我国蔬菜价格的垂直传导关系研究

近年来我国蔬菜价格起伏波动频繁，成为各界关注的焦点。本文侧重于分析蔬菜产业链产前、
产中和产后各环节之间的价格关系。首先运用协整方法对不同环节间价格的长期均衡与短期变动进行了分
析，然后运用有限分布滞后模型进一步分析价格传导规律。结果表明：位于产业上游的农业生产资料价格
指数向位于中、下游的蔬菜生产价格指数和蔬菜消费价格指数的传导都存在一季度的时滞，而位于产业链
中、下游的蔬菜生产价格指数和蔬菜消费价格指数之间传导不存在时滞效应，且两者波动趋势一致，总体
来看，蔬菜产业链垂直价格传递较为迅速，纵向市场间整合度较高，并据此提出了相应的政策建议。

Studies on Vertical Transmission Relationship of Vegetable Prices in China

In recent years，the frequent fluctuation of vegetable prices has aroused concerns
from all walks of life. This paper analyzes the price relations between each link of vegetable industry
chain as before production，among production and post production．Firstly，it analyzes the relation of
long-term equilibrium and short-term changes of prices between different links by the method of cointegration．
Then it further analyzes the price transmission regularity with finite distributed lag model.
The results indicate that the transmission of price indices of agricultural production machinery of the
upstream industry to price indices of vegetable production and consumer price indices in middle-stream
and downstream has a quarter of time delay．While there is no time delay between the price indices of
vegetable production and vegetable consumer price indices in middle-stream and downstream，and the
fluctuation trends of the 2 are in conformity．Overall，the vertical price in vegetable industry chain
transmits rapidly，and the integration degree of vertical market is relatively high．Based on the above
studies，this paper provides relative policy recommendations.