基于SVAR模型的我国中药材价格影响因素实证研究

Empirical Research on the Influential Factors of Chinese Crude Drug Price Based on SVAR Model

目的:探讨我国中药材价格波动的影响因素,为促进我国中药产业的健康发展提供参考。方法:基于1992-2019年的相关统计数据,构建结构向量自回归模型,经数据平稳性检验、协整关系检验、模型估计和稳定性检验后,综合运用脉冲响应函数和方差分解分析方法,探讨供给、需求、种植生产成本和通货膨胀等4个方面的相关因素对我国中药材价格的影响。结果与结论:中药材价格、中药材种植面积、中成药产量、中药材市场成交额、中药材出口量、农业生产资料价格指数、居民消费价格指数之间存在长期的均衡关系,中药材价格对其自身的冲击和贡献率最大,其次是中药材种植面积、中药材出口量、农业生产资料价格指数,而中成药产量、中药材市场成交额和居民消费价格指数的影响力较弱。建议通过充分利用互联网信息技术、加强中药材价格监测预警,推进中药产业供给侧结构性改革,提高中药材种植科技水平、推进中药材规模化生产等措施来稳定中药材价格。

OBJECTIVE:To explore the influential factors of the price fluctuation of Chinese crud drug,and to provide reference for the healthy development of tranditional Chinese medicine industry in China.METHODS:Based on the relevant statistics from 1992 to 2019,a structural vector autoregressive model was established.After data stationarity test,cointegration relationship test,model estimation and stability test,impulse response function and variance decomposition were used to investigate the impact of supply,demand,cost of implantation and production and inflation on the price of Chinese crud drug.RESULTS&CONCLUSIONS:There was a long-term equilibrium relationship among the price of Chinese crud drug,planting area of Chinese crud drug,output of Chinese patent medicine,market turnover of Chinese crud drug,export volume of Chinese crud drug,price index of agricultural means of production and consumer price index.The price of Chinese crud drug had the greatest impact and contribution rate on itself,followed by planting area of Chinese crud drug,export volume of Chinese crud drug and price index of agricultural means of production.However,the output of Chinese patent medicine,the turnover of Chinese crud drug market and consumer price index had weak influence.It is suggested to make full use of Internet information technology,strengthen the price monitoring and early warning of Chinese crud drug,promote the supply side structural reform of tranditional Chinese medicine industry,improve the scientific and technological level of Chinese crud drug planting and promote large-scale production of Chinese herbal medicine so as to stabilize the price of Chinese crud drug.