中国茧丝绸产品垂直关联价格波动与传递关系的研究

发布时间：2018-06-13 02:33

本文选题：茧丝绸 + 价格波动　；参考：《蚕业科学》2015年04期

【摘要】：茧丝绸产业拥有典型的垂直关联产业链。为了较为系统地研究中国茧丝绸产品垂直关联价格波动规律和传递模式(传递方向、幅度、时间等),首先根据1990—2013年鲜茧、干茧、生丝、坯绸和丝绸服装的年度价格数据,运用简单相关系数、变异系数和HP滤波法进行描述性分析,揭示中国茧丝绸产业链上各级产品的价格波动规律,然后通过格兰杰因果检验、向量自回归模型、脉冲响应函数、方差分解刻画茧丝绸产品的价格传递方向、强度和时滞,并检验茧丝绸产品垂直关联价格传递的对称性。研究结果显示,中国茧丝绸产品垂直关联价格间存在一定的相关性,鲜茧价格波动性最强,随产业链后向传递的干茧、生丝和坯绸价格波动性逐渐减弱,但丝绸服装价格波动较大,仅次于鲜茧价格;茧丝绸垂直关联产品间的价格波动只是茧、丝、坯绸顺次波动传递,而以丝绸服装为代表的制成品定价与茧、丝、坯绸的定价各环节脱节;从传递的幅度和反应的时滞看,鲜茧、干茧、生丝和坯绸垂直关联价格呈现相互间传递的非对称性。
[Abstract]:Cocoon silk industry has a typical vertical industrial chain. In order to systematically study the vertical correlation price fluctuation law and transmission mode (transmission direction, amplitude, time, etc.) of Chinese cocoon and silk products, the annual price data of fresh cocoon, dry cocoon, raw silk, green silk and silk garments were first used. Using simple correlation coefficient, variation coefficient and HP filter method to analyze the price fluctuation of Chinese cocoon and silk industry chain, and then through Granger causality test, vector autoregressive model, impulse response function, and then through Granger causality test, vector autoregressive model, impulse response function. Variance decomposition describes the price transfer direction, strength and time lag of cocoon silk products, and examines the symmetry of vertical correlation price transfer of cocoon silk products. The results show that there is a certain correlation between the vertical correlation prices of Chinese cocoon and silk products, and the fluctuation of fresh cocoon price is the strongest, and the fluctuation of raw silk and green silk prices gradually decreases with the industrial chain passing back to dry cocoon. But the prices of silk garments fluctuate greatly, second only to the prices of fresh cocoons. The price fluctuations of cocoons among vertical related products of cocoon silk are only cocoons, silk and green silk fluctuate in succession, while finished products, such as silk garments, price and cocoon, silk, silk. From the point of view of the transmission amplitude and the time delay of reaction, the vertical correlation price of fresh cocoon, dry cocoon, raw silk and green silk presents the asymmetry of transmission between each other.
【作者单位】：浙江大学经济学院;
【基金】：现代农业产业技术体系建设专项(No.CARS-22)
【分类号】：F768.1;F426.81

【参考文献】