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| 中国农产品在产销间价格传导机制研究 | |
| 引用本文： | 许世卫,李哲敏,董晓霞,李干琼.中国农产品在产销间价格传导机制研究[J].资源科学,2010,32(11):2092-2099. |
| 作者姓名： | 许世卫 李哲敏 董晓霞 李干琼 |
| 作者单位： | 1. 中国农业科学院农业信息研究所,北京,100081 2. 农业部智能化农业预警技术重点开放实验室,北京,100081 3. 中国农业科学院智能化农业预警技术与系统重点开放实验室,北京,100081 |
| 基金项目： | “十一五”国家科技支撑计划重点项目：“农产品数量安全智能分析与预警的关键技术及平台研究”（编号：2009BADA9B01）；农业部专项：“农业信息预警研究”的部分研究成果。 |
| 摘 要： | 本文选取农产品生产价格总指数(SCJG)和食品零售价格指数(SPLS)作为产销价格信号,采用国家统计局公布的1978年-2009年的年度数据,运用向量误差修正模型(VECM)、脉冲响应函数和方差分解法对中国产地市场SCJG和销地市场SPLS的价格传递机制进行了实证分析。结果表明:从长期来看,产地市场SCJG对销地市场VE的CMSP模LS型存的在结协果整也关表系明,S,C我JG国与产L销SJG间之农间产存品在价着格正传相导关的性长,S期CJ均G衡每关变系动制1%约,引着发短销期地价市格场波S动PL,S其变误动差1修.08正0%项;(vecm)的系数为0.58,符合正向修正机制,变量向均衡方向的调整速度较快,且这种制约作用能自动减弱价格之间的偏离,促使各种价格走向均衡。从短期看,脉冲响应函数和方差分解的分析结果显示,LSJG的上涨对SCJG的传导路径顺畅,但SCJG对SPLS的价格传导存在1期滞后,且产地的农产品市场价格对销地市场的传递效应随着时间的推移越来越明显,而销地市场SPLS对产地市场SCJG的影响逐渐增加但效果却微乎其微。为此,我国要加强产地农产品生产者价格形成机制的动态研究,不断健全我国农产品生产成本动态监测预警系统,合理引导农民生产,推动国内农业健康稳定发展。 |
| 关 键 词： | 价格波动 价格传导机制 协整检验 VEC模型 脉冲响应函数 方差分解 |
An Empirical Study on the Price Transmission of Agricultural Products between Production and Marketing in China |
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| XU Shiwei,LI Zhemin,DONG Xiaoxia and LI Gangqiong.An Empirical Study on the Price Transmission of Agricultural Products between Production and Marketing in China[J].Resources Science,2010,32(11):2092-2099. | |
| Authors: | XU Shiwei LI Zhemin DONG Xiaoxia and LI Gangqiong |
| Institution: | Agricultural Information Institute of Chinese Academy of Agricultural Sciences, Beijing 100081, China;Key Lab of Intelligent Agricultural Early Warning Technology of MOA, Beijing 100081, China;Key Lab of Intelligent Agricultural Early Warning Technology and System of Chinese Academy of gricultural Sciences, Beijing 100081, China;Agricultural Information Institute of Chinese Academy of Agricultural Sciences, Beijing 100081, China;Key Lab of Intelligent Agricultural Early Warning Technology of MOA, Beijing 100081, China;Key Lab of Intelligent Agricultural Early Warning Technology and System of Chinese Academy of gricultural Sciences, Beijing 100081, China;Agricultural Information Institute of Chinese Academy of Agricultural Sciences, Beijing 100081, China;Key Lab of Intelligent Agricultural Early Warning Technology of MOA, Beijing 100081, China;Key Lab of Intelligent Agricultural Early Warning Technology and System of Chinese Academy of gricultural Sciences, Beijing 100081, China;Agricultural Information Institute of Chinese Academy of Agricultural Sciences, Beijing 100081, China;Key Lab of Intelligent Agricultural Early Warning Technology of MOA, Beijing 100081, China;Key Lab of Intelligent Agricultural Early Warning Technology and System of Chinese Academy of gricultural Sciences, Beijing 100081, China |
| Abstract: | |
| Keywords: | Price fluctuation Price transmission mechanism Co-integration test VEC model Impulse response function Variance decompositions |
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