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基于VAR的产销两地蔬菜市场价格传导机制研究
  • ISSN号:0439-8114
  • 期刊名称:《湖北农业科学》
  • 时间:0
  • 分类:F224[经济管理—国民经济]
  • 作者机构:华中农业大学公共管理学院,武汉430070
  • 相关基金:国家社会科学基金项目(13CJY104); 中央高校基本科研业务费专项(2662014BBQ079)
作者: 戎宇霆, 唐勇
中文摘要:

选取销地广东和产地广西,以大白菜、圆白菜、西红柿、黄瓜、青椒、茄子为研究对象,采用Spearman相关系数、Granger因果关系检验、VAR、脉冲响应函数、方差分解等方法研究蔬菜市场价格在产销两地间的传导机制。研究结果表明,销地广东和产地广西的蔬菜市场价格的相关性较高,广西的大白菜、西红柿、黄瓜、青椒、茄子五种蔬菜的零售价格是广东的单向格兰杰原因,两地黄瓜和青椒两种蔬菜的零售价格存在长期引致关系。脉冲响应函数和方差分解的分析结果表明,对不同的蔬菜品种,产地一个标准差的随机扰动对销地的影响存在差异,但总体来说随着滞后期的增加,其影响的变化趋势和正负关系一致。在此基础上给相关部门提出了政策建议。合理把握价格传导的内在机制,根据产地蔬菜零售价格对销地的不同程度的影响,出台相应的政策,维持市场蔬菜价格的稳定。

英文摘要:

Sales as Guangdong and origin as Guangxi, and cabbage, cabbage, tomatoes, cucumbers, green peppers and egg- plant as the research object were selected. Then the Spearman correlation coefficient, Granger causality test, VAR, impulse response function and variance decomposition were used to analyze the conduction mechanism among prices of vegetables in markets of the two sales. The results indicated that vegetable market prices in Guangdong and Guangxi was of high relativity, and in Guangxi, the prices of cabbage, tomatoes, cucumbers, green peppers, eggplant were the un-directional Granger rea- son of Guangdong, and the retail prices of cucumbers and green peppers in Guangdong and Guangxi had a long-term rela- tionship. Impulse response function and variance decomposition analysis showed that there were differences between different varieties of vegetables in the impact of the origin of a standard deviation of random disturbance on the sale of land. But overall as the increasing of lag, the trend of impact and the positive and negative relationship were in a consistent. On this basis, some policy recommendations were given to the relevant departments. The internal mechanism of price transmission must be realized,and the appropriate policies could be pulished to maintain the stability of the market prices of vegetables according to different impacts caused by the retail prices of vegetables in sales.

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期刊信息
  • 《湖北农业科学》
  • 北大核心期刊(2011版)
  • 主管单位:湖北省农业科学院
  • 主办单位:湖北省农业科学院 华中农业大学 长江大学
  • 主编:焦春海
  • 地址:武汉市武昌南湖瑶苑1号省农业科学院内
  • 邮编:430064
  • 邮箱:hbnykxxzz@126.com
  • 电话:027-87389334
  • 国际标准刊号:ISSN:0439-8114
  • 国内统一刊号:ISSN:42-1255/S
  • 邮发代号:38-21
  • 获奖情况:
  • 国家期刊奖,全国农业核心期刊,湖北省优秀期刊,中国期刊方阵“双高”期刊
  • 国内外数据库收录:
  • 日本日本科学技术振兴机构数据库,中国中国科技核心期刊,中国北大核心期刊(2004版),中国北大核心期刊(2008版),中国北大核心期刊(2011版),中国北大核心期刊(2000版)
  • 被引量:30537