高价值农产品价格的波动特征与传导效应--基于中国荔枝市场的经验研究  

Fluctuation characteristics and conduction effects of high-value agricultural products prices——An empirical study based on Chinese litchi market

作　　者：潘正 郑旭芸[2] 庄丽娟[2] PAN Zheng;ZHENG Xu-yun;ZHUANG Li-juan(School of Economics and Management,South China Normal University,Guangzhou,Guangdong 510006;School of Economics and Management,South China Agricultural University,Guangzhou,Guangdong 510642)

机构地区：[1]华南师范大学经济与管理学院,广东广州510006 [2]华南农业大学经济管理学院,广东广州510642

出　　处：《价格月刊》2021年第1期16-23,共8页

基　　金：国家现代农业产业技术体系建设项目“荔枝龙眼产业发展与政策研究”(编号:CARS-33-18);广东省哲学社会科学“十三五”规划2020年度一般项目“农产品价格风险对农户生产的影响及规避机制研究:以荔枝龙眼为例”(编号:GD20CYJ17)。

摘　　要：借助2012—2019年中国荔枝龙眼产业技术体系的公开价格数据,采用时间序列相关模型对荔枝产业链上下游价格的波动特征与传导效应进行实证分析。研究表明,收购价格和零售价格存在波动集聚的特征,收购价格波动存在负的非对称性。收购价格和零售价格之间存在格兰杰因果关系,且相互影响具有一定的时滞性。从短期看,零售价格受到收购价格冲击的影响更大;从中长期看,零售价格对收购价格的冲击持续时间更长。Using survey data from the China’s lychee and longan industrial technology system between 2012 and 2019, this paper investigates the volatility characteristics and transmission patterns for upstream and downstream prices in a lychee industry chain. The volatility analysis shows strong evidence of price volatility clustering for purchase and retail prices, and purchase prices exhibit negative asymmetric volatility. There is a Granger causality between purchase prices and retail prices, and their interaction has lagging effects. Based on the impulse response function and the variance decomposition analysis, we find that a shock in purchase prices has larger impacts on retail prices in the short run, and a shock in retail prices has larger impacts on purchase prices in the medium and long run.

关 键 词：高价值农产品 价格波动 价格传导 荔枝价格 

分 类 号：F323.7[经济管理—产业经济]