中国国有粮食企业购销波动研究——基于小波分析和格兰杰因果检验的方法

经济理论与经济管理 ›› 2011, Vol. ›› Issue (10): 31-38.

中国国有粮食企业购销波动研究——基于小波分析和格兰杰因果检验的方法

吴文清¹, 刘超²

1. 天津大学管理与经济学部, 天津 300072;
2. 山东经济学院财政金融学院, 济南 250014

收稿日期:2011-08-26 出版日期:2011-10-16 发布日期:2012-03-02

FLUCTUATION ON PURCHASES AND SALES OF STATE-OWNED FOOD ENTERPRISES——Based on Wavelet Analysis and Granger Causality Test

WU Wen-qing¹, LIU Chao²

1. College of Management and Economics, Tianjin University, Tianjin 300072, China;
2. Shandong Economic University, Jinan 250014, China

Received:2011-08-26 Online:2011-10-16 Published:2012-03-02

摘要/Abstract

摘要： 研究国有粮食企业购销波动及相互作用,有利于深刻认识国有粮食企业市场运行规律,为充分保障国家粮食安全服务。本文尝试将小波分析和格兰杰因果检验结合起来研究国有粮食企业购销波动,首先应用小波分析研究国有粮食企业购销的波动特征,接着运用格兰杰因果分析,研究两者之间波动的格兰杰因果关系,结合小波分析结果探讨形成格兰杰因果关系的原因并提出政策建议。本文的研究表明,国有粮食企业收购量和销售量波动较大,都以12个月为周期。国有粮食企业收购量的周期性现象来源于粮食生产的季节周期性,销售量的周期性现象受制于粮食轮换制度和库存条件,一般而言,销售高峰早于收购高峰,销售谷底和收购谷底时滞不显著。国有粮食企业销售和收购序列存在单向的格兰杰因果关系。

关键词: 国有粮食企业, 购销, 小波分析, 格兰杰因果检验, 粮食安全

Abstract: The study on buying and selling fluctuation of the state-owned grain enterprises is useful to safeguard country's food security.This paper unified the wavelet analysis and the Granger causes test,and applied wavelet analysis to analyze the buying and selling fluctuation of the state-owned grain enterprises.The Grainger causal relation of the fluctuation was also studied.Furthermore this paper argued the Granger reason in consideration of the wavelet analysis results and put forward proposals.The results showed that the fluctuations went through 12 months as cycles.The purchases periodic phenomenon originated from the season periodicity of food production,and the sales periodic phenomenon was restrained by grain distribution system and storage condition.The sales peak was earlier than the purchase peak in general.Granger causality test showed that there was one-way Granger causality relation between sales and purchases.

Key words: state-owned grain enterprises, the quantity of purchase and sale, wavelet analysis, Granger causality test, food security

中图分类号:

F762

吴文清, 刘超. 中国国有粮食企业购销波动研究——基于小波分析和格兰杰因果检验的方法[J]. 经济理论与经济管理, 2011, (10): 31-38.

WU Wen-qing, LIU Chao. FLUCTUATION ON PURCHASES AND SALES OF STATE-OWNED FOOD ENTERPRISES——Based on Wavelet Analysis and Granger Causality Test[J]. Economic Theory and Business Management, 2011, (10): 31-38.

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