货币供给冲击对我国食品价格水平的动态影响研究

发布时间：2018-05-09 02:19

本文选题：货币供给 + 食品价格水平　；参考：《农业技术经济》2011年04期

【摘要】：本文基于严格的模型设定和检验,分析了货币供给和食品价格水平的协整关系,同时利用VAR模型研究了货币供给冲击对食品价格水平变动的影响,并把产出变量引入系统中作为参考。研究表明,我国货币供给和产出与食品价格存在长期稳定关系;但货币供给和产出冲击对食品价格的影响具有不同的变动趋势,产出冲击对食品价格具有负向传导机制,而货币供给冲击对食品价格具有正向传导机制;产出冲击对食品价格变动的贡献小于货币供给冲击对食品价格变动的贡献,货币供给冲击必然引起食品价格正向变动。
[Abstract]:Based on strict model setting and testing, this paper analyzes the cointegration relationship between money supply and food price level, and studies the influence of money supply shock on food price level by using VAR model. The output variable is introduced into the system as a reference. The study shows that there is a long-term stable relationship between money supply and output and food price, but the impact of money supply and output impact on food price has different trends, and output shock has negative conduction mechanism on food price. The contribution of output shock to food price change is less than that of money supply shock to food price change. Money supply shock will inevitably lead to positive food price change.
【作者单位】：长江大学湖北农村发展研究中心;
【分类号】：F426.82;F224;F822

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