我国农产品价格的结构变化特征及影响因素分析  

Analysis of Structural Change Characteristics and Influencing Factors of China's Agricultural Product Prices

作　　者：崔畅[1] 李国伟 CUI Chang;LI Guo-wei(School of Statistics and Management,Shanghai University of Finance and Economics,Shanghai 200433,China;School of Information Management and engineering,Shanghai University of Finance and Economics,Shanghai 200433,China)

机构地区：[1]上海财经大学统计学与管理学院,上海200433 [2]上海财经大学信息管理与工程学院,上海200433

出　　处：《数理统计与管理》2019年第1期1-15,共15页Journal of Applied Statistics and Management

基　　金：国家自然科学基金青年项目(71201095):我国主要价格结构转折点的诊断及其波动特征分析

摘　　要：农产品价格波动对整个国民经济的均衡发展有重要影响。文章根据Bai和Perron的结构变点检验方法对我国农产品价格指数序列中包含的结构转折点进行诊断,从供求结构改变、农业生产成本变动、国际农产品价格变化和政策变化等角度分析了1998年1月至2015年12月期间4个转折点的成因和属性,同时进一步以其中的2002年8月结构转折点为界,运用SVAR模型分别对入世前后我国农产品价格与国际农产品价格、农业生产资料价格和通货膨胀率等宏观经济变量间的相互作用程度和时滞问题进行检验和对比分析,发现入世后随着农产品流通和定价的市场化程度的增强,生产成本、国际农产品价格和货币供给与我国农产品价格之间的作用亦有所加强,同时国内农产品价格与其它消费品价格之间的关系也发生了明显变化,并以此为依据提出了针对缓解我国农产品价格结构变化的对策建议。The fluctuations of agricultural prices play an important role in the balanced development of the national economy. In this paper we apply Bai and Perron’s multiple structural change tests to diagnose and analyze the structural characteristics of the real agricultural product prices. The results show that there are 4 structural change points in the real price series of agricultural products and their existence can be explained by factors like change of supply and demand structure, agricultural production cost and international agricultural price fluctuations and policy changes. Furthermore base on one of the structural change points, a SVAR model is used separately to figure out the relationship between China’s agricultural prices and with China’s agricultural prices, international agricultural prices, the prices of domestic agricultural production and inflation rate. According to the empirical results, we finally put forward some suggestions towards alleviating the fluctuations of agricultural price.

关 键 词：农产品价格 结构转折点 SVAR模型 国际农产品价格 

分 类 号：C812[社会学—统计学] O212[理学—概率论与数理统计]