我国小麦产业链纵向价格传导及市场整合分析  

Analysis on Chinese Wheat Industry Chain Vertical Price Transmission and Market Integration

作　　者：张益 郝晓燕[1] 韩一军[1] 

机构地区：[1]中国农业大学经济管理学院,北京100083 [2]中国热带农业科学院科技信息研究所,海南儋州571737

出　　处：《经济问题》2018年第1期65-70,共6页On Economic Problems

基　　金：现代农业产业技术体系建设专项资金项目(CARS-03)

摘　　要：以1998-2016年的小麦和面粉月度价格数据,实证分析小麦产业链纵向价格传导和市场整合。首先在线性假设前提下验证面粉价格存在长期协整关系。然后建立基于小麦价格的LSTR1和面粉价格的LSTR1模型,实证分析小麦和面粉价格之间的非线性关系。结果显示,面粉价格对小麦的影响力度要强于小麦价格对面粉的影响,在非线性制度下,面粉价格变动对小麦影响更大。因此,市场主体要注意把握麦粉价格在不同区制之间的转换规律,合理调控小麦生产和加工市场。This article has carried on the empirical research on Chinese wheat industrial chain longitudinal price conduction and market integration,by monthly price data of wheat and flour from January 1998 to December 2016.First,under the linear assumptions,through the cointegration test,verified the long-term co-integration relationship in the price between wheat and flour. Then established LSTR1 and LSTR2 model respectively based on the price of wheat and flour,and analyzed the nonlinear relationship empirically between wheat and flour prices. Results showed that flour price had greater influence on the price of wheat,especially under the nonlinear system.Therefore,this paper proposed,the market main body should not only pay attention to the fluctuations in prices and make sure the price information transmission channels unobstructed,but also to grasp the law of the transformation on the price of wheat flour in different area,in order to adjust both production and processing,and to achieve each link on the industrial chain value-added more efficiently.

关 键 词：小麦价格 面粉价格 价格传导 市场整合 

分 类 号：F276[经济管理—企业管理]