中国奶产品贸易波动及不确定性冲击影响  

A study on China’s dairy products trade fluctuations and its uncertainty impact

作　　者：杨钰莹 王明利[1] 石自忠[1] YANG Yuying;SHI Zizhong;WANG Mingli

机构地区：[1]中国农业科学院农业经济与发展研究所

出　　处：《世界农业》2020年第2期70-80,140,共12页World Agriculture

基　　金：中国农业科学院科技创新工程项目(ASTIP-IAED-2020-01);中国农业科学院基本科研业务费专项(Y2018ZK38);国家现代农业产业技术体系建设专项资金(CARS-34-22)

摘　　要：本研究基于1995年1月至2018年3月中国鲜奶、奶粉进出口贸易月度数据,借助马尔可夫转换向量自回归(MS-VAR)模型,考察奶产品贸易市场波动的状态转换特征,以及不确定性对贸易市场的冲击影响。研究结果表明:①中国鲜奶、奶粉进出口贸易市场存在3种转换状态,且目前均处于受不确定性冲击影响更大的状态3,即在大幅波动状态中运行;鲜奶市场状态间转换较为频繁,奶粉市场状态间转换相对较少;外部性是造成鲜奶、奶粉市场状态转换的主要原因。②中国鲜奶、奶粉贸易市场受不确定性冲击影响较大,持续时间长,并具有非对称性;当不确定性为主要影响因素时,影响持续时间基本在8个月以上;不同市场状态下,不确定性对鲜奶、奶粉贸易市场进出口量的作用方向存在差异。Based on the monthly import and export data of China’s fresh milk and milk powder from January 1995 to March 2018,this study investigated the state transition characteristics of milk product trade market fluctuations and the impact of uncertainty on the trade market with the help of markov transformation vector autoregression(MS-VAR)model.The results show that:①there are three transition states in the import and export trade of fresh milk and milk powder in China,and they are all operating in the state of greater uncertainty impact 3,that is,the state of large fluctuations.The transition of fresh milk market state is more frequent.There are relatively few transitions between the market states of milk powder.Externality is the main cause of the state transition of fresh milk and milk powder market.②China’s fresh milk and milk powder trade market is greatly affected by the impact of uncertainty,with a long duration and asymmetry.When uncertainty is the main influencing factor,the duration of impact is basically more than 8 months.Under different market conditions,the effect of uncertainty on the import and export of fresh milk and milk powder is different.

关 键 词：奶产品 鲜奶 奶粉 进出口贸易 不确定性 

分 类 号：F426.82[经济管理—产业经济] F752.6