婴幼儿奶粉价格波动传导机制研究
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摘要
利用2012—2016年进口婴幼儿奶粉的到岸价格数据以及国产婴幼儿奶粉的平均价格数据,采用X12-ARIMA季节调整方法,分析了婴幼儿奶粉进口价格波动特征;通过建立VAR模型和VEC模型,分析了婴幼儿奶粉进口价格波动对国产婴幼儿奶粉价格影响的传导机制。结果表明,研究期内婴幼儿进口奶粉价格与国产奶粉价格之间存在着稳定的长期协整关系,价格传导具有非对称性,且婴幼儿奶粉进口价格波动对国产婴幼儿奶粉价格的影响逐渐增强。最后,提出了维护中国婴幼儿奶粉市场价格稳定的建议。
Using the CIF price of infant milk powder and the average price of domestic infant milk powder from 2012 to 2016, with the X12-ARIMA seasonal adjustment method, this paper analyzed the fluctuation characteristics of import price of infant milk powder. Then, by establishing the VAR model and the VEC model,the transmission mechanism of impact of import price fluctuations of infant milk powder on the price of domestic infant milk powder was analyzed. The results showed that, during the study period, there was a long stable co-integration relationship between the price of imported infant milk powder and the price of domestic infant milk powder, and the price transmission was asymmetric, and moreover, impacts of the import price fluctuation of infant milk powder on the price of domestic infant milk powder was gradually strengthened.Finally, some suggestions were put forward to maintain the price stability of infant milk powder market in China.
Using the CIF price of infant milk powder and the average price of domestic infant milk powder from 2012 to 2016, with the X12-ARIMA seasonal adjustment method, this paper analyzed the fluctuation characteristics of import price of infant milk powder. Then, by establishing the VAR model and the VEC model,the transmission mechanism of impact of import price fluctuations of infant milk powder on the price of domestic infant milk powder was analyzed. The results showed that, during the study period, there was a long stable co-integration relationship between the price of imported infant milk powder and the price of domestic infant milk powder, and the price transmission was asymmetric, and moreover, impacts of the import price fluctuation of infant milk powder on the price of domestic infant milk powder was gradually strengthened.Finally, some suggestions were put forward to maintain the price stability of infant milk powder market in China.
引文
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[2]刘导波,严玉珊.基于多视角的我国农产品价格波动分析[J]求索,2016(07):86-89.
[3]刘亚钊,刘芳.我国生鲜乳价格波动规律研究---基于B-N数据分解的分析[J].中国畜牧杂志,2017,53(04):131-135.
[4]何向育,何忠伟,刘芳,等.中新自贸区对中国生鲜乳价格波动的传导机制研究[J].中国畜牧杂志,2017,53(08):124-130.
[5]白燕飞,刘芳,何忠伟.液态奶价格国际传导机制研究[J].中国奶牛,2015(06):43-48.
[6]刘亚钊,刘芳,蒋年华.我国生鲜乳市场价格传导机制研究[J].中国畜牧杂志,2018,54(11):140-146.
[7]何忠伟,王琛,刘芳.我国生猪产业产销间价格传导机制研究---基于VAR模型的实证分析[J].农业技术经济,2012(08):38-45.
[8]周向阳,张洪宇,沈辰,等.基于价格波动视角的中国粮食供需分析与展望[J].农业展望,2018(6):21-28.
[9]林学贵.国内外市场食糖价格波动的非对称溢出及风险管理策略[J].农业展望,2018(8):19-24,28.