摘要
为探究农产品批发价格指数与物流业景气指数间的关系,选取2011年12月-2019年1月我国农产品批发价格指数和物流业景气指数月度数据,进行马尔可夫区制转移向量自回归模型和脉冲分析。结果表明:农产品批发价格指数与物流业景气指数间存在明显的"双区制"动态变化特征;农产品批发价格指数作为先导性指标,显著影响物流业景气指数,且累积影响为正。
Based on the monthly data of China’s agricultural product wholesale price index and logistics prosperity index from December 2011 to January 2019,Markov zone transfer vector autoregression model and pulse analysis are carried out in this study to explore the relationship between agricultural product wholesale price index and logistics prosperity index.The results show that there is an obvious dynamic change characteristic of"dual-area system"between the agricultural product wholesale price index and the logistics prosperity index.The agricultural product wholesale price index is a leading indicator,which significantly affects the logistics prosperity index,and the cumulative impact is positive.
作者
杨思雨
田国强
YANG Siyu;TIAN Guoqiang(College of Economics and Management,China Agricultural University,Beijing 100083,China)
出处
《中国农业大学学报》
CAS
CSCD
北大核心
2020年第4期162-171,共10页
Journal of China Agricultural University
基金
2018年农业农村等资源监测经费项目(051821301112422002)。
