基于动态空间面板模型的旱涝灾害对粮食市场影响仿真研究

摘要

采用动态空间面板模型研究了旱涝灾害对粮食市场的冲击，分析了冲击的空间溢出和乘数效应。采用蒙特卡罗和分块Bootstrap技术模拟了Gamma、Rayleigh等分布假设下的旱涝灾害对各地区粮食市场的影响。研究表明：①粮食市场受到货币供给等经济因素和旱涝灾害的显著影响，旱涝灾害对粮食市场的影响强度弱于经济因素的影响；②旱涝灾害对粮食市场的冲击存在明显的空间溢出和反馈，从而一个地区旱涝灾害的冲击会扩散到距离更远的市场；③各影响因素空间溢出和反馈具有较强的区域特征，按照该特征可将中国粮食市场划分为5个区域性市场；④未来受到旱涝灾害的影响，各地区粮食价格指数波动幅度多位于2～8区间内，涨幅约为1％～3％；⑤未来东北和中部主产区的粮食市场受旱涝灾害的影响较大，而非主产区的粮食市场受到旱涝灾害的影响较小。%Impact of drought and flood disasters on the grain market is researched and its space overflow and multiplier effect via dynamic spatial panel model is analyzed.It is simulated that the impact of drought and flood disasters on grain markets in different regions under different distribution hypothesis such as Gamma distribution, Rayleigh distribution,exponential distribution and Poisson distribution with Monte Carlo and Bootstrap.The results are mainly as follows:① Market factors,monetary policy,drought and flood disasters are major explanatory varia-bles of grain price in different regions.② There exist obvious space overflow and multiplier effect of the impact from major explanatory variables on grain market.The impact of drought and flood disasters diffuses remote areas by space overflow and multiplier effect.③ There exist obvious region feature of the space overflow and multiplier effect.And it divides the domestic grain market into five submarkets.④ Range ability of the grain price index would be in a range of 2 and 8,and average rise would be in a range of 1%~3%.⑤The influence of drought and flood disasters on the grain market in major grain producing areas is evident but it isn′t necessarily the same in other areas.