摘要
运用有向无环图(DAG)方法并结合基于SVAR模型的脉冲响应和预测方差分解方法分析国际大宗谷物价格波动对中国经济的传导途径及其效应。研究发现,国际食品价格波动影响国内消费物价水平和工业产出的传导途径不明显,其波动只能直接传导到国内的农副产品购进价格,进而直接或间接通过影响国内工业品出厂价格传导到国内消费物价水平,为中国治理通货膨胀提供了理论依据。
Used the directed acyclic graph(DAG) with the impulse response and forecast variance approach of structure VAR model,this paper analyzed the transmission channel and the effects of international food prices fluctuation on China's economy.The results show that the impact pathway of international food price fluctuation on domestic CPI and industrial output is not obvious,and the only fluctuation is the buying price of domestic agricultural products,which provides direct or indirect transmitting to domestic consumer price level through the impact of the factory-gate prices.This paper can provides theory basis for Chinese inflation control.
出处
《经济与管理》
CSSCI
2011年第7期30-33,共4页
Economy and Management
基金
2010年国家自然科学基金(71073046)
关键词
国际谷物价格
国际食品价格
国内消费物价水平
international price fluctuation
international food price
inland consumer price level