中国荔枝价格空间传导效应分析

Analysis on spatial conduction effect of Chinese litchi price

为了解我国各省域间荔枝价格是否存在市场性以及荔枝产地之间横向关联价格传导机制,基于2012—2016年荔枝主产区广东省、海南省、广西区的荔枝收购价的日度数据,建立了向量自回归模型并基于该模型进行了格兰杰因果分析、脉冲效应函数以及方差分析。结果表明:海南与广西的荔枝收购价之间存在着比较强的价格传导关系,广西荔枝收购价有助于预测海南的荔枝收购价,同样海南的荔枝收购价也有助于预测广西的荔枝收购价;而广东的荔枝收购价则不易受其他地区荔枝价格的影响,表现出较强的独立性。海南应该与广西建立荔枝价格联合预警机制,及时公布各地荔枝价格信息,加强市场监控与宏观调控,此外还应该促进荔枝在本地区的流通效率。

This paper aims to find out whether there is market linkage between litchi prices in different provinces of our country and the horizontal-related price conduction mechanism between litchi producing areas. A vector autoregressive model was established using data on litchi’s purchase price in Hainan,Guangdong,Guangxi Province. Granger causality analysis,pulse effect function and variance analysis were used to test the relationship between the prices based on VAR model. Results show that there is a strong price-conduction relationship between the purchase price of litchi in Hainan and Guangxi. The purchase price of litchi in Guangxi can help to predict the purchase price of litchi in Hainan,and the purchase price of litchi in Hainan also helps to predict the price of litchi in Guangxi. While the purchase price of litchi in Guangdong province tends not to be easily affected by the price of litchi in other regions and shows a strong independence. A joint warning mechanism of litchi price should be set up between Hainan province and Guangxi province. Besides,we should promptly publish information on the price of litchi and promote the circulation efficiency of litchi in local region.