摘要
根据供求关系理论,运用多变量协整关系检验和格兰杰因果关系分析对木材产业价格数据进行实证检验,探讨木材产业上中下游价格的传导机制,提出相应的对策来减少价格波动的频繁发生。
In this paper, empirical testing of wood industry price which based on supply and demand theory, multivariate Cointegration Test and Granger Causality Analysis was established. Wood industry in the middle and lower reaches of the price transmission mechanism were discussed. On this basis, proposed corresponding countermeasures to reduce the frequent price fluctuations.
出处
《中国林业经济》
2016年第3期52-53,共2页
China Forestry Economics
基金
948项目木材合法性尽职调查与追溯系统技术引进(2014-4-45)
关键词
木材产业链
传导机制
协整检验
格兰杰因果分析
wood industry chain
transmission mechanism
Cointegration Test
Granger Causality Analysis
