货币政策变化对农产品价格波动冲击效应研究
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引用本文:田皓森1,冯红娟 2.货币政策变化对农产品价格波动冲击效应研究[J].财经理论与实践,2021,(1):33-40
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田皓森1,冯红娟 2 (1.西安交通大学 经济与金融学院陕西 西安710048 2.山西财经大学 金融学院山西 太原 030006) 
中文摘要:基于SVAR模型,考量了中国货币政策变化对农产品价格的冲击效应,研究表明:社会融资规模和利率会对农产品价格指数造成正向冲击;社会融资规模变化会引发物价总水平变化,进一步引起肉禽生产价格指数以及禽蛋生产价格指数的变化;社会融资规模和利率的变化对各类农产品生产价格指数影响显著,且社会融资规模对各类农产品价格的影响效应更为突出。
中文关键词:货币政策  农产品价格  SVAR模型
 
The Impact of Monetary Policy Changes on Price Fluctuation of Agricultural Products
Abstract:Based on SVAR model, this paper tests and analyzes the impact of monetary policy changes on agricultural product prices. The research shows that :(1) the scale of social financing and interest rate have a positive effect on agricultural products price index;(2) changes in the scale of social financing will lead to changes in the general price level, and further lead to changes in the producer price index of the meat and poultry and changes in the producer price index of the egg ;(3) changes in the scale of social financing and interest rate have a significant impact on the producer price index of all kinds of agricultural products, among which the impact of the scale of social financing on the prices of agricultural products is more prominent.
keywords:monetary policy  agricultural product price  SVAR model
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