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依据2001年至2010年的季度数据,分析了公众预期价格的变化对我国食品价格的长期影响程度达到0.47。通过协整检验得出预期价格与食品价格之间存在长期的均衡关系,又由误差修正模型得出短期预期价格波动对食品价格波动影响较小,而对短期波动偏离长期均衡的调整力度达到了-0.34。
Based on the quarterly data from 2001 to 2010, this paper analyzes the long-term impact of the change in the public expected price on China’s food prices to 0.47. Through the cointegration test, the long-term equilibrium relationship between the expected price and the food price is obtained. From the error correction model, it is concluded that the short-term expected price fluctuation has less effect on the food price volatility, while the adjustment to short-term volatility deviation from the long- -0.34.