对价格领导者-跟随者竞争模式的研究

Research on the Pricing Pattern of Leader-follower Based on Time Series Analysis

文章通过使用G ranger因果检验的结果验证了我国钢铁市场中确实存在价格领导者-跟随者的关系,从所构建的模型结构分析中发现,企业间彼此的信任和理解是维持领导者-跟随者价格竞争模式的前提条件。通过行业协会组织的各种沟通平台来增强竞争对手之间的信任感,企业做出“有成本的承诺”等方法是避免恶性价格竞争、提高行业竞争效率的有效途径。

This study has examined the pricing pattern of leader-follower based on time series analysis in Chinese iron and steel market. The result of Granger Causality Test testifies that it really exists the pricing pattern of leader-follower based on the true price data. Then the structure of model shows that the trust among firms is the premise of maintaining the stable pricing pattern of leaderfollower. Thus, it puts forward several suggestions to avoid the vicious price competition and improve the efficiency of competition, such as the communication organized by trade associations and the delivery of ＂credible commitment＂ for other firms.