CAJ | 학술논문

基于1985—2012年我国小麦市场收购价格历史数据，采用HP滤波法将小麦价格变化划分为五个完整的波动周期和一个开始周期，并对每个周期的特征和原因进行分析，得出我国小麦价格波动周期短、波动幅度大的特点。呆用斯皮尔曼等级相关系数、格兰杰因果关系检验和协整检验进一步研究产量、出口、成本等七大因素与小麦价格波动的内在联系，结果表明：产量、成本、消费和出口是小麦价格波动的格兰杰原因，并与其存在长期稳定的关系，而进口只影响短期的价格波动，小麦价格收购指数是小麦价格波动的结果而非原因，CPI与小麦价格不互为格兰杰因果关系，可能存在其他方面的关系。
기우1985—2012년아국소맥시장수구개격역사수거，채용HP려파법장소맥개격변화화분위오개완정적파동주기화일개개시주기，병대매개주기적특정화원인진행분석，득출아국소맥개격파동주기단、파동폭도대적특점。태용사피이만등급상관계수、격란걸인과관계검험화협정검험진일보연구산량、출구、성본등칠대인소여소맥개격파동적내재련계，결과표명：산량、성본、소비화출구시소맥개격파동적격란걸원인，병여기존재장기은정적관계，이진구지영향단기적개격파동，소맥개격수구지수시소맥개격파동적결과이비원인，CPI여소맥개격불호위격란걸인과관계，가능존재기타방면적관계。
Based on historical data of purchase prices in China＇ s wheat market between 1985 and 2012, this paper uses the H-P filtering method to divide the prices into five complete fluctuant cycles and one beginning cycle. With the analysis of features and reasons of each period, the characteristics of China＇ s wheat prices are concluded as short cycle with great high range. Spearman＇ s rank correlation coefficient, Granger causality test and co-integration test are employed to study the internal connection between wheat prices and seven main elements such as output, export and cost. The result shows that output, cost, consumption and export are the Granger causes of wheat prices＇ fluctuation. In addition, there is a long term and stable relation between them. While import only affects the short term price fluctuation, purchase index of wheat prices is the result of prices＇ fluctuation, not its cause. The relationship between CPI and wheat prices belongs to other kinds rather than mutual Granger causality.