中国金融危机与农产品价格走势的协整研究

本文基于当前美国金融危机背景,选取了有代表性的我国经济指标,利用2005—2008年的月度数据,运用单位根检验和协整检验,对其与农产品价格进行了协整分析,指出该时期内我国居民消费价格指数和农产品价格指数的时间序列均带有一阶差分,证实了我国经济增长与农业经济增长存在稳定的协整关系。最后,基于实证结果分析了金融危机阶段农业对我国国民经济的影响,为相关职能部门进行决策提供了依据。

Co-integration Study on Financial Crisis and Price Trend of Agricultural Product in China

This paper selects representative economic and agricultural indicators,and uses the monthly data during 2005-2008,and makes the co-integration analysis to study the relationship between economic indicators and agricultural product price through unit root test and co-integration test in the background of financial crisis.And it points out that the two time series of China's consumer price index and agricultural product price index are composed of first-order differential,which shows China's economic growth a...