农产品价格波动及其随机性因素影响研究

Research on the Price Fluctuation of Agricultural Products and the Influence of Random Factors

保障农产品有效供给、稳定农产品价格事关民生。本文利用农产品批发价格指数、食品类居民消费价格指数及不同属性中粮食类、畜肉类、鲜菜类居民消费价格指数的月度数据,构建时变参数向量自回归模型(TVP-VAR),对农产品价格波动及其随机性因素进行实证分析。结果显示:农产品批发市场是随机性因素冲击的主要环节,随机性因素对不同属性农产品价格水平的冲击存在时变特征,其冲击效应具有较大差异。其中,相较于粮食类,畜肉类与鲜菜类的响应更为迅速且波动剧烈。本文提出建立和完善农产品价格预警机制、强化批发市场信息服务、推进不同属性农产品价格差异化管理等政策建议。

Ensuring effectiveness of agricultural products supplement and stabilizing agricultural products price are related to people’s livelihood. This paper uses the monthly data of the agricultural product wholesale price index, the food consumer price index, and the consumer price index of food, livestock, and fresh vegetables in different attributes to construct a TVP-VAR model. The results show that the wholesale market of agricultural products is the main link in the impact of random factors, and the impact of random factors on the price level of agricultural products with different attributes has time-varying characteristics, and the impact effects are quite different. Among them, the response of livestock and fresh vegetables is more rapid and fluctuating more rapidly than grains. This article puts forward recommendations such as establishing and improving the early warning mechanism for agricultural product prices, strengthening wholesale market information services,and promoting differentiated management of agricultural product prices with different attributes.