基于产业链视角的我国粮食价格纵向传递效应研究

发布时间：2018-03-24 04:32

本文选题：产业链　切入点：粮食价格　出处：《南京财经大学》2015年硕士论文

【摘要】：改革开放以来,我国粮食流通体制经历了从“统购统销”到“双轨制”,再到粮食购销市场化的完全放开多个阶段,我国粮食市场化改革的脚步一直没有停歇。2014年,中央一号文件中明确提出, “坚持市场定价原则,探索推进农产品价格形成机制与政府补贴脱钩的改革,逐步建立农产品目标价格制度。”拟用目标价格补贴取代先前的最低收购价,并已对新疆的棉花、东北和内蒙古的大豆展开试验,这标志着以粮食价格为核心的新一轮粮食市场化改革即将启动。由于处于市场化改革初期,价格机制尚未完善,频繁的粮食价格波动一直牵动着改革者的神经。摸清粮食价格传递效应,对了解粮食市场运行规律,解决好粮食价格波动引起的市场混乱问题,协调农户和企业利益,增强政府干预的针对性和有效性和解决我国“三农”问题具有重大的理论和现实意义。本文首先归纳分析前人关于价格传递和农产品价格传递相关研究,构建了本文的分析框架,以产业链为视角,选取农资价格指数、原粮价格指数、成品粮或粮食制品价格指数作为产业链的产前、产中、产后环节代表性数据,通过图表、相关性检验以及CV变异系数,分析了我国粮食产业链纵向传递现状,并发现粮食产业链中存在不对称传递现象。接着通过Johansen协整检验,发现长期内,除大豆外各种粮食产业链各环节存在长期协整关系。又通过格兰杰因果检验发现,长期内,中游环节原粮价格均单向向产前环节农资价格传递,而部分品种粮食下产后环节成品粮或粮食成品单向向原粮环节传递,各环节两两之间均存在不对称传递现象。然后通过建立误差修正模型得出各粮食产业链误差修正系数,发现不同粮食品种短期内受到外部冲击,回复到原有协整关系速度不同。又通过方差分解,发现了短期内,农资价格对产中及产后环节产品价格影响有限,而原粮价格对产后环节成品粮价格或粮食制品价格影响较大,短期内也存在价格不对称传递现象。最后根据实证研究结果,发现从市场结构、政府干预和供需结构失衡均能很好解释长期内和短期内我国粮食价格纵向传递所显现出的不对称传递现象。基于以上研究结果,提出产业链视角完善现有粮食价格调控机制、建立高效完善的粮食价格应急机制和加强粮食产业链各环节有效连接的政策建议,促使我国粮食价格波动和传递更规律、平稳,加快粮食价格市场化改革进程。
[Abstract]:Since the reform and opening up, China's grain circulation system has experienced many stages from "unified purchase and marketing" to "two-track system", and then to the complete liberalization of grain purchase and marketing marketization. The pace of China's grain marketization reform has not stopped. In 2014, The document No. 1 of the Central Committee clearly stated that "adhere to the principle of market pricing and explore the reform of decoupling agricultural product prices from government subsidies," To gradually establish a target price system for agricultural products. "We intend to replace the previous minimum purchase prices with target price subsidies, and have already conducted experiments on cotton in Xinjiang, soybeans in Northeast China and Inner Mongolia," he said. This indicates that a new round of grain marketization reform with grain prices as the core is about to start. Since it is in the early stage of market-oriented reform, the price mechanism is not yet perfect. Frequent fluctuations in grain prices have always affected the reformers' nerves. To understand the effect of grain price transmission, to understand the rules of grain market operation, to solve the market confusion caused by grain price fluctuations, and to coordinate the interests of farmers and enterprises, It is of great theoretical and practical significance to strengthen the pertinence and effectiveness of government intervention and to solve the problem of agriculture, rural areas and farmers in China. This paper constructs the analysis frame of this paper, takes the industrial chain as the angle of view, selects the agricultural material price index, the original grain price index, the finished product grain or the grain product price index as the industry chain prenatal, the production, the postnatal link representative data, through the chart, The correlation test and CV coefficient of variation are used to analyze the present situation of vertical transmission of grain industry chain in China, and it is found that asymmetric transmission exists in the chain of grain industry. Then, through Johansen cointegration test, we find that in the long run, With the exception of soybean, there is a long-term cointegration relationship among all links in the grain industry chain. Through Granger causality test, it is found that, in the long run, the prices of raw grain in the middle reaches of the chain are all transferred one-way to the prices of agricultural materials in the antenatal link. However, under some varieties of grain, the transmission of finished grain or finished grain products to the original grain link is unidirectional, and there is an asymmetric transmission phenomenon between each link, and then the error correction coefficient of each grain industry chain is obtained by establishing an error correction model. It is found that different grain varieties are subjected to external shocks in the short term and return to the original cointegration relationship at different speeds. Through variance decomposition, it is found that, in the short term, the price of agricultural materials has a limited impact on the prices of products in the middle and postnatal sectors. However, the price of raw grain has a great influence on the price of finished grain or grain products, and there is a phenomenon of asymmetric transmission of price in the short term. Finally, according to the results of empirical research, it is found that, Both the government intervention and the imbalance of supply and demand structure can explain the asymmetric transmission phenomenon of the vertical transmission of grain price in the long and short term. Based on the above research results, this paper puts forward the view of industrial chain to perfect the existing grain price regulation mechanism. The establishment of an efficient and perfect emergency mechanism for grain prices and the policy suggestions of strengthening the effective connection of various links in the grain industry chain will promote the fluctuation and transmission of grain prices in China more regularly and steadily and speed up the process of market-oriented reform of grain prices.
【学位授予单位】：南京财经大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F326.11

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