该文运用协整检验、格兰杰检验和脉冲响应函数等方法,深入分析了我国粮食价格与通货膨胀的相互关系。认为粮食价格指数与通货膨胀存在显著的正相关性,二者具有长期均衡关系。从短期来看,粮食价格波动受其自身影响持续的时间较长,而通货膨胀对粮食价格的影响具有一定的时滞性,其对粮食价格的影响小于粮食价格对其自身的影响。仅存在通货膨胀到粮食价格指数单向的Grange原因。最后作者基于上述结论提出了相应的政策建议。
The article thoroughly analyzed the interrelation between Grain price and inflation by the methods of Co- integration test, Granger causality test and Impulse response function. The results showed that the grain price index and the inflation had remarkable positive correlation and long-term balanced relations. In the short term, the fluctu- ation of grain price was mainly influenced by the grain price itself. The inflation showed a time lag of impact on the grain price, which was smaller than that from grain price own due to the unidirectional Granger causality from infla- tion to the grain price index. The article finally put forward the corresponding policy proposals based on the above conclusion.