基于全产业链视角的我国畜产品垂直价格传导机制非对称性研究

The price of Chinese livestock products has fluctuated frequently and sharply in the recent 10 years. At the same time, the price fluctuation between upstream and downstream products in industry chain has asymmetric character. The sharp price variations and the asymmetry of price fluctuations through product chain can negatively affect the welfare of both producers and consumers, and even lead to social and economic disorders. Thus studying on the asymmetric price transmission of livestock products has an important implication to stable economic development. This study focuses on the pork, chicken, layer and milk sector. According to the definition of price transmission and the vertical conjunction mechanism through livestock products industry chain, the research contents are specified as following: (a) asymmetry of price transmission in both long-run and short-run relationships, (b) price adjusting capacity, (c) price transmission path, and (d) the efficiency and intensity of price transmission. Using a large data set collected by governmental authorities and survey data conducted by authors, the study systematically explores the asymmetry of livestock products price vertical transmission mechanism with several different methods, including Threshold Co-integration tests, Asymmetric Error Correction models, Granger Causality tests, Impulse Response Function, and Asymmetric Non-linear Autoregressive Distributed Lag models. Based on results of this study, scientific guidelines will be provided for governments to further improve livestock products market regulations, and to stabilize livestock products price. With the study, practicable policy recommendations on how to establish reasonable profits allocation mechanism within sectors of industry chains, and realize healthy and sustainable development of livestock sector can also be provided.

近10年我国畜产品价格频繁剧烈波动，且产业链上下游价格波动具有非对称性特征，导致生产者和消费者福利明显受损，社会经济秩序不稳定因素增加，这表明研究畜产品价格传导机制非对称性具有重要的现实意义。本项目以猪、肉鸡、蛋鸡、奶等畜产品为例，依据价格传导内涵和畜产品产业链纵向关联机制确定研究内容，包括价格传导关系、传导路径、传导效率、传导强度以及价格调整能力的非对称性等。研究利用部委固定监测点数据和调查数据，从全产业链视角出发，运用阈值协整检验、非对称误差修正模型、非对称局部调整模型、格兰杰因果关系检验、脉冲响应函数、非对称非线性自回归分布滞后模型等方法，逐步对畜产品纵向价格传导机制非对称性特征及其产生原因进行系统分析。通过上述研究，可以为政府加强和改进畜产品市场调控、稳定畜产品价格合理水平提供更加科学的理论依据；为政府促进产业链各环节形成合理利润分配机制，实现畜牧业健康、持续发展提供可行的政策建议

近10年来我国畜产品价格频繁剧烈波动，产业链上下游价格波动具有非对称性特征，导致生产者和消费者福利明显受损，社会经济秩序不稳定因素增加，这表明研究畜产品价格传导机制非对称性具有重要的现实意义。本项目基于全产业链视角，以养猪业、肉鸡养殖业、蛋鸡养殖业、奶业为例，依据价格传导内涵和畜产品产业链纵向关联机制，采用近20年农业部、发改委等部委固定监测点数据和调查数据，运用门槛自回归模型、动量门槛自回归模型和非对称误差修正模型等研究方法，开展我国畜产品价格纵向传导机制非对称性研究。研究成果为政府加强和改进畜产品市场调控、稳定畜产品价格水平提供了更加合理的决策依据，促进了产业链各环节形成合理利润分配机制，有利于畜牧业健康持续发展。