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作 者:吕建兴 李孝忠[2] LU Jian-xing;LI Xiao-zhong(School of Economics and Statistics,Guangzhou University,Guangzhou 510006,China;School of Economics and Management,Northeast Agricultural University,Harbin 150030,China)
机构地区:[1]广州大学经济与统计学院,广东广州510006 [2]东北农业大学经济管理学院,黑龙江哈尔滨150030
出 处:《统计与信息论坛》2019年第3期94-101,共8页Journal of Statistics and Information
基 金:国家社会科学基金重大招标项目<建设统一开放;竞争有序的农产品市场体系研究>(14ZDA031);黑龙江省哲学社会科学项目<产业链整合下新型农业经营主体与普通农户利益联结机制研究>(18JYB137)
摘 要:基于2011年1月-2017年9月的周数据,利用含结构突变的协整检验和误差修正模型,实证分析玉米市场化改革对玉米产销市场间价格传导的影响,研究发现:玉米市场化改革后,玉米产销市场间存在含结构突变的协整关系;玉米产区市场(长春)对销区市场(长沙和成都)的价格传导作用显著加强,但长春对郑州和蛇口的传导作用不显著;在面临偏离长期均衡时,长春、长沙、蛇口、成都的玉米价格均能在下一期自动调整至长期均衡状态,而郑州玉米价格的误差修正机制不存在,其结果表明玉米市场化改革促进了产销市场间的价格传导,对完善农产品价格形成机制起到了积极作用。Based on the weekly data from June 2Δ011 to September 2017,in this paper we use the cointegration test and vector error correction model,which considering the structural break,to analyze the effects of corn market purchasing reform on price transmission between the market of production and marketing in China.The results provide the evidence of a structural break in cointegration between the market of corn production and marketing after corn market purchasing reform,and the price transmission effects from production(Changchun)to marketing(Changsha and Chengdu)has significant increase,however the effects on Zhengzhou and Shekou is not significant.When facing deviating from the long-term equilibrium,the corn price of Changchun,Changsha,Chengdu and Shekou could automatic adjust to the long-term equilibrium state,however the error correction mechanism of Zhengzhou corn prices does not exist.These results indicate that the market reform of corn has promoted the price transmission between the market of production and marketing,and has played a positive role in improving the price formation mechanism of agricultural products.
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