我国棉花价格波动及其影响因素分析
发布时间：2018-10-22 08:25
【摘要】：近年来,我国棉花价格受多重因素影响,其波动幅度较大。本文基于2005年8月-2016年12月的月度数据,运用VAR模型分析棉花支持政策、人民币汇率、棉花进口数量及进口到岸价对我国棉花价格的影响;再通过脉冲响应和方差分解,进一步分析各因素对我国棉花价格的冲击效应和贡献程度。结果表明:(1)从长期看,我国棉花价格与各影响因素之间存在长期均衡平稳关系。(2)从影响程度看,政府支持政策影响最显著、进口数量与进口到岸价影响次之、人民币兑美元汇率影响较弱,贡献度分别为13%、6%和3%。鉴于此,提出完善棉花目标价格补贴、规范棉花信息预警制度、设立棉花价格风险调节基金等政策建议。
[Abstract]:In recent years, our country cotton price is affected by many factors, its fluctuation range is big. Based on the monthly data from August 2005 to December 2016, this paper uses VAR model to analyze the influence of cotton support policy, RMB exchange rate, cotton import quantity and CIF price on cotton prices in China, and then analyzes the cotton prices by impulse response and variance decomposition. Further analysis of the impact of various factors on China's cotton prices and the extent of contribution. The results show that: (1) in the long run, there is a long-term equilibrium and stable relationship between cotton prices and various influencing factors in China. (2) in terms of the degree of influence, the influence of government support policy is the most significant, followed by the import quantity and CIF price. The RMB exchange rate against the dollar has a weaker impact, with a contribution of 13% and 3%, respectively. In view of this, the paper puts forward some policy suggestions, such as perfecting cotton target price subsidy, standardizing cotton information early warning system and establishing cotton price risk adjustment fund.
【作者单位】： 华中农业大学经济管理学院;中南财经政法大学金融学院;
【分类号】：F323.7
本文编号：2286638
[Abstract]:In recent years, our country cotton price is affected by many factors, its fluctuation range is big. Based on the monthly data from August 2005 to December 2016, this paper uses VAR model to analyze the influence of cotton support policy, RMB exchange rate, cotton import quantity and CIF price on cotton prices in China, and then analyzes the cotton prices by impulse response and variance decomposition. Further analysis of the impact of various factors on China's cotton prices and the extent of contribution. The results show that: (1) in the long run, there is a long-term equilibrium and stable relationship between cotton prices and various influencing factors in China. (2) in terms of the degree of influence, the influence of government support policy is the most significant, followed by the import quantity and CIF price. The RMB exchange rate against the dollar has a weaker impact, with a contribution of 13% and 3%, respectively. In view of this, the paper puts forward some policy suggestions, such as perfecting cotton target price subsidy, standardizing cotton information early warning system and establishing cotton price risk adjustment fund.
【作者单位】： 华中农业大学经济管理学院;中南财经政法大学金融学院;
【分类号】：F323.7
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