外部冲击对蔬菜价格波动的影响——基于面板向量自回归模型（PVAR）的实证分析

构建面板向量自回归模型（PVAR）的基础上，实证分析了外部冲击对蔬菜价格波动的影响，
结果发现：除GDP 增长率对蔬菜价格波动具有明显的冲击影响外，其他变量对蔬菜价格方差贡献都非常小，
在1.5%～3.3% 之间。同时，从变量冲击反应观察，当给蔬菜补贴LBT 一标准差冲击，蔬菜价格LJG 表现
为负响应并在第3 期达到最大；当给蔬菜成灾面积LCZ 一标准差冲击，蔬菜价格LJG 最初表现为负响应
并在第3 期转为正响应；当给GDP 增长率一标准差冲击，蔬菜价格LJG 表现为明显的正响应；当给城镇
居民收入LCZSR 一标准差冲击，蔬菜价格LJG 表现为负响应。由此可见，蔬菜价格对外部冲击反应的效
果并不理想，对部分外部冲击的反应存在明显的不合理的滞后性。健全蔬菜产业市场机制、提高蔬菜流通
效率、保障蔬菜供需平衡等是抑制蔬菜价格剧烈波动的重要措施。

Impact of External Shock on Fluctuation of Vegetable Price —Based on Inter-provincial Panel Data VAR Model

On the basis of building panel vector auto-regression model（PVAR），the authors
empirically analyzed the impact of external shock on fluctuation of vegetable price；and found that
except GDP growth rate，which had a significant impact on price fluctuation，other variables contributed
only 1.5%-3.3% to price variation. Meanwhile，considering the impact from variable，when given the
subsidies-LBT a standard differential impact，the vegetable price-LJG would response negatively and
reach a maximum in the third period．When given the vegetable disaster area LCZ a standard deviation，
the vegetable price - LJG would initially turn a negative response then to positive response in the third
period. When given GDP growth a deviation shock，vegetable price-LJG showed a distinct positive
response．When given the LCZSR a deviation shock，vegetable price-LJG showed negative response．
Therefore，the effect of external shock to vegetable price is not ideal，there exists hysteresis qualityin its response to partial external shock. Consequently，building a sound vegetable industry market
mechanism，improving the efficiency of vegetable circulation，and ensuring the balance between
vegetable supply and demand are important measures to inhibit t he violent fluctuation of vegetable price.