农产品价格波动影响物价水平的实证研究

发布时间：2018-02-15 11:08

本文关键词： 农产品生产价格 CPI PPI SVAR模型面板　出处：《西南财经大学》2014年硕士论文　论文类型：学位论文

【摘要】：自2010年开始,我们先迎来了“蒜你狠”、“豆你玩”,然后又有“姜你军”、“油他去”、“向钱葱”,近期又出现了“钱滚番”,近年来由于一些农产品价格轮番暴涨暴跌的新闻的不绝于耳以及日常生活中许多食用农产品价格都有明显地上涨,在今年两会前夕,人民网和人民日报政治文化部关于"2013年最受关注的十大热点问题调查”的联合调查中,75%的网民认为食品价格的上涨对居民生活的影响最大,而食品分类中的大部分原料都来源于农产品,故农产品价格的波动对物价水平的影响也应当是值得关注的。 “物价总水平稳定”一直是政府宏观调控的基本目标之一,因为物价总水平的波动会影响到一个国家整体经济运行过程中的诸多环节。而自2003年以来,我国物价水平经历了三次大幅度的上涨,每一次的物价上涨都与农产品价格的波动有密切的联系。在此背景下,已有不少学者对农产品价格与物价水平之间的关系进行了研究,但以往学者对于我国农产品价格波动和物价水平波动之间关系的研究主要都是从二者互动的因果关系上进行考察,即研究主要是农产品价格波动引起物价水平的波动,还是物价水平的波动引起的农产品价格的波动,这些分析并没有深入,而由于不同学者在研究中所选用的数据、处理方式和方法的不同,得出的结论也各不相同,且这些研究都是针对全国整体情况而言,并未考虑到各个省份之间的差异；其次,大部分学者的研究方法集中于理论阐述、线性回归(传统计量模型)、向量自回归或误差修正模型、格兰杰因果检验。由于理论阐述多运用描述性统计进行定性分析,而不探究变量间的实际数量关系；线性回归需严格设定内生变量和外生变量且自变量之间不存在自相关和线性关系,而上述许多学者的研究说明了农产品价格与物价水平之间是具有相互影响的；而VAR和VEC模型并没有考虑变量间的当期影响；格兰杰因果检验的结果受样本容量的影响较大,对特定的信息集,在季度数据的情况下不存在因果性,但同样的变量选用月度数据时有明显的因果性,故许多已有研究在研究方法上也有一定的局限性。在总结前人研究的基础上,本文通过理论阐述、描述性统计分析和实证分析的方法,层层深入地探究了我国农产品价格波动对物价水平的影响。本文首先在理论上从物价水平的核算范围入手,阐述了农产品生产价格与物价水平之间的相关关系,认为农产品生产价格处于工业生产者出厂价格和居民消费价格的上游,农产品价格的波动会通过“原材料——工业品——消费品”的途径传导至工业生产者出厂价格和居民消费价格,而工业生产者出厂价格和居民消费价格的波动又会通过影响农业生产资料的价格反向影响农产品生产价格；其次,以描述性统计分析描述和对比了2002年以来我国农产品价格波动和物价水平波动的走势的关联性,发现PPI、CPI这两个衡量我国物价水平的指标的走势是一致的,均在相同的时期经历了三次大幅度的涨跌,并对这三次物价大幅波动的原因进行了解释；第三,本文选取了2002年一季度至2013年四季度农产品生产价格指数与工业生产者出厂价格指数、居民消费价格指数的季度数据,通过构建结构向量自回归模型,对我国农产品生产价格指数与工业生产者出厂价格指数、居民消费价格指数之间的相互影响机制进行了实证研究,在得出了农产品价格波动对物价水平有显著影响的基础上,选取了我国30个省、市、自治区(西藏和港澳台除外,西藏未统计农产品生产价格指数)从2004年一季度至2013年四季度的农产品生产价格指数和居民消费价格指数的环比数据,建立个体时点固定效应变系数面板模型深入探究我国农产品生产价格影响居民消费价格是否具有明显省间差异。第四,本文通过对农产品价格波动影响物价水平的实证研究,得出的结论为： 1、通过对2002年～2013年的农产品生产价格和PPI、CPI的季度数据进行实证分析,可得出我国农产品生产价格的波动对PPI和CPI有显著的影响,PPI和CPI的波动主要是受农产品生产价格波动的影响,农产品生产价格的波动对PPI影响的时滞为两个季度、对CPI影响的时滞为一个季度。说明农产品生产水平波动对我国物价水平的影响效应是短期的,这与罗永泰、李津的研究结论有相似之处。而反过来,我国PPI和CPI对农产品生产价格的影响都具有两个季度的滞后期,但它们对农产品生产价格波动的影响并不显著,农产品生产价格的波动主要受其它因素的影响。 2、本文在实证中发现我国PPI与CPI间相互的传导效应不明显且在滞后期内也不明显,这与桂文林、刘敏、刘云中等学者认为我国PPI对CPI有显著影响的结论有出入,支持了王学庆认为PPI与CPI的波动并无必然联系的观点。说明了农产品经过加工成工业品后的价格波动对CPI的影响不大,农产品生产价格对CPI的影响主要是直接影响。 3、本文通过对2004年～2013年的我国30个省市的农产品生产价格和CPI的季度数据进行实证分析,发现CPI以及农产品生产价格对CPI的影响具有省际间的差异。首先,我国东部地区各省市的物价水平波动程度普遍较小,而中西部地区各省市的物价水平波动较大。对于不同的省份,其省内农产品生产价格的波动对本省CPI的影响程度不同。相比之下,西部地区各省农产品生产价格对CPI的拉动作用更大,而对于农产品流通性较强(包含流入和流出)的省份,省内农产品生产价格对CPI的拉动作用并不明显。第五,根据上述结论,本文提出如下政策建议： 1、由于农产品生产价格对物价水平的影响是短期的,农产品价格上涨不会引起物价水平的持续上涨而导致通货膨胀,且农产品生产价格一定程度上代表的是农民的收入,故应保护农产品价格,允许农产品价格的合理上涨,增加农民收入。且自我国实行市场经济体制以来,我国农产品价格长期在低位的状态下运行,随着我国市场经济体制的逐步完善,农产品价格的上涨有一定的合理性,是价值规律的体现,盲目打压农产品会打消农户生产的积极性,促使农民放弃农业生产,外出打工,最终会使农产品产量下降,供不应求,最终又会引起农产品价格的上涨。保护农产品价格,应加大支农强农惠农力度,完善惠农补贴政策和办法,增加补贴规模并扩大补贴范围,继续将农产品项目纳入补贴范围,继续增加转移效率相对较高的农业补贴项目,提高农民生产的积极性,保证市场上农产品供给平衡。 2、虽然农产品价格对物价水平影响的期限较短,但是农产品价格的波动能在短期内引起物价水平较大的波动,故应保持农产品价格的稳定,防止、打击游资对农产品价格进行炒作。应建立和完善农产品价格预警系统和有效的价格调控体系,加强对农产品价格的检测和管理,对于不同的时期、不同的地域、不同的农产品价格的波动的影响因素是不同的,当农产品价格出现异常波动迹象时,应及时发现并对其进行监管和调控；同时应建立和完善农产品价格信息公共平台(由于我国不少农民文化水平不高,所以仅仅是建立农产品价格信息的网络公共平台不会达到理想中的效果,还应通过例如电视等其他传播媒介来进行信息、公开),使农产品的生产者和消费者都能对当前农产品价格的信息有一定了解；其次,应对农产品产销差价、不正当经营、农业保险制定相关的法律,逐步改善农产品价格上涨却与农民收入增加无关以及自然灾害对农民收入影响过大的现状。 3、加强对通胀预期的管理,防止农产品价格的螺旋式上涨。当农产品价格上涨时,相关部门应及时做出合理解释,当消费者和生产者产生“物价水平即将全面上涨”的念头时其应对预期的行为又会导致物价水平的进一步上涨,相关部门应努力减少生产者和消费者的通胀预期。 4、建立和完善农产品市场流通体系,通过加强农产品的在省与省之间的流通,来减小农产品价格波动对物价水平的影响程度。鼓励各省建立本地特色农产品品牌,打造特色农产品的比较优势,扩大对外销售途径,加强与其他省的销售互动；在交通方便处建立一个能使农产品流通更有效的稳定的农产品交易市场,降低交易信息获取成本以扩大农产品交易规模,如各省可通过建立省级大型的农产品批发交易市场,或引导农产品物流市场向农产品主要集散地、消费地和中转地集中,引导农产品批发市场从小城镇向中心城市转移；加强各省间农产品物联网的建设,推进建立农产品的区域合作项目,通过跨省建立农产品生产基地,打破农产品流通中间环节的流通成本价格过高的限制,疏通农产品物流环节,促进农产品的跨省流通。
