摘要
运用DCC-MGARCH和VECM的模型方法,可以实证分析出国际石油价格变动对我国粮食价格的显著影响。首先,利用DCC-MGARCH模型,从整体上对国际石油价格和我国粮食价格的关联性进行实证分析,实证结果支持两者之间总体相关性十分显著的结论。其次,利用VECM模型分别从国际石油价格对粮食价格的长期影响和短期影响两方面进行分析。从长期影响上看,国际石油价格波动与粮食价格存在长期均衡;从短期影响上看,国际石油价格对于各种粮食价格的变动都具有一定的调增作用。
The significant influence of international oil price fluctuation on the prices of food in China can be revealed through the empirical analysis by applying such models as DCC - MGARCH and VECM. First, with the DCC -MGARCH model, an empirical study is carried out to analyze the general relevance between the international oil price fluctuation and the food prices in China, and the conclusion supports the proposition that there exists remarkable relevance between these two. Then, with the VECM model, the influence of the oil price fluctuation on the food prices is analyzed from the long - term and short - term perspectives. From the long- term influence, there exist long -term equilibrium between the international oil price and the food prices; from the short -term influence, the fluctuation in imemational oil price promotes the food prices to a certain degree.
出处
《山东理工大学学报（社会科学版）》
2015年第3期5-11,共7页
Journal of Shandong University of Technology（Social Sciences Edition）
基金
国家社科基金重点项目"国际粮价波动及其对中国粮食安全影响研究"(12AJY007)
国家社科基金青年项目"国际粮食价格形成机理及我国争取国际粮食价格定价权的策略研究"(13CJY103)
国家软科学项目"我国农村居民消费拉动经济增长的潜力与路径研究"(2013GXS4D127)
