摘要
本文利用2005年7月至2008年12月的月度数据,通过VAR模型实证分析发现:人民币升值对居民食品消费价格存在相对持久的抑制效应,对农业生产资料价格和农产品价格的冲击在12个月后基本消失;影响渠道主要是人民币升值→居民食品消费价格→农产品价格→农业生产资料价格,以需求拉动型为主,供给推动力相对较弱;居民食品消费价格波动中,人民币汇率波动的解释力度最高达22.8%;农产品价格波动中,居民食品消费价格的解释力度最高达68.3%;农业生产资料价格波动中,居民食品消费价格解释力度最高为57.4%,农产品价格的解释力度最高为53%。
By use of monthly date from July 2005 year to December 2008 year,the article concludes that RENMINBI appreciation has relative permanent inhibitory effect,the influence on agricultural material price and agricultural price disappear from twelve months.The mains influence channel is RENMINBI appreciation to consumer price to agricultural material price,the main power is demand pull,power of supply push relative weak.RENMINBI exchange rate can maximum contribute to 22.8% of consumer price's fluctuation;consumer price can maximum contribute to 68.3% of agricultural price fluctuation and 57.4% of consumer price's fluctuation;agricultural food can maximum contribute to 53% of agricultural material price fluctuation.
出处
《农业经济问题》
CSSCI
北大核心
2009年第7期84-90,共7页
Issues in Agricultural Economy
