蔬菜价格短期波动传导机制研究——以茄子、黄瓜、豆角等6种典型蔬菜为例

Research on Short-Term Fluctuation and Transmission Mechanism of Vegetable Prices--Take 6 typical vegetables such as eggplant,cucumber,and beans as examples

蔬菜是居民餐桌上的必需品,蔬菜价格短期波动是影响居民蔬菜消费的重要因素。本文以茄子、黄瓜、豆角、菠菜、油菜、西红柿等6种主要蔬菜全国月度价格为研究对象,通过Granger因果关系检验及VECH模型实证分析其价格短期波动状况与波动形态。Granger因果关系检验显示:生产价格是零售价格的Granger原因,批发价格是生产价格的Granger原因;方差分解检验表明:蔬菜生产价格受自身影响,生产价格对批发价格波动的贡献最大,初期零售价格主要受其自身影响,后期主要受生产价格的影响。VECH模型检验表明:批发价格对于蔬菜终端零售价格波动具有放大效应;同时,研究发现,蔬菜价格短期波动具有季节性特征,6种主要蔬菜波动幅度从大到小排序依次为茄子、油菜、黄瓜、西红柿、菠菜、豆角。在此基础上,要加强蔬菜短期保供稳价调控能力、打造蔬菜产销一体化信息平台、实施蔬菜价格区域差异化管理。

Short-term price fluctuations of vegetables are an important factor affecting vegetable consumption for residents,as vegetables are essential on their dining tables.This study focuses on six main vegetables,including eggplant,cucumber,green beans,spinach,rapeseed,and tomatoes,and empirically analyzes their short-term price volatility and patterns using Granger causality tests and VECH models.The Granger causality test shows that the production price is a Granger cause of the retail price,and the wholesale price is a Granger cause of the production price.The variance decomposition test reveals that vegetable production prices are influenced by their own factors,with the production price having the largest contribution to the volatility of wholesale prices.In the initial period,retail prices are mainly influenced by their own factors,while in the later period,they are primarily affected by production prices.The VECH model confirms that wholesale prices have an amplification effect on the volatility of retail prices for vegetables.Additionally,the study finds that short-term price fluctuations of vegetables exhibit seasonal characteristics,with the ranking of volatility magnitude from highest to lowest as follows:eggplant,rapeseed,cucumber,tomatoes,spinach,and green beans.Based on these findings,it is recommended to strengthen the ability to regulate short-term vegetable supply and stabilize prices,establish an integrated information platform for vegetable production and distribution,and implement differentiated management of vegetable prices in different regions.