我国天然橡胶进口价格、产区和销区价格间的动态关系研究

运用协整分析、格兰杰因果检验、脉冲响应函数、方差分解等计量方法，对我国天然橡胶进口价格与天然橡胶产区、销区价格之间的关系进行实证分析。结果表明：三者之间存在协整关系；产区价格对销区价格和进口价格具有引导作用，销区价格和进口价格互为引导；三者信息的冲击影响持续时间都较长；产区价格信息在三者的预测方差中贡献度都比较大。

Dynamic Relationship among the Import Price, Production and Consumption Area's Price of Natural Rubber in China

The dynamic relationship among the import price, production and consumption area's price of China's natural rubber was tested by means of co-integration analysis, Granger causality test, impulse response function, variance decomposition with monthly data from January 2004 to December 2011. The Study showed that (1) there was a co-integration relationship among the import price, production and consumption area's price; (2) production area's price was Granger causality to import price and consumption area's price, and import price and consumption area's price are Granger causality to each other; (3) innovation impulses had a far-reaching impact on themselves; (4) the contribution of production area's price is a bigger part of the variance.