[Abstract]:In recent years , 75 percent of the people in the People ' s Network and the People ' s Daily reported on the impact of rising food prices on the lives of residents , and most of the raw materials in food classification came from agricultural products , and the impact of the fluctuation in prices of agricultural products on price levels should also be of concern . Microsoft.TeamFoundation . Modeling.dll This paper studies the relationship between price fluctuation of agricultural products and price level of agricultural products . On the basis of summarizing the previous studies , this paper , through theoretical exposition , descriptive statistics analysis and empirical analysis , explores the effect of price fluctuation of agricultural products on price level in depth . Firstly , this paper starts with the calculation scope of price level in theory , and expounds the relationship between the price and price level of agricultural products . The fluctuation of farm produce price will be conducted to the factory price and consumer price of industrial producers through the way of " raw material _ industrial products _ consumer goods " , while the fluctuation of the factory price and the consumer price of the industrial producers will affect the production price of agricultural products in the reverse way through the influence of the price of agricultural production data ; Secondly , the relationship between price fluctuation and price fluctuation of agricultural products in China since 2002 is described and compared with descriptive statistical analysis . It is found that both the PPI and CPI are consistent with the trend of price level fluctuation . Third , this paper selects the quarterly data of agricultural product price index and industrial producer price index and resident consumption price index from the first quarter of 2002 to the fourth quarter of 2013 . By constructing the self - regression model of the structure vector , this paper has selected 30 provinces , cities , autonomous regions ( Tibet and Hong Kong and Macao ) in China , and has selected 30 provinces , cities , autonomous regions ( Tibet and Hong Kong , Macao and Macao , Tibet uncounted agricultural products production price index ) from the first quarter of 2004 to the fourth quarter of 2013 . Fourthly , through the empirical research on the price fluctuation of agricultural products , the conclusion is as follows : 1 . Through an empirical analysis of the production price of agricultural products and the quarterly data of PPI and CPI in 2002 - 2013 , it can be concluded that the fluctuation of the production price of agricultural products has a significant impact on PPI and CPI . The effect of fluctuation of PPI and CPI on the price of agricultural products is short - term , which is similar to that of Luo Yongtai and Li Tianjin . 