贸易条件变动对农产品价格的冲击效应研究  

Research on the impact effect of changes in terms of trade on agricultural productprices

作　　者：胡月 田志宏[2] HU Yue;TIAN Zhi-hong(Chinese Academy of Science and Technology for Development,Beijing 100038;College of Economics and Management,China Agricultural University,Beijing 100083)

机构地区：[1]中国科学技术发展战略研究院,北京100038 [2]中国农业大学经济管理学院,北京100083

出　　处：《价格月刊》2024年第3期11-20,共10页

基　　金：“十四五”构建新型农业支持保护政策体系研究(编号:20190228)。

摘　　要：中国参与国际贸易进程的加快,使得来自贸易市场的冲击对农产品价格的影响愈发明显。选取小麦、玉米、大豆和猪肉的月度数据,利用TVP-VAR模型分析了贸易条件变动对中国农产品价格的冲击效应。研究结果表明:第一,贸易条件变动对中国农产品价格的影响具有时变性和短期性特征,随着滞后期增加,冲击影响逐步减弱。第二,贸易条件冲击在不同产品之间存在差异,且冲击效应会因汇率制度和农业支持政策的变化表现出不同状态。具体而言,在浮动汇率制度时期,贸易条件变动对农产品价格的影响小于固定汇率制度时期;农业支持政策的实施,使得农产品价格与政府“托底”价格相关,进而减弱贸易条件的外部冲击。随着中国农业政策市场化改革的推进,贸易条件冲击对农产品市场的影响将逐渐增加。因此,政府应加快建立农产品价格风险防控体系,加强农产品市场信息服务能力,并积极寻求对策避免贸易条件的异常波动。With the acceleration of China’s participation in international trade,the impact of the trade market on agricultural productprices has become more and more obvious.This paper selects the monthly data of wheat,corn,soybean and pork,and uses the TVP-VAR model for the first time to analyze the impact of changes in terms of trade on China’s agricultural productprices.The research results indicate that firstly,the impact of changes in terms of trade on China’s agricultural productprices has time-varying and short-term characteristics,manifested that the impact gradually weakens with the increase of lag period.Secondly,the impact of terms of trade varies among different products,and the impact effects will show different states due to changes in the ex-change rate system and agricultural support policies.Specifically,during the period of floating exchange rate sys-tem,the impact of changes in terms of trade on agricultural product prices is smaller than that in the period of fixed exchange rate system;The implementation of agricultural support policies has led to a correlation between agricultural product prices and government“bottom line”prices,thus weakening the external impact on the terms of trade.With the promotion of market-oriented reforms in China’s agricultural policies,the impact of terms oftrade on the agricultural product market will gradually increase.Therefore,the government should accel-erate the establishment of risk prevention and control system for agricultural product prices,strengthen the infor-mation service capabilities of agricultural product markets,and actively seek measures to avoid abnormal fluctua-tions in trade conditions.

关 键 词：贸易条件 农产品价格 价格波动 TVP-VAR模型 

分 类 号：F726[经济管理—产业经济]