国际大米价格波动对国内大米价格的传递效应研究

［目的］国际粮食价格波动会对国内粮食价格产生影响，其影响程度和途径一直是农产品价格领域的研究热点。［方法］基于2002年1月至2017年6月的月度数据，运用Johansen协整检验和向量误差修正模型检验了国际大米价格与国内大米价格的长期均衡与短期输入关系，在考虑国内大米价格形成机制的基础上分析了国际大米价格的影响程度，并进一步检验了大米与其他粮食品种价格间的整合关系。［结果］（1）国内大米价格与国际大米价格保持长期均衡关系，短期内国内大米价格对国际大米价格波动的弹性为00226。（2）国际大米价格对国内大米价格具有显著的影响，在控制其他变量不变的前提下，国际大米价格每上涨1%，国内大米价格会上升约01%。（3）Johansen协整检验表明大米会与其他粮食品种价格保持长期整合关系，国际大米价格上涨可能会通过间接渠道传递至国内大米市场。［结论］因此不仅需要关注国际大米价格对国内大米价格的影响，还需要关注其他粮食品种对大米价格的影响。

TRANSMISSION EFFECT OF INTERNATIONAL RICE PRICE FLUCTUATION ON DOMESTIC RICE PRICE

International grain price fluctuations will have an impact on domestic grain prices, the extent and channel of their impact have always been a hot topic in the field of agricultural product price research. Based on the monthly data from January 2002 to June 2017,this research adopted Johansen cointegration test and vector error correction model to test the long term equilibrium and short term relationship between international rice prices and domestic rice prices, analyzed the influence of international rice price on the basis of considering the formation mechanism of rice price, and further examined the alternative relationship between rice and other grains. The results were showed as follows. (1) The domestic rice price kept a long term equilibrium relationship with the international rice price. In the short term, the elasticity of domestic rice price to the fluctuation of international rice price was 0.0226. (2) International rice prices had a significant economic impact on domestic rice prices, the price of domestic rice would increase by about 0.1% when the price of international rice raised by 1%. (3) Through the Johansen cointegration test between rice and other grains, it could be judged that the price of rice would maintain a long term integration relationship with the price of other grains, so the rise of international rice prices would be transmitted to domestic rice market through indirect channels. Therefore, we should not only pay attention to the impact of international rice prices on domestic rice prices, but also pay attention to the impact of other grain varieties on rice prices.