本文關(guān)鍵詞：中國大豆產(chǎn)業(yè)鏈價格傳導機制研究　出處：《北京林業(yè)大學》2016年碩士論文　論文類型：學位論文

  更多相關(guān)文章： 國產(chǎn)大豆 價格傳導 趨勢分解 VAR模型 脈沖響應(yīng)分析

【摘要】：農(nóng)業(yè)是社會生產(chǎn)和自然經(jīng)濟的基礎(chǔ)。農(nóng)業(yè)生產(chǎn)周期長,生產(chǎn)與銷售存在時間和空間分割的特性,所以農(nóng)產(chǎn)品的價格對其生產(chǎn)調(diào)節(jié)存在滯后性,從而導致農(nóng)業(yè)生產(chǎn)有波動性特征。農(nóng)產(chǎn)品生產(chǎn)的波動性特征會帶來價格上的波動,農(nóng)產(chǎn)品價格大幅下降會影響到農(nóng)民的收入以及種植的積極性,進而會改變其生產(chǎn)決策并影響到糧食安全；而農(nóng)產(chǎn)品價格大幅上漲,又會嚴重影響人民生活水平,影響到社會經(jīng)濟的穩(wěn)定發(fā)展。大豆在我國糧食領(lǐng)域中有著獨特的地位,自2006年以來國產(chǎn)大豆數(shù)量一直不斷波動,并呈現(xiàn)下降趨勢,并且進口大豆數(shù)量從2006年不到3000萬噸直升至2014年將近7000萬噸。與此同時,大豆的價格也呈現(xiàn)出大幅度的波動狀況。該文在研究中具體區(qū)分了國產(chǎn)與進口兩個方面,綜合驗證了學術(shù)界的進口大豆低價沖擊和競爭作物比價影響的兩種觀點。該文基于農(nóng)業(yè)部的價格監(jiān)測數(shù)據(jù),對大豆產(chǎn)業(yè)鏈進行詳細的分析。主要內(nèi)容包括：(1)采用季節(jié)調(diào)整及H-P濾波法對我國大豆產(chǎn)業(yè)鏈上價格波動狀況進行描述性分析,分解價格變動的趨勢；(2)采用格蘭杰因果檢驗分析各趨勢中大豆產(chǎn)業(yè)中價格主導的關(guān)鍵地區(qū),并分析區(qū)域間的重要性變化；(3)基于趨勢及主導地區(qū)的結(jié)論,建立VAR模型,采用脈沖響應(yīng)分析及方差分解方法分析大豆產(chǎn)業(yè)鏈上的價格傳導機制；(4)基于最新趨勢下國產(chǎn)大豆的價格狀況,詳細分析國產(chǎn)大豆縱向產(chǎn)業(yè)鏈的價格波動機制,找出轉(zhuǎn)變的原因。得出主要結(jié)論：(1)大豆支持政策有效減小國產(chǎn)大豆價格波動；(2)國產(chǎn)大豆壓榨產(chǎn)業(yè)主導地區(qū)由黑龍江轉(zhuǎn)向遼寧,進口大豆壓榨產(chǎn)業(yè)主導地區(qū)由江蘇轉(zhuǎn)向山東。黑龍江是國產(chǎn)大豆定價的主導地區(qū)；(3)進口大豆豆油主導豆油產(chǎn)業(yè)價格,根據(jù)近期趨勢時段的需求變化,大豆壓榨產(chǎn)業(yè)鏈的價格引導產(chǎn)品由豆粕轉(zhuǎn)變?yōu)槎褂?并且國產(chǎn)大豆脫離了大豆壓榨產(chǎn)業(yè)的定價關(guān)系；(4)國產(chǎn)大豆的食用需求遠大于壓榨需求,食用市場價格傳導為成本推動型,呈現(xiàn)明顯的非對稱性傳導。據(jù)此提出以下建議：(1)加強農(nóng)產(chǎn)品價格監(jiān)測,及時引導生產(chǎn)預(yù)期；(2)及時組織有針對性的市場干預(yù)手段；(3)提高種植業(yè)規(guī)�；潭�,提升議價能力；(4)有效區(qū)分不同市場,有針對性解決不同市場的需求問題。
[Abstract]:Agriculture is the foundation of social production and natural economy. Agricultural production has a long period of time and space division between production and sales, so the price of agricultural products has a lag to its production regulation. As a result, agricultural production has the characteristics of volatility. The volatility of agricultural production will bring fluctuations in prices, agricultural product prices will significantly reduce the income of farmers and the enthusiasm of planting. In turn, it will change its production decisions and affect food security; However, the price of agricultural products will greatly increase, which will seriously affect the standard of living of the people and the stable development of social economy. Soybean has a unique position in the field of grain in our country. Since 2006, the number of domestic soybean has been fluctuating and showing a downward trend. And imports of soybeans rose from less than 30 million tons in 2006 to nearly 70 million tons in 2014. The price of soybean also showed a large fluctuation. In this study, the two aspects of domestic and import were specifically distinguished. Based on the price monitoring data of the Ministry of Agriculture, two viewpoints on the impact of the low price impact of imported soybean and the competitive crop price are verified in this paper. The main contents of this paper are as follows: (1) using seasonal adjustment and H-P filtering method to analyze the price fluctuation in soybean industry chain in China, and to decompose the trend of price change. (2) Granger causality test was used to analyze the key regions of soybean industry price leading in each trend, and to analyze the change of regional importance; (3) based on the conclusion of trend and dominant region, the VAR model was established, and the price conduction mechanism in soybean industry chain was analyzed by impulse response analysis and variance decomposition method. (4) based on the latest trend of domestic soybean price situation, the price fluctuation mechanism of domestic soybean vertical industrial chain is analyzed in detail. The main conclusion is: 1) Soybean support policy can effectively reduce the fluctuation of domestic soybean price; (2) the leading area of domestic soybean press industry changed from Heilongjiang to Liaoning, and the leading area of import soybean press industry changed from Jiangsu to Shandong. Heilongjiang is the leading region of domestic soybean pricing; Import soybean oil dominates the price of soybean oil industry. According to the change of demand in the recent trend period, the price of soybean squeezing industry chain changes from soybean meal to soybean oil. And domestic soybean is divorced from the pricing relationship of soybean crushing industry; 4) the edible demand of domestic soybean is much larger than the demand of squeezing, and the price conduction of food market is cost driven, showing obvious asymmetric conduction. Accordingly, the following suggestions are put forward: 1) strengthening the price monitoring of agricultural products. Timely guide production expectations; 2) timely organization of targeted means of market intervention; (3) to improve the scale and bargaining power of planting industry; 4) effectively distinguish different markets and solve the demand problems in different markets.
【學位授予單位】：北京林業(yè)大學
【學位級別】：碩士
【學位授予年份】：2016
【分類號】：F323.7

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