中文摘要：

如何理解和把握小麦国际贸易中的价格决定与影响机制一直以来都是学术界和政府决策部门关注的重要领域。本文引入并发展了基于关联积分的蒙特卡洛非线性因果关系检验模型,对模型精度e的选择进行了系统讨论和发展,并提出非线性因果影响强度的概念。利用该扩展模型,对1996-2008年中美与中加之间的小麦价格进行实证检验,结果显示了双向因果关系,美国和加拿大对我国小麦价格具有显著影响,同时我国小麦价格也对其产生反向调节影响,但在时效和强度上存在较大差异。在理论解释的基础上,本文提出了相关政策建议。

英文摘要：

It has always been an attracting area for both academia and government to understand and make use of the price determination mechanism of international wheat trade.This paper uses and further develops the Monte Carlo nonlinear causality test based on cross-correlation integral,which is a nonparametric model that does not rely on linear hypothesis or pre-set function while could test the timeliness and strength of cause and effect.This paper first discusses systematically and expands the selection of model precision e and comes up with a concept of nonlinear causality strength.Using this expanded model,we do empirical tests on the Sino-US and Sino-Canadian wheat prices from 1996 to 2008.The results exhibit a two-way causality relation.The U.S.and Canadian wheat prices influence ours＇ significantly and vice versa.However,the timeliness and strength are of big difference.Based on our theoretical analysis,we give some policy suggestions.