以小麦作为研究切入点,运用1991—2013年小麦的相关数据,使用VAR模型对小麦安全与小麦价格的关系进行实证分析。协整检验表明小麦安全水平变动与小麦价格变动之间不存在稳定的长期均衡关系;格兰杰因果检验表明小麦安全水平变动与小麦价格变动之间不存在短期因果关系;通过分析脉冲响应函数的动态反应路径,可以发现在短期内小麦价格变动对自身具有冲击效应、小麦价格对小麦安全水平具有冲击效应、小麦安全水平对自身具有冲击效应、小麦安全水平对小麦价格具有冲击效应,但随着作用期数的增加,冲击效应逐渐减弱并无限趋近于零。脉冲响应分析对小麦安全水平与价格在短期内的相互作用进行了诠释,能够通过小麦安全水平变动与价格变动之间的脉冲响应路径来指导现实中的粮食安全保障工作。
Starting from the research on wheat,the article makes an empirical study of the relationship between wheat securityand price with VAR model based on the wheat data from1991to2013.Co-integration test indicates that there is nostable long-term equilibrium relation between wheat security and price.Granger causality test shows that there is no shorttermcausality relation between wheat security and price.Based on the analysis of the dynamic reaction path of impulse responsefunction,it finds the following results:in the short term,wheat price has some impacts on itself;wheat price hassome impacts on security;wheat security has some impacts on itself;wheat security has some impacts on price;however,with the increase of periods,the impacts are weakening gradually and becoming infinitely close to zero.Impulse responseanalysis explains the interaction between wheat security and price in the short term.The impulse response path can guidethe grain security in reality.