摘要
以稀有稀土金属矿采选业价格指数反映稀土原料价格波动,以石油化工等5大传统领域产业,汽车电子等4大新材料领域产业为研究样本,通过构建VAR模型和脉冲响应函数,实证分析2014年1月-2020年3月稀土原料价格波动对下游应用产业价格的影响.研究表明:稀土产业链价格传导较为顺畅,稀土原料价格波动会对下游应用产业价格产生影响;不同应用产业受到的影响存在较大差异;对传统领域产业的影响程度大,传导时滞短且持续时间长,而对新材料领域产业的影响程度小,传导时滞长且持续时间短.
In this paper,the price index of rare earth metal mining and processing industry reflects the price fluctuation of rare earth raw materials,five traditional industries such as petroleum and chemical industry and four new material industries such as automobile and electronics industry were taken as research samples,we build VAR model and impulse response function to empirically analyze the impact of the price fluctuation of rare earth raw materials on the downstream application industry price from January 2014 to March2020.The results shows that:the price transmission of rare earth industry chain is relatively smooth,the price fluctuation of rare earth raw materials will have an impact on the price of downstream application industries;Different application industries are affected by the price of rare earth raw materials differently;The price fluctuation of rare earth raw materials has a great influence on traditional industries with short conduction delay and long duration,while it has little impact on industries in new materials field with long conduction delay and short duration.
作者
吴一丁
刘宇
WU Yi-ding;LIU Yu(School of Economics and Management,Jiangxi University of Science and Technology,Ganzhou 341000,China)
出处
《数学的实践与认识》
2021年第4期66-74,共9页
Mathematics in Practice and Theory
基金
国家社会科学基金青年项目“我国稀土产业链延伸的路径选择及支持政策研究”(20CGL002)
国家自然科学基金应急研究项目“产业升级视角下的我国稀土产业整合策略研究”(71241023)。
关键词
稀土原料价格
稀土产业链
价格传导
VAR模型
脉冲响应函数
rare earth raw material price
rare earth industry chain
price transmission
VAR model
impulse response function
