时空视角下蔬菜市场价格非对称传导机制及原因研究

The price of vegetables is related to the increase of farmers' income and the life stress of urban and rural residents, which has an important influence on the running of society and economy. In recent years, the asymmetric transmission of vegetables' market price in China had attracted wide attention from scholars. The project would select 5 kinds of common vegetables including cucumber, tomato, cabbage, potato and garlic, take Beijing as sales market, and clarify the dynamic changes of vegetable circulation from the perspective of temporal and spatial. It would use threshold co-integration method and vector error correction model to analyze long relationship and conduction path of the asymmetrical transmission of vegetable prices between regions and levels from the perspective of temporal and spatial. A asymmetric price transmission model would be built which considering the spatial and temporal characteristics based on threshold vector error correction model. Using the model we would clear that in which links asymmetric price transmission happened, find the mechanism, effect, seasonal differences and regional differences of asymmetric price transmission. With the estimated coefficients, the speed and range of asymmetric price transmission would be measured, combined with the investigation and analysis of the supply and demand situation, market structure, and products' perishablity, we would take an empirical analysis for the reasons of asymmetric price transmission. The research conclusion and the analysis model , would enrich the theory and method of price asymmetric transmission.

蔬菜价格事关农民收入增长和城乡居民生活，对经济社会运行有着重要影响。近年来，蔬菜市场波动中出现的价格非对称传导现象，引起了学者的广泛关注。项目选择黄瓜、西红柿、大白菜、马铃薯、大蒜等5种常见蔬菜，以北京作为销地，从时空视角出发，明确蔬菜流通时空动态变化过程；分阶段对流通全过程进行分析。研究将运用门限协整检验、向量误差修正模型等方法，分析区域间与层级间价格非对称传导的长期关系与传导路径。基于门限向量误差修正模型，研建包含时空特性的蔬菜价格非对称传导模型，明确非对称传导的发生环节、效应机制、季节差异以及区域差异。利用模型估计系数，测算非对称传导的速度、幅度等指标，结合对蔬菜供需形势、市场结构、产品易腐性等指标的调研结果，实证分析价格非对称传导的原因。研究的分析结论与模型研建，将进一步丰富充实价格非对称传导的理论研究与方法应用。

蔬菜价格事关农民收入增长和城乡居民生活，对经济社会运行有着重要影响。项目选择黄瓜、西红柿、大蒜、大白菜等常见蔬菜，以北京作为销地，从时空视角出发，明确蔬菜流通时空动态变化过程；分阶段对流通全过程进行分析。运用门限协整检验、ECM模型、偏格兰杰因果关系检验等方法，构建包含时空特性的蔬菜价格非对称传导模型，分析区域间与层级间价格非对称传导的长期关系与传导路径，以明确蔬菜价格非对称传导发生环节、效应机制、季节表现、区域差异等内容。研究深入调研了北京市蔬菜主要来源、上市时间、变换节奏，刻画了北京市蔬菜上市流通特点。以黄瓜为例，运用偏格兰杰因果关系检验，发现蔬菜价格具有复杂的传导关系，多数市场同时表现为价格传导的原因与结果，并由此形成了传导的繁杂网络。利用大蒜2014年1月至2020年5月产地收购、销地批发与零售周度价格，构建门限自回归模型、动量门限自回归模型，发现大蒜各层级价格存在长期均衡关系，北京等部分城市批发价格与产地收购价格表现出非对称传导。非对称传导不仅出现在产地到销地过程中，还出现在销地批发到零售过程中。在分析北京市黄瓜流通季节性的基础上，构建包含季节因子的分布滞后模型，分析发现北京与产地批发价格传导存在着明显的季节差异。研究还从小农户生产、产销分隔、产品属性、城乡区域发展不平衡等角度，讨论了国内蔬菜等农产品价格非对称传导原因，并有针对性提出政策建议。