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利用2007年1月至2013年6月的城乡食品价格数据,运用两区制门槛向量误差修正模型研究城乡食品价格互动关系中的非线性特征。结果发现,城乡食品价格之间存在显著的非线性协整关系,即在以误差修正项的门槛值划分的两个不同区制内,二者的互动关系存在显著差异;在不同区制内,城镇食品价格的调整速度均大于农村食品价格,且二者调整的方向不一致;城乡食品价格在实现长期均衡的短期调整中,调整主要是由城镇食品价格来完成的,而且这种调整主要发生在二者偏离程度较小的区制一;在不同的区制下,二者的因果关系存在显著差异。在实证研究的基础上,提出了防范中国城乡食品通胀风险的政策建议。
Using the urban-rural food price data from January 2007 to June 2013, the two-zone threshold error correction model was used to study the nonlinear characteristics of the interaction between urban and rural food prices. The results show that there is a significant non-linear co-integration relationship between urban and rural food prices, that is, there are significant differences in the interactive relationship between the two in the two different districts divided by the threshold of error correction. In different districts, The adjustment speed of urban food prices is higher than that of rural food, and the adjustment direction of the two is inconsistent. In the short-term adjustment of urban-rural food prices to achieve long-term equilibrium, the adjustment is mainly accomplished by urban food prices, and this adjustment mainly occurs in There is a significant difference between the two in their causal relationships under different zoning regimes. On the basis of empirical research, this paper puts forward some policy suggestions to prevent the risk of food inflation in urban and rural areas in China.