基于VAR的产销两地蔬菜市场价格传导机制研究

发布时间：2018-04-13 18:15

本文选题：蔬菜市场价格 + 价格传导机制　；参考：《湖北农业科学》2016年06期

【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。
[Abstract]:Selected in Guangdong and Guangxi origin, with Chinese cabbage, cabbage, tomato, cucumber, green pepper, eggplant as the research object, using the Spearman correlation coefficient, Granger causality test, VAR, impulse response function, variance decomposition method to study the market prices of vegetables in the production and marketing of the conduction mechanism between the two places. The results show that the higher correlation in Guangdong and the origin of Guangxi vegetable market price, Guangxi Chinese cabbage, tomato, cucumber, green pepper, eggplant five kinds of vegetables, the retail price is one-way Grainger Guangdong, there is a long-term relationship between cucumber and green pepper caused by two kinds of vegetables in retail prices. The analysis of impulse response function and variance decomposition results show that for different vegetable varieties, origin of one standard deviation in the random disturbance of the differences, but overall with the lag increases, the impact of the trend of positive and negative The relationship is consistent. On the basis of the relevant departments to put forward policy suggestions. A reasonable grasp of internal price transmission mechanism, according to the origin of the retail price of vegetables in different degrees of sales, the introduction of appropriate policies to maintain market vegetable prices stable.

【作者单位】：华中农业大学公共管理学院;
【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)
【分类号】：F323.7;F224

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