【摘要】 近年来,国际主要粮食价格波动剧烈,这对中国粮食安全保障提出了重要挑战。本文以大米为例,基于2009年至2016年泰国100%B级整精米和泰国全碎米价格月度数据,利用B-N分解法考察了国际市场粮食价格波动特征,并使用方差比统计量测定了随机冲击效应。研究结果表明:总体上,外部冲击对泰国100%B级整精米和泰国全碎米均存在正面效应,而且在此期间,泰国100%B级整精米和泰国全碎米价格波动分别经历了10个和8个完整周期;基于方差比度量的结论为:短期内,随机冲击对两种大米价格波动的影响高达1.6倍和3倍;长期来看,随机冲击对国际市场中两种大米价格长期波动所起的作用分别为6%和2%。因此,应根据当前随机冲击影响和周期波动走势,采取措施稳定粮食市场,保障国家粮食安全。更多还原

【Abstract】 Recent years,sharply fluctuation of international major grain prices has brought significant challenges to China’s grain security.Based on the data of monthly prices of Thai 100% B second grade white rice and white broken rice during 2009-2016 and applying the Beveridge-Nelson decomposition method,this paper investigated the features of international grain price volatility and examined the influences of stochastic impacts using variance ratio.Results indicate that:1) in general,the stochastic shocks have significant positive influences on the prices of both Thai 100% B second grade white rice and white broken rice;2) during the study period,Thai 100% B second grade white rice prices experienced ten complete cycles,while white broken rice prices experienced eight;and 3) the impacts of stochastic shocks on two rice prices in the international market are 1.6 times and 3 times in the short run,and 6% and 2% in the long run,respectively.Therefore,the government should take measures to stabilize grain market and guarantee grain security according to the current impacts of stochastic shocks and cyclical trends of rice prices.更多还原