金融危机对我国农产品价格波动的影响研究——基于07.01—09.08面板数据分析

本文利用2007.01—2009.08的月度面板数据,分析了金融危机对我国农产品价格波动的影响。首先运用单位根检验和协整检验,得知金融危机与我国农产品价格之间存在协整关系;然后利用格兰杰因果检验,发现金融危机确实导致了我国农产品价格下行,而农产品价格的下降不会进一步推动金融危机的恶化;最后通过构建误差修正模型更具体的描述金融危机对我国农产品价格的影响。

Study on the Fluctuation of Agricultural Product Price in China under the Influence of Financial Crisis:Based on the Analysis of 07.01-09.08 Panel Data

Using 07.01-09.08 Panel Data,this article analyses how the financial crisis influences the fluctuation of agricultural product price.At first,this article improves that financial crisis and agricultural product price are co-integration through unit root test and co-integration test;then using Granger cause and effect test,finds the financial crisis did lead agricultural product price down while the decline in the agricultural product price would not deteriorated the financial crisis;at last,decrypts the impact of agricultural product price by financial crisis more specifically through constructing the Error Correction Model.