基于协整方法的水产品产销价格影响机制研究

Research on the interaction mechanism between the producer price and retail price of aquatic products based on cointegration

水产品产销价格之间具有很高的相关性,运用1994年至2010年年度面板数据,对我国水产品产销价格之间的影响机制进行研究,研究证实了这一点,并用协整检验得到:在长期来说,两者之间的相互影响是均衡稳定的.又通过Granger检验,发现生产价格的波动主导零售价格的波动,符合成本附加理论.在此基础上建立了误差校正模型,并进行了验证,得到有效的产销价格之间量化的稳定均衡关系.综合分析表明,关于水产品价格的调控政策,需要有全面而客观的考量.

By using the panel data from 1994 to 2010, the research on the mechanism between the production price and retail price demonstrates that the two prices of aquatic products of China are highly correlative, and through cointegration test, interaction can be found stable. Then using Granger test we find the fluctuation of production price dominates tile fluctuation of retail price, and it means the mark-up pricing theory. Finally, an error correction model （ECM） is built and tested to get the numerical equilibrium between the two prices. The mechanism shows that before releasing price relevant policies, there should be a comprehensive deliberation.