| 周 锦.季节调整后的水果价格纵向传导机制研究[J].广东农业科学,2015,42(6):130-135 |
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季节调整后的水果价格纵向传导机制研究 |
| Longitudinal transmission mechanism ofseasonally adjusted fruit prices |
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| DOI： |
| 中文关键词: 水果价格 价格传导 格兰杰检验 误差修正模型 |
| 英文关键词: fruit price price transmission Granger test error correction model |
| 基金项目: |
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| 摘要点击次数: 1359 |
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| 中文摘要: |
| 运用 Granger 检验分析了季节调整后的水果生产和零售价格之间的传导关系，并通过误差修正模
型（ECM）探讨了它们之间的长期和短期动态关系。 结果表明：水果市场价格仅存在从生产到零售的单向信息
传导，这主要是由市场信息不对称和市场势力引起的；水果生产和零售价格之间存在协整关系，长期来看，水
果零售价格和生产价格处于一种均衡状态，短期内，水果零售价格虽然有所波动，但是受到长期非均衡误差修
正机制的制约，会调节至均衡状态。 基于以上结论，就如何改善水果市场价格的非对称传导提出了建议。 |
| 英文摘要: |
| This paper applied the Granger test to analyze the transmission relationship between the seasonal fruit
production price and retail price, and built the error correction mode (ECM) to explore the long-term and short-term
dynamic relationship between them. The results showed that there only existed one-way information transmission from
production price to retail price in the fruit market. This was mainly caused by information asymmetry and market
force. There was a cointegration relationship between fruit production price and retail price. In the long term, fruit
production price and retail price stayed in a state of equilibrium. In the short term, although the fruit retail price
fluctuated, it would be adjusted to equilibrium by long-term unbalanced error correction mechanism. Based on the
above conclusions, the paper put forward suggestions on improving the asymmetric transmission for fruit market price. |
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