福建省农产品价格波动、传导及预警

Price fluctuation,transmission and early-warning of agricultural product in Fujian

运用Census X12方法和H-P滤波对2004-2016年福建省农产品生产价格指数和2003-2015年福建省农产品零售价格指数进行分解,获取原序列的季节成分、趋势成分和周期成分。实证结果表明:福建省农产品生产价格和零售价格都存在季节性波动特征,生产价格的季节性波动幅度大于零售价格;生产价格和零售价格的趋势特征相似;生产价格的周期波动幅度大于零售价格。波动结果说明,农产品生产者承受的市场风险远大于零售商。进而用格兰杰因果检验分析农产品价格传导机制。结果显示,福建省农产品生产价格受预期零售价格的影响,农产品零售价格也受预期生产价格的影响。最后用黑色预警方法构建福建省农产品生产价格预警模型,提出了提高农业合作社质量、建立农产品市场信息共享平台和区域性农产品市场信息监测预警系统等建议。

Census X12 and H-P filtering are used to decompose the agricultural production price in 2004-2016 years and retail price in 2003-2015 years in Fujian. The seasonal components,trend components and cycle components are obtained from the original sequences. Results show as follows：（ 1） the agricultural production price and retail price in Fujian have seasonal fluctuation,and seasonal fluctuations of production prices are higher than the retail price;（ 2） there are similar trends in agricultural production price and retail price;（ 3） the cycle fluctuation of production price is greater than that of retail price. The fluctuation results show that market risk of agricultural producers is far greater than that of retailers. Then the Grainger causality test is used to analyze the transmission mechanism of the price of agricultural products. The results show that the agricultural production price is affected by the expected retail price in Fujian,and the retail price is affected by the expected production price. Finally,a black warning method is applied to build the early-warning model of agricultural production price in Fujian,and some suggestions are put forward,such as improving the quality of agricultural cooperatives,establishing information sharing platforms and monitoring and warning systems for agricultural products market.