华中农业大学学报:社会科学版
華中農業大學學報:社會科學版
화중농업대학학보:사회과학판
Journal of Huazhong Agricultural University(Social Sciences Edition)
2013年
3期
83~88
,共null页
农产品产业链 农产品价格 纵向价格传导机制 VAR模型 效应分析
農產品產業鏈 農產品價格 縱嚮價格傳導機製 VAR模型 效應分析
농산품산업련 농산품개격 종향개격전도궤제 VAR모형 효응분석
industrial chain of agricultural products; agricultural price; price transmission; VAR model; effects analysis
以2003-2012年的农业生产资料价格指数、农产品生产价格指数及农产品零售价格指数为样本,通过建立向量自回归模型及脉冲响应函数分析了农产品产业链纵向价格传导机制。结果表明:农产品产业链纵向价格传导存在长期协整关系,农产品产业链的价格传导主要表现为需求拉动型;短期内农产品产业链上的价格传导过程较为顺畅,但各环节间的价格传导效率存在差异。提出了从短期来看应平抑农产品零售价格以预防农产品价格非正常波动,从长期看应建立农产品价格波动预警体系以提高农产品价格监管的前瞻性和预见性的对策建议。
以2003-2012年的農業生產資料價格指數、農產品生產價格指數及農產品零售價格指數為樣本,通過建立嚮量自迴歸模型及脈遲響應函數分析瞭農產品產業鏈縱嚮價格傳導機製。結果錶明:農產品產業鏈縱嚮價格傳導存在長期協整關繫,農產品產業鏈的價格傳導主要錶現為需求拉動型;短期內農產品產業鏈上的價格傳導過程較為順暢,但各環節間的價格傳導效率存在差異。提齣瞭從短期來看應平抑農產品零售價格以預防農產品價格非正常波動,從長期看應建立農產品價格波動預警體繫以提高農產品價格鑑管的前瞻性和預見性的對策建議。
이2003-2012년적농업생산자료개격지수、농산품생산개격지수급농산품령수개격지수위양본,통과건립향량자회귀모형급맥충향응함수분석료농산품산업련종향개격전도궤제。결과표명:농산품산업련종향개격전도존재장기협정관계,농산품산업련적개격전도주요표현위수구랍동형;단기내농산품산업련상적개격전도과정교위순창,단각배절간적개격전도효솔존재차이。제출료종단기래간응평억농산품령수개격이예방농산품개격비정상파동,종장기간응건립농산품개격파동예경체계이제고농산품개격감관적전첨성화예견성적대책건의。
Based on price Index of agricultural means of production,production price index and retail price index of agricultural products between january of 2003 and april of 2012,this paper,using VAR model and impulse response function,analyzes the vertical price transmission mechanism on industrial chain of agricultural products.The result shows that a long-term co-integration relationship exists in vertical price transmission on agricultural industrial chain and the price transmission mechanism is mainly demand pull orientated.The price transmission process is relatively smooth,but differences exist among price transmission efficiency of various links in agricultural industrial chain in a short term.Therefore,this paper puts forward several specific policy suggestions:in the short term,retail price of agricultural products should be stabilized to prevent abnormal fluctuation of agricultural products while in the long term,early warning system of agricultural products price fluctuation should be established to improve the prospect and predictability of agricultural products price supervision.