生鲜农产品产销地批发价格波动的传导研究

以北京和山东两地果蔬批发市场为例,以大白菜和苹果的市场批发价格为对象,通过构建VAR模型,研究我国农产品产销两地市场的价格传导关系。结果表明:产销地批发市场之间存在双向的价格传递关系,互为Granger因果。销地批发市场价格对产地批发市场价格的冲击比产地批发市场价格对销地批发市场价格的更大,也就是销地果蔬的批发价格在价格传递过程中占主导作用。由此可以判断出,产销两地的批发价格传导属于"需求拉动型",因此针对农产品下游价格的宏观调控应该比对农产品上游价格的调控更有效。

Research on Fresh Agricultural Products Price Fluctuation and Transmission Mechanism between Origin and Sales Markets

Taking fruit and vegetable wholesale market in Beijing and Shandong as example, wholesale price of Chinese cabbage and apples as the object, China fresh agricultural products price fluctuation and transmission mechanism between origin and sales markets was studied by constructing the VAR model. The restfltS showed that： there is a two-way price transmission between origin and sales markets, and mutual Granger causality. The impact that sal~s markets has on origin markets is stronger than the origin markets has on sales markets, that is, the wholesale price of fruits and vegetables in sales markets are in dominant role in the process of price transmission. It can be concluded that wholesale price transmission between origin and sales marketg is ＂demand-pull＂. So the macro-control policy for agricultural products prices in downstream should be more effective than in upstream.