;我国对外开放程度较高的大豆和棉花市场效率较高,国内市场价格与国际市场价格相互影响。
With the deepening of the opening up of China’s agricultural products market, the relationship with the prices of international agricultural products has also become increasingly closer. In this paper, Johansen cointegration test and Granger causality test were used to analyze the linkage and conduction of the prices of agricultural products in China and international agricultural markets. The results show that the prices of major domestic agricultural products such as soybean, cotton, wheat, rice and corn have a long-term stable relationship with the corresponding international prices, while the pork market does not have long-term and stable relations. The soybean and cotton markets with relatively high degree of opening to the outside world in our country have high efficiency , The domestic market price and the international market price influence each other.