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贸易环境变动对国内外大豆价格传导机制的影响分析

ISSN号：1000-9841
期刊名称：《大豆科学》
时间：0
分类：S565.1[农业科学—作物学] F323.7[经济管理—产业经济]
作者机构：[1]南京农业大学经济管理学院,江苏南京210095, [2]江西农业大学经济管理学院,江西南昌330045
相关基金：国家社会科学基金（11＆ZD046；13＆ZD160）。

关键词：贸易环境变动, 大豆价格, VAR模型, 脉冲响应, 传导效应, Trade evironment change, Soybean price, VAR model, Impulse response, Conduction effect

中文摘要：

运用脉冲响应函数和方差分解测算了不同时段的国内外大豆市场整合关系，探讨了贸易环境变动对国内外大豆价格传导机制的影响效果。研究发现：虽经历数次贸易环境变动，但国际大豆市场对国产大豆市场的价格传导能力远大于后者的反作用；2004年大豆风波事件前国产大豆市场对自身价格变动压力的贡献高达83%，而事件后国际大豆市场加大了对国产大豆市场的价格传导能力，分担了65%的国产大豆价格变动压力；2008年国产大豆收储政策实施后国际大豆价格对国产大豆价格的传导机制基本失灵，而2014年政策取消后国际大豆市场的价格传导能力再次增强，国产大豆市场对自身价格变动压力的贡献仅为20%，国产大豆市场价格自主能力严重缺失。最后，总结并提出相应的对策建议。

英文摘要：

This article estimated the integration relationship between domestic and foreign soybean market in different periods by using impulse response function and variance decomposition, and discussed the effect of trading environment changes on the transmission mechanism of domestic and foreign soybean prices.Research showed that although experienced several trading environment changes, the influence of foreign soybean price on domestic soybean price is always stronger than that of domestic soybean price on foreign soybean price. Before the soybean crisis in 2004, the contribution rate of domestic soybean market to the change of self price was 83%, but after the crisis, the transmission efficiency of foreign soybean price on domestic soybean price significantly increased and foreign soybean market suffered 65% of the pressure from the domestic soybean price fluctuations.After the implementation of the domestic soybean storage policy in 2008, the transmission mechanism of foreign soybean price on domestic soybean price was almost invalid, but when government canceled the policy in 2014, the transmission efficiency significantly enhanced again,and then the contribution rate of the domestic soybean market to the change of self price decreased to 20% which meaned domestic soybean market was seriously lack of independent pricing power.Finally, some corresponding countermeasures were suggested according to the research results.