粮食价格调控政策对粮价波动的影响

利用1991~2013年我国小麦、稻谷和玉米三种主粮的相关数据建立VAR模型，在此基础上通过脉冲响应函数和方差分解分析，研究我国粮食价格支持政策、粮食储备政策和粮食进出口政策对三种主粮市场价格波动的影响。结果表明，小麦和稻谷市场价格的波动在短期内受自身滞后项和价格支持政策的共同影响，长期受价格支持政策的影响最大，而储备政策和进出口政策对小麦和稻谷价格波动的影响较小；玉米价格波动受价格支持政策的影响没有小麦和稻谷显著，自身价格波动在玉米市场价格波动中起主导作用，但储备政策和进出口政策对玉米市场价格波动的冲击相对较为显著。

The Influence of Price Regulation Policy on the Price Fluctuation of Grain in China

This paper constructed a VAR model using the data of grain price from 1991 to 2013, and studied the effects of grain price support policy, grain reserve policy and grain international trade policy on the price volatility of wheat, rice and maize by using the impulse response function and variance decomposition. Result revealed that the price volatility of wheat and maize are governed by the self-price volatility and the price support policy in the short time, while in a long term, it is influenced by the price support policy; while reserve policy and international trade policy have little effect on the price volatility of wheat and rice. However, the price volatility of maize is mainly caused by self-price volatility. The shock of important policy is more significant to maize compared with the other two major grains.