CAJ | 학술논문

随着全球一体化进程的加快,国际原油价格变动对我国农产品价格的影响越发明显。本文采用2002年1月-2013年6月的月度数据,运用VAR（向量自回归）模型,实证分析了国际原油价格变动对我国农产品价格波动的影响。研究发现,国际原油价格与我国农产品价格存在着长期稳定关系;运用国际原油价格预测我国农产品价格的最佳滞后期为两个月,即本期农产品价格的决定因素为前两个月的国际原油价格和我国农产品价格;国际原油价格对我国农产品价格的影响系数虽然较小但显著;使用VAR模型得到的我国农产品价格预测值与真实值相差只有1%左右。
수착전구일체화진정적가쾌,국제원유개격변동대아국농산품개격적영향월발명현。본문채용2002년1월-2013년6월적월도수거,운용VAR（향량자회귀）모형,실증분석료국제원유개격변동대아국농산품개격파동적영향。연구발현,국제원유개격여아국농산품개격존재착장기은정관계;운용국제원유개격예측아국농산품개격적최가체후기위량개월,즉본기농산품개격적결정인소위전량개월적국제원유개격화아국농산품개격;국제원유개격대아국농산품개격적영향계수수연교소단현저;사용VAR모형득도적아국농산품개격예측치여진실치상차지유1%좌우。
Along with the pace of global integration is gradually accelerated,the impact of international crude oil price on fluctuation in price of agricultural products in China is more obvious.Using monthly data from January2002 to June 2012,the paper takes an empirical analysis of the impact by use of a VAR（vector auto regression）model.It is found that there exists a long-term stable relationship between international crude oil price and price of agricultural products in China.The optimum of forecasting the price of agricultural products is two months.That means the determinants of current prices of agricultural products are mainly determined by the first two months of international crude oil price and price of agricultural products in China.The impact coefficients are small but significant.The prediction value and the real value have difference of around 1% using the VAR model.