基于SVAR模型的我国蔬菜市场价格纵向传导分析

从生产成本、流通费用、货币溢出效应的视角出发,选取蔬菜批发价格、蔬菜零售价格、农业生产资料价格指数以及流通费用和货币供应的对应变量,利用SVAR模型、Granger因果检验、脉冲响应函数,对我国蔬菜市场纵向价格传导进行了分析研究。结果表明:货币供应和燃油价格变化是引起蔬菜价格波动的重要原因;蔬菜批发价格在传导中处于主导地位;蔬菜价格传导表现为由流通、消费向生产环节传导;蔬菜批发价格、零售价格均会对冲击立即做出同向响应,且响应强度逐渐波动衰减,二者冲击所造成的响应也十分相似;农业生产资料价格的冲击对蔬菜批发价格和零售价格影响持续时间较短。

Study on vegetable's vertical price transmission in China based on SVAR model

The vertical price transmission of vegetable in China was analyzed in this paper.The vegetable''s wholesale price,vegetable''s retail price and the price index of means of agricultural production were taken as object to investigate the transmission relationship with the corresponding variables,such as distribution cost and money supply basing on SVAR model,Granger causality test and impulse response function.The results showed the fluctuations of vegetables'' prices were mainly caused by the change in the money supply and fuel price.The price transmission was spreading from intermediate and consumption links to production links and the wholesale price of vegetables was in a dominant position in price transmission.Wholesale and retail price would react immediately and be in same direction with the impact from production input,but the response duration of retail and wholesale price to the impact of production cost was comparatively short.The response behavior of wholesale price and retail price to the shocks were not much difference.