| 国际玉米市场价格对国内玉米市场价格的传递效应 |
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| 引用本文： | 田聪颖. 国际玉米市场价格对国内玉米市场价格的传递效应[J]. 农业展望, 2014, 0(9): 31-36 |
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| 作者姓名： | 田聪颖 |
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| 作者单位： | 中国农业大学经济管理学院,北京100083 |
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| 摘 要： | 根据1997年3月—2012年12月的月度数据,运用协整分析、误差修正模型以及脉冲响应函数等方法分析了国际玉米价格对国内玉米价格的传递效应。结果表明,长期而言,玉米国内市场与国际市场的整合度较高;而短期内国际价格对国内价格的影响较小;此外,国际玉米价格变化率对国内玉米价格变化率变动的贡献度较低。
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| 关 键 词： | 玉米市场 价格传递效应 误差修正模型 VAR模型 |
Price Pass-through Effect of Maize from International Market to Domestic Market |
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| Tian Congying. Price Pass-through Effect of Maize from International Market to Domestic Market[J]. Agricultural Outlook, 2014, 0(9): 31-36 |
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| Authors: | Tian Congying |
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| Affiliation: | Tian Congying (School of Economics ＆ Management, China Agricultural University, Beijing 100083) |
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| Abstract: | This paper studied the pass-through effect of international maize price to domestic maize price empirically by cointegration test, ECM model and VAR model, according to monthly data from March 1997 to December 2012. The results suggested that the integration of international and domestic maize markets was complete in the long run, while in the short term, the impact of international maize price to domestic one was minus, and the contribution of international maize price fluctuation rate to the domestic one was low. |
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| Keywords: | maize market price pass-through effect ECM model VAR model |
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