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本文采用相关系数分析、长期协整检验、ECM误差修正模型和Granger因果检验等方法,对稻谷、小麦、玉米和大豆的国内外粮食价格的联动关系进行了研究,研究结果表明:稻谷和小麦的国内外价格没有联动性,我国玉米和大豆由于对外开放程度较高,国内外价格长期和短期都有稳定的价格联动关系;从价格传递方向来看,大豆国内价格只能被动接受国际价格的影响,而玉米国内价格对国际价格的影响更加显著。
In this paper, the correlation between food prices of rice, wheat, maize and soybean at home and abroad was studied by means of correlation coefficient analysis, long-term co-integration test, ECM error correction model and Granger causality test. The results show that the interaction between rice and wheat Due to the relatively high level of opening to the outside world, domestic and foreign prices have stable price linkage in a long run and short term. From the perspective of price transmission, domestic soybean prices can only passively accept the impact of international prices , While the impact of domestic corn prices on international prices is even more pronounced.