摘要
农产品价格关乎民生与经济,选取了通货膨胀、汇率、货币供应量、外汇储备、利率五项金融因素对其与农产品价格波动间的关系进行了研究。通过协整检验和VAR模型对2002年至2018年2月的全部指标的月度数据分析后,发现农产品价格与上述五个因素存在长期协整关系,其中对农产品价格影响较大的因素是通胀和汇率水平,并给出相关结论与启示。
The price of agricultural products is related to the national economy and the people′s livelihood.The five financial factors,inflation,exchange rate,money supply,foreign exchange reserve and interest rate,are selected to study the relationship between the price fluctuation of agricultural products.Through the cointegration test and VAR model analysis of monthly data from 2002 to date,it is concluded that there is a long-term cointegration relationship between the price of agricultural products and the above five factors.Inflation and exchange rate are the main factors that influence the price of agricultural products.Based on the analysis of the results,relevant conclusions and implications are given.
作者
王园园
高齐圣
WANG Yuan-yuan;GAO Qi-sheng(School of Economics,Qingdao University,Qingdao 266071,China)
出处
《青岛大学学报（自然科学版）》
CAS
2018年第4期133-138,共6页
Journal of Qingdao University(Natural Science Edition)
基金
山东省社会科学规划研究项目(批准号:17CGLJ05)资助
青岛市哲学社会科学规划项目(批准号:QDSKL1801062)资助
关键词
金融因素
农产品价格
协整检验
VAR模型
financial factors
agricultural products price
cointegration test,VAR model
