蔬菜产销价格波动规律与传导机制分析——基于ARDL-ECM模型

Fluctuation Regularity and Transmission Mechanism of Vegetable Production and Sales Prices—Based on ARDL-ECM Model

采用X-12季节调整法和HP滤波法分析蔬菜产销价格波动规律,发现蔬菜生产价格要比零售价格更敏感。通过Granger因果关系检验、ARDL-ECM模型等探究蔬菜产销价格的传导机理,发现蔬菜生产价格受预期零售价格的影响,蔬菜零售价格受预期生产价格的影响;蔬菜产销价格间存在长期均衡关系;蔬菜生产价格对自身和零售价格的冲击要大于对零售价格的冲击。因此,要完善蔬菜价格保险相关的法律法规,建立健全蔬菜价格监测预警体系,提高菜农市场地位,减缓蔬菜价格的波动。

The X-12 seasonal adjustment method and HP filter method were used to analyze the fluctuation regularity of vegetable production and retail price, it was found that vegetable production price was more sensitive than retail price. Through the Granger causality test and ARDL-ECM model and so on, the transmission mechanism of vegetable production and sales prices was explored, it was found that the vegetable production price was affected by the expected retail price, and the vegetable retail price was affected by the expected production price;there was a long-term equilibrium relationship between vegetable production and sales prices;the impacts of vegetable production price on itself and retail price were greater than that on the retail price. Therefore, it was necessary to improve the laws and regulations related to vegetable price insurance, establish and perfect the vegetable price monitoring and early warning system, enhance the market position of vegetable farmers, and slow the fluctuation of vegetable prices.