基于产业链视角的林产品百度指数动态关系研究

Dynamic Relations of Forest Products Baidu Index Based on the Industrial Chain

通过建立2011年1月—2019年12月的百度搜索指数时间序列,应用向量自回归模型,分析以"木材+原木+锯材"等为代表的上游林产品、以"板材"为代表的中游林产品、以"地板+家具+木门"等为代表的下游林产品的百度搜索指数之间的动态关系。研究结果显示:从百度搜索指数角度看,上游林产品主要受到自身及外部因素的影响,受下游产业链影响较小;中游林产品短期受上游林产品的影响较大,长期则受自身及外部因素的影响;下游林产品受上游产业链影响非常小,主要受到自身及外部因素的影响。研究建议:针对木材等原材料市场,市场观察者应更加关注自身市场和下游板材市场;针对以"板材"为代表的中间产品市场,市场观察者应更加关注自身市场和上游木材原料市场;针对家装等终端市场,市场观察者应更加关注产业链外部环境影响。

With the popularization of the Internet and the upgrading of big data technology,the availability of standardized data promotes more accurate prediction.This article established the time series from January 2011 to December 2019 of forestry industry chain products using"baidu index"and VAR model to analyzed the interaction between baidu index of three types of products as endogenous variables and the degree of influence.According to VAR model,there are a mutual granger causality:(1)the up-stream and middle-stream forest products Baidu Index influencing each other,(2)the down-stream forest products Baidu Index has a single-direction influence on those of up-stream and middle-stream forest products.According to the impulse response and variance decomposition analysis,it can be concluded that the up-stream forest product Baidu Index is greatly influenced by the middle-stream forest product Baidu Index.The middle-stream forest product Baidu Index is greatly influenced by the upstream forest product Baidu Index in the short term and by itself in the long term.Downstream forest product Baidu Index is mainly affected by its own.According to the results of analysis,research suggests that:For raw materials market,market watchers should pay more attention to their own markets and downstream plank market;For plank market,market watchers should pay more attention to their own markets and upstream raw material market;For terminal market,market watchers should pay more attention to the industrial chain external environment influence.