统计研究 ›› 2010, Vol. 27 ›› Issue (9): 36-42.

• 论文 • 上一篇    下一篇

中国与美国加拿大小麦贸易中的价格关系

朱信凯   

  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2010-09-15 发布日期:2010-09-15

Price Correlation of Sino-US and Sino-Canadian Wheat Trade

Zhu Xinkai   

  • Received:1900-01-01 Revised:1900-01-01 Online:2010-09-15 Published:2010-09-15

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。本研究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,这是一种不需要以假定的线性关系或者预设的函数关系为前提,并同时可以进行因果关系的时效性和影响强度检验的非参数估计模型。本文首次对模型精度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,我们对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。在理论解释基础上,本文提出了相关政策建议。

关键词: 国际贸易, 小麦价格, 非线性关联积分

Abstract: 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.

Key words: International, Trade, Wheat, Prices, Nonlinear, Cross-correlation, Integral