基于SVAR模型的奶业产业链中垂直价格传导机制研究

Study on price vertical conduction mechanism in dairy industry chain based on SVAR model

以区域市场为例,构建了结构向量自回归(SVAR)模型,通过脉冲响应、方差分解方法,测度和分析从玉米价格、饲料价格到原料奶的价格传导机制.结果表明,奶业产业链内价格垂直传导中存在显著的即时效应和阻滞效应,乳品加工以上的上游环节,不存在反馈效应;奶牛养殖环节处于双向"挤压"状态正是传导机制中的即时效应和阻滞效应所致,价格传导过程的阻滞效应的存在和累计效应不强是奶业链中的价值链被继续扭曲的症结.

Take regional markets as an example, this paper constructs SVAR model, measures and an- alyses the price conduction mechanism from corn price, feed price to raw milk price by impulse re- sponse and variance deconposition methods. The result shows that significant instant effect and block effect exist in the price conduction mechanism, and there is no feedback effect in the upstream link a- bove the dairy products processing link; the bidirectional ＂ squeeze＂ state which the cow breed tache is in is caused by the instant effect and block effect, and the existence of the block effect in price con- duction mechanism and the weakness of the accumulative effect lead to the price chain in dairy industry chain to be distorted sequentially.