2 . In this paper , it is found that the mutual conduction effect between PPI and CPI in China is not obvious and it is not obvious during the lag period , which is related to the conclusion that China ' s PPI has a significant impact on CPI , and it supports Wang ' s view that the fluctuation of PPI and CPI is not necessarily related . The effect of price fluctuation on CPI after processing into industrial products is not big , and the effect of agricultural production price on CPI is mainly direct effect . 3 . Based on the empirical analysis of the prices of agricultural products and the quarterly data of CPI in 30 provinces and cities in China from 2004 to 2013 , it is found that CPI and agricultural produce price have a different impact on CPI . First , the fluctuation of prices of agricultural products in the eastern part of China is relatively small . In contrast , the prices of agricultural products in the western regions are much more affected by CPI . In contrast , the production price of agricultural products in the western provinces is greater than that of CPI . In the provinces where the flow of agricultural products is strong ( including inflow and outflow ) , the production price of agricultural products is not obvious to CPI . Fifthly , based on the above conclusions , the following policy recommendations are proposed : 1 . Because of the short - term effect of agricultural production price on price level , the price of agricultural products will not cause inflation because of the rising prices of agricultural products . 2 . Although the price of agricultural products affects the price level , the fluctuation of farm produce price can cause the fluctuation of price level in the short term . Therefore , it is necessary to establish and perfect the agricultural product price early warning system and the effective price control system , so as to strengthen the supervision and regulation of the price of agricultural products . At the same time , it is necessary to establish and perfect the public platform for price information of agricultural products . 3 . Strengthen the management of inflation expectations and prevent the spiral increase in prices of agricultural products . When prices of agricultural products are rising , the relevant departments should make reasonable explanations in time . When consumers and producers generate the idea of " rising prices " , the expected behavior will lead to further rise in price levels , and the relevant departments should strive to reduce the inflation expectations of producers and consumers . 4 . To establish and perfect the market circulation system of agricultural products , to reduce the effect of agricultural product price fluctuation on the price level by strengthening the circulation of agricultural products in the province and the province .

【学位授予单位】：西南财经大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F726;F224;F323.7

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