对价格领导者-跟随者竞争模式的研究  

Research on the Pricing Pattern of Leader-follower Based on Time Series Analysis

作　　者：贺远琼[1] 田志龙[1] 赵昌旭[1] 

机构地区：[1]华中科技大学管理学院,湖北武汉430074

出　　处：《华中科技大学学报（社会科学版）》2005年第5期60-64,共5页Journal of Huazhong University of Science and Technology(Social Science Edition)

基　　金：国家自然科学基金资助项目(70472058)

摘　　要：文章通过使用G ranger因果检验的结果验证了我国钢铁市场中确实存在价格领导者-跟随者的关系,从所构建的模型结构分析中发现,企业间彼此的信任和理解是维持领导者-跟随者价格竞争模式的前提条件。通过行业协会组织的各种沟通平台来增强竞争对手之间的信任感,企业做出“有成本的承诺”等方法是避免恶性价格竞争、提高行业竞争效率的有效途径。This study has examined the pricing pattern of leader-follower based on time series analysis in Chinese iron and steel market. The result of Granger Causality Test testifies that it really exists the pricing pattern of leader-follower based on the true price data. Then the structure of model shows that the trust among firms is the premise of maintaining the stable pricing pattern of leaderfollower. Thus, it puts forward several suggestions to avoid the vicious price competition and improve the efficiency of competition, such as the communication organized by trade associations and the delivery of ＂credible commitment＂ for other firms.

关 键 词：价格领导者 价格跟随者 时间序列 恶性价格竞争 竞争模式 领导者 GRANGER因果检验 行业协会组织 钢铁市场 结构分析 竞争对手 行业竞争 

分 类 号：F713.5[经济管理—市场营销] F270[经济管理—产业经济]