中国农资价格变化成因与波及效应研究

【作者】 黄文彪；

【导师】 徐学荣；

【作者基本信息】 福建农林大学 ， 农业经济管理， 2012， 博士

【摘要】 本文以农业经济学、微观经济学以及现代计量经济学等相关理论为依据，运用时间序列HP滤波方法和条件异方差模型，分析中国农资价格变化的周期和波动特征，然后运用线性回归和通径分析方法，探讨中国农资价格变化的成因，并通过对中国农资价格传导机制的剖析，运用状态空间模型和向量误差修正模型研究中国农资价格变化的波及效应。本文从阐明研究意义、目的和方法路线等方面开始，梳理了与农资价格相关问题的文献资料，并归纳出已有文献对本文研究的借鉴和启发。第三章阐明了本文研究的理论基础。如关于农资价格变化成因的理论，主要包括供给与需求理论；关于农资价格变化产生波及效应的理论，主要包括农户生产经营行为理论、农业的基础性地位理论、农产品蛛网理论和价格传导理论等方面。第四章分析了中国农资价格变化的特征。首先，从中国农资价格变化的历史轨迹开始，分析农资价格变化过程；然后，运用HP滤波方法得到了农资价格波动率的趋势和周期成分；最后，通过构建农资价格波动率的条件异方差模型，研究了农资价格变化的聚集性、风险回报性和非对称性。从历史轨迹来看，2004年以来中国农资价格总体呈现较大幅度的激烈波动；从周期特征来看，农资价格出现两个完整周期，周期时长大约为40个月；从波动特征来看，虽然农资价格不存在高风险高回报特征，但是仍存在明显的聚集性和非对称性。第五章以供给和需求理论为基础，从供给因素、需求因素和政策性因素等方面分析中国农资价格变化的成因，并运用线性回归和路径分析方法，比较出显著影响因素的直接效应和间接效应。从供给方面来看，原材料、燃料及动力购进指数对农资价格变化有显著影响；从需求方面来看，农产品价格以及农民家庭经营收入对农资价格变化有显著影响。第六章从形成机理、传导对象和传导路径等方面对中国农资价格传导机制进行研究。首先以农业产业链为基础，从农产品的生产、流通和消费等环节剖析了农资价格传导机制的形成机理；然后，根据形成机理确定农产品批发价格、食品零售价格和食品类居民消费价格等作为农资价格的传导对象；最后，对成本推动型和需求推动型的农资价格传导路径进行分析。第七章以协整理论为基础，分别运用状态空间模型和向量误差修正模型，分析了农资价格变化波及效应的动态弹性和非对称性。从协整性分析结果来看，农资价格与各传导对象之间不存在长期均衡关系；从动态弹性来看，随着农业产业链的延伸，农资价格的影响逐渐扩散，即对食品类居民消费价格的影响最强，其次是食品零售价格，最后是农产品批发价格；从非对称性来看，农资价格的传导路径和传导强度都存在明显的非对称性，即形成了以需求推动为主，成本推动为辅的非对称性传导。第八章根据前面各章节的研究结果，提出了抑制农资价格快速上涨的对策建议。主要包括：完善农资价格监测与预警体系、加大对农资生产企业的扶持、深化农资流通体制改革、构建农村现代物流体系、探索建立农资协会、继续创新农资补贴机制和发展循环型农业等方面。更多还原

【Abstract】 With the theoretical knowledge of agricultural economics, microeconomics, andeconometrics, by using of time series HP filtering method and the conditional heteroskedasticity ofvariance model, this paper has analysis the cycle and volatility characteristics of the prices ofagriculture production materials.And then by using linear regression and path analysis, author hasexplored the causes of the price of agriculture production materials. Through analysis thetransmission mechanism of the price of agricultural production materials, author has usedState-Space Models and Vector Error Correction Model to research the spillover effects of theprice of agriculture production materials.Firstly,this paper has clarified the significance，purpose, methods and routes.And then authorhas sort out the literature on the price of agriculture production materials, and has summed up thereference and inspiration of this paper.This paper has clarified the theoretical basis of the research in Chapter3. such as the theoryon the cause of price change,including supply and demand theory; theory on the ripple effect ofthe price of agriculture production materials, including the theory of the farmers production andmanagement behavior, the theory of the fundamental status of agriculture, Cobweb theory ofagricultural products and price transmission theory and so on.This paper has researched the characteristics of the price of agriculture production materialsin Chapter4. Firstly, the author has depicted the historical trajectory of the price of agricultureproduction materials. Secondly, the author has been the trend and cycle components of thevolatility of agricultural prices by using the HP filter method. Finally, by using of ARCHmodel,the author has studied the volatility,risk-return and non-symmetry. The result hasconcluded that:since2004, the price of agriculture production materials has more substantialvolatility; there are two complete cycles, wite each cycle length of about forty months; there arenot high risk high-return characteristics, but still significant volatility and asymmetric.This paper has researched the cause of the price of agriculture production materials inChapter5, among the supply,demand,policy factors and other aspects. The author has analysisedthe causes by using of linear regression and path analysis, and found out the direct effect of thesignificant factors and indirect effects. The result has concluded that: in terms of market supply,raw materials, fuel and power purchase index has significant effect on changes in agriculturalprices; the demand side, the price of primary products and farm income have significant effect.This paper has researched the transmission of the price of agriculture production materials inChapter6,including the formation mechanism, the transmission objects and the path. Firstly, the author has studied the formation mechanism as the agricultural industry chain. Secondly, theauthor has defined the wholesale prices of agricultural products, retail food prices and foodconsumer price as agricultural prices conductive objects with the transmission mechanism of theprice of agriculture production materials. And then the author has researched the transmissionpath,including path of cost-push and demand-driven.This paper has researched the dynamic elastic and non-symmetry of the ripple effect of theprice of agriculture production materials in Chapter7, by using of State-Space Models and VectorError Correction Model. From the cointegration analysis, author has found that the price ofagriculture production materials and the transmission objects has no long-run equilibriumrelationship. And then author has researched the dynamic flexibility of by using State-SpaceModels.The dynamic flexibility result shows that the effect of the price of agriculture productionmaterials is strongest on food CPI, followed by retail food prices, and finally the wholesale pricesof agricultural products. At the last, author has researched the asymmetric effects in pricetransmission from the strength and path. The asymmetry results indicate that the price ofagriculture production materials is based on demand-driven and cost-push supplemented.This paper has proposed the policy to inhibition the rapid rising of the price of agricultureproduction materials in Chapter8, including improved the agricultural price monitoring system,increased support for agricultural materials production enterprises, deepen the reform of theagricultural distribution system, build modern logistics system in rural areas, explored theestablishment of agricultural materials Association, continue to innovate and agricultural materialssubsidy mechanism and the development of circular agriculture.更多还原