摘要
协整与Granger因果检验被广泛应用于宏观经济领域经济变量间的关系分析中,但是,将协整与Granger因果检验应用于企业微观市场结构经济变量之间的分析的文献还鲜见报道。论文选择昆明国际花卉拍卖市场2009年2月16日至2010年2月12日间玫瑰的交易数据,分析鲜活农产品拍卖市场品类价格波动的相关性及其影响。实证结果表明:价格与供货量存在长期的均衡关系,供货量是价格的内生变量;价格对滞后一期的供货量产生影响,供货量则影响滞后三期的价格;此外,价格对滞后三期的流拍率产生影响,但流拍率的变化不会对价格产生影响。
Cointegration and Granger causality tests are widely used to analyze the relationship among economic variables in macroeconomic fields. However, it is rarely seen such analysis in enterprise micro market structure. The paper chooses the real deal data of rose in Kunming international flower auction market from Feb. 16, 2009 to Feb. 12, 2010, and analyzes correlations and influences of the rose price fluctuations. The empirical results show that there is a long-term equilibrium relationship between price and supply volume which is the the endogenous variable of price. Price has an impact on supply volume with one lagged period, whereas supply volume with three lagged periods on the price. At the same time, the price affect the rate of abortion with three lagged periods, and the abortion rate has no causality to the price.
出处
《价值工程》
2012年第26期7-10,共4页
Value Engineering
基金
国家自然基金资助项目(71062006
71162019)
云南省应用基金项目资助项目(2009ZC019M)
