农业产业链条价格传递机制的实证分析  

Empirical Analysis on Price Transmission Mechanism in Agricultural Industrial Chain

作　　者：李圣军[1] 李素芳[2] 孔祥智[2] 

机构地区：[1]中商流通生产力促进中心,北京100731 [2]中国人民大学农业与农村发展学院,北京100872

出　　处：《技术经济》2010年第1期108-112,共5页Journal of Technology Economics

摘　　要：本文利用2006年1月至2008年12月的农业生产资料价格指数、农产品价格指数、食品类工业品出厂价格指数、居民食品消费价格指数等的月度数据,运用VAR模型对农业产业链条价格传递机制进行了实证分析。研究结果表明:农业产业链条的价格传递以"需求拉动"为主,以"供给推动"为辅,食品加工企业发挥了"稳定器"的作用;居民食品消费价格对上游各环节的价格均在10%的置信度下有显著的直接影响,其中对农产品价格的最大解释力度为74.2%,对农业生产资料价格的最大解释力度为39.8%;农业生产资料价格对下游各环节的价格均没有显著的直接影响,其中对农产品价格的最大解释力度为74.2%,对居民食品消费价格的最大解释力度为61.7%;农产品价格对其他环节价格预测误差的解释力度均较小,大多在10%以下。Using the monthly data from January 2006 to December 2008, this paper empirically studies the price transmission mechanism in agricultural industrial chain by the VAR modal. The results show that ： the price transmission in agricultural industrial chain is mainly driven by demand-pull,and supply-push plays an subsidiary role, and food processing enterprises play a role of stable device,consumer food price has significant direct impacts on prices in the upstream of agricultural industrial chain under 10% confidence,and the maximum contribution degree to agricultural price is 74.2% ,and that to agricultural material price is 39.8% ：agricultural material price has not significant direct impacts on in the downstream of agricultural industrial chain,and the maximum contribution degree to agricultural price is 74.2% ,and that to consumer food price is 61.7% %;the contribution degrees of agricultural price to forecasting error of other prices are all small,mostly under 10%

关 键 词：农业产业链条 价格传递 VAR模型 

分 类 号：F224[经济管理—国民经济] F323.7