摘要
农业产业链是农产品价格形成的基础,不从产业链视角研究农产品价格溢出效应就很难抓住农产品价格溢出的本质特征。基于我国大豆、小麦、粳稻和籼稻产业链各环节价格数据,本文运用VAR-BEKK-GARCH(1,1)模型研究了农业产业链各环节价格间的溢出效应,得到如下研究结论:(1)大豆产业链上、中、下游价格间存在着显著的双向均值溢出效应,小麦、粳稻和籼稻产业链的上、下游价格对中游价格存在着显著的单向均值溢出效应;(2)农业产业链各环节价格间存在着显著的双向波动溢出效应。基于研究结论,本文认为应从产业链视角完善现有农产品价格调控体系。
Agricultural chain is the foundation of the formation of agricultural products price, and it is essential to study spillover effects of agricultural product prices from the perspective of agricultural chain. Based on monthly price data of agricultural chain of soybean, wheat, japonica rice and indica rice in China, this paper tries to study the price spillover effect among various links in agricultural chain by using VAR-BEKK-GARCH （1, 1） model. Main conclusions are as follows：（1） there are significant two- way mean spillover effect between the price of links in soybean chain, however, there are significant one- way mean spillover effect from the price of upstream and downstream to the middle in the chain of wheat, japonica rice and indica rice; （2） there is significant bidirectional volatility spillover effect between the price of links in agricultural chain. Based on the research conclusions, this paper argues that we should enhance the existing price regulation system of agricultural products from the perspective of agricultural chain.
出处
《财贸经济》
CSSCI
北大核心
2014年第10期125-136,共12页
Finance & Trade Economics
基金
全国社会科学基金重大项目"我国鲜活农产品价格形成
波动机制与调控政策研究"(编号:12&ZD048)
中央高校基本科研业务费专项基金"中国农村社会系统与自然系统协调发展实证研究--基于中南三省8地的定点分析"(编号:2013RW033)
中央高校基本科研业务费专项基金"我国蔬菜价格波动的作用机理与溢出效应研究"(编号:2013YB16)的资助
