我国农产品产销价格的联动性实证分析

An Empirical Analysis on Linkage of Agricultural Products Price of Production and Retail in China

以1950-2010年的年度数据为样本,运用基于VAR模型的广义脉冲响应函数法与方差分解法对我国农产品产销价格的联动性进行了实证分析。结果表明:农产品产销价格保持相似的波动态势,二者之间的双向传递是顺畅的;与此同时,农产品零售价格对农产品产销2个市场上的价格波动具有更为显著的作用,农产品产销价格的联动关系呈现出明显的"非均衡性"或"单向"的特点。提出必须努力构建农产品现代流通体系,提高农户组织化程度,减少中间流通环节以及发展"农零对接"模式。

Based on the samples of annual data between 1950--2010,this paper makes an empirical analysis on price linkage between the production and retail of agricultural products in China by using generalized impulse response function method and the variance decomposition method based on VAR model. The result shows that agricultural products prices of production and retail remains a similar fluctuation trend, the two-way transfer be- tween the two sides are smooth. Meanwhile,retail price of agricultural products plays a more significant role in price fluctuation of agricultural production and retail market, the linkage between agricultural production and re- tail price shows the characteristics of ＂non-equilibrium＂ or ＂one-way＂. Therefore, this paper proposes that it is necessary to build a modern circulation system of agricultural products, improve degree of farmers organization, reduce intermediate circulation and develop agricultural zero docking mode.