暨南学报(哲学社会科学版)

作者：吴贾, 李标

单位：暨南大学经济学院副教授,博士生导师;李标,西南财经大学经济学院副教授。

关键词：断点联动,农产品价格,通货膨胀,物价稳定

基金：国家自然科学基金青年项目“我国留守儿童的研究:认知、非认知能力在人力资本积累中的作用机制及补偿方法”(批准号:71703055);教育部人文社会科学基金一般项目“我国农村留守儿童救助关爱方法评价”(编号:16YJC790109);广东省科技发展专项资金“我国留守儿童的研究:数据库构建及救助关爱方法评价”(批准号:2017A030310251);广东省教育厅创新强校工程“我国基础教育阶段后进生问题研究——教育投入缺失还是收到了冷落”(批准号:2017WTSCX008)。

本文采用RPI以及小麦、玉米、大豆、大米、猪肉6个序列2002年12月至2017年5月的月度价格指数,对序列间断点的联动性进行了分析。基于离散结构突变和平滑漂移结构突变的假设,我们研究了冲击在不同价格序列间的相互关系及其传递性,验证了农产品价格对通货膨胀的直接和间接影响机制。本文发现三种粮食作物,即小麦、玉米、大米序列存在断点的共变性(同期性),这种共变主要由农产品生产要素的价格推动;大豆、猪肉和RPI序列则表现出断点的序贯性,主要源于猪肉价格的冲击传递至大豆中,并推动了通货膨胀率。研究结论说明,以稳定物价为目标的宏观政策应考虑生产要素价格对农产品价格的广泛影响。同时,需着重稳定构成价格指数中具有高权重产品的价格,因其价格上涨不仅直接拉升通货膨胀率,还会将冲击传递至其他农产品价格中,从而增加经济体的通货膨胀压力。"/>template{display:none;}.mag-rich-xref-fn { cursor: pointer;}//长视频$(document).ready(function(){if($("#showLongArticleVideo") && $("#showLongArticleVideo").length && $("#showLongArticleVideo").length>0){mag_ajax_update({ele_id:'showLongArticleVideo',url:mag_currentQikanUrl() + "/CN/article/showLongArticleVideo.do?id="+$("#articleId").val()});}});$(document).ready(function(){window.metaData = {"journal":{"issn":"1000-5072","qiKanMingCheng_CN":"暨南学报（哲学社会科学版）","id":2,"qiKanMingCheng_EN":"Jinan Journal"},"fundList_cn":["国家自然科学基金青年项目“我国留守儿童的研究:认知、非认知能力在人力资本积累中的作用机制及补偿方法”(批准号:71703055);教育部人文社会科学基金一般项目“我国农村留守儿童救助关爱方法评价”(编号:16YJC790109);广东省科技发展专项资金“我国留守儿童的研究:数据库构建及救助关爱方法评价”(批准号:2017A030310251);广东省教育厅创新强校工程“我国基础教育阶段后进生问题研究——教育投入缺失还是收到了冷落”(批准号:2017WTSCX008)。"],"article":{"keywordList_cn":["断点联动","农产品价格","通货膨胀","物价稳定"],"juan":"41","zhaiyao_cn":"本文采用RPI以及小麦、玉米、大豆、大米、猪肉6个序列2002年12月至2017年5月的月度价格指数,对序列间断点的联动性进行了分析。基于离散结构突变和平滑漂移结构突变的假设,我们研究了冲击在不同价格序列间的相互关系及其传递性,验证了农产品价格对通货膨胀的直接和间接影响机制。本文发现三种粮食作物,即小麦、玉米、大米序列存在断点的共变性(同期性),这种共变主要由农产品生产要素的价格推动;大豆、猪肉和RPI序列则表现出断点的序贯性,主要源于猪肉价格的冲击传递至大豆中,并推动了通货膨胀率。研究结论说明,以稳定物价为目标的宏观政策应考虑生产要素价格对农产品价格的广泛影响。同时,需着重稳定构成价格指数中具有高权重产品的价格,因其价格上涨不仅直接拉升通货膨胀率,还会将冲击传递至其他农产品价格中,从而增加经济体的通货膨胀压力。","endNoteUrl_en":"https://jnxb.jnu.edu.cn/skb/EN/article/getTxtFile.do?fileType=EndNote&id=6223","bibtexUrl_cn":"https://jnxb.jnu.edu.cn/skb/CN/article/getTxtFile.do?fileType=BibTeX&id=6223","abstractUrl_en":"https://jnxb.jnu.edu.cn/skb/EN/Y2019/V41/I3/72","qi":"3","id":6223,"nian":2019,"bianHao":"2019-3-72","zuoZheEn_L":"WU Jia, LI Biao","juanUrl_en":"https://jnxb.jnu.edu.cn/skb/EN/Y2019","shouCiFaBuRiQi":"2019-06-19","qiShiYe":"72","qiUrl_cn":"https://jnxb.jnu.edu.cn/skb/CN/Y2019/V41/I3","lanMu_cn":"经济·管理","pdfSize":"2291","zuoZhe_CN":"吴贾, 李标","risUrl_cn":"https://jnxb.jnu.edu.cn/skb/CN/article/getTxtFile.do?fileType=Ris&id=6223","title_cn":"农产品价格的冲击与物价的稳定:基于断点联动识别的实证分析","jieShuYe":"86","keywordList_en":["Co-break","Inflation rate","Price stabilization","Prices of agricultural products"],"endNoteUrl_cn":"https://jnxb.jnu.edu.cn/skb/CN/article/getTxtFile.do?fileType=EndNote&id=6223","zhaiyao_en":"This paper uses monthly price data of wheat, corn, soybean, rice, pork and RPI from December 2002 to May 2017 to examine the co-breaks among the above six sequences. 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