外部冲击对蔬菜价格波动的影响——基于面板向量自回归模型(PVAR)的实证分析

Impact of External Shock on Fluctuation of Vegetable Price—Based on Inter-provincial Panel Data VAR Model

构建面板向量自回归模型(PVAR)的基础上,实证分析了外部冲击对蔬菜价格波动的影响,结果发现:除GDP增长率对蔬菜价格波动具有明显的冲击影响外,其他变量对蔬菜价格方差贡献都非常小,在1.5%～3.3%之间。同时,从变量冲击反应观察,当给蔬菜补贴LBT一标准差冲击,蔬菜价格LJG表现为负响应并在第3期达到最大;当给蔬菜成灾面积LCZ一标准差冲击,蔬菜价格LJG最初表现为负响应并在第3期转为正响应;当给GDP增长率一标准差冲击,蔬菜价格LJG表现为明显的正响应;当给城镇居民收入LCZSR一标准差冲击,蔬菜价格LJG表现为负响应。由此可见,蔬菜价格对外部冲击反应的效果并不理想,对部分外部冲击的反应存在明显的不合理的滞后性。健全蔬菜产业市场机制、提高蔬菜流通效率、保障蔬菜供需平衡等是抑制蔬菜价格剧烈波动的重要措施。

On the basis of building panel vector auto-regression model(PVAR),the authors empirically analyzed the impact of external shock on fluctuation of vegetable price;and found that except GDP growth rate,which had a significant impact on price fluctuation,other variables contributed only 1.5%-3.3% to price variation. Meanwhile,considering the impact from variable,when given the subsidies-LBT a standard differential impact,the vegetable price-LJG would response negatively and reach a maximum in the third period.When given the vegetable disaster area LCZ a standard deviation, the vegetable price - LJG would initially turn a negative response then to positive response in the third period. When given GDP growth a deviation shock,vegetable price-LJG showed a distinct positive response.When given the LCZSR a deviation shock,vegetable price-LJG showed negative response. Therefore,the effect of external shock to vegetable price is not ideal,there exists hysteresis qualityin its response to partial external shock. Consequently,building a sound vegetable industry market mechanism,improving the efficiency of vegetable circulation,and ensuring the balance between vegetable supply and demand are important measures to inhibit the violent fluctuation of vegetable price.