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  本文關(guān)鍵詞：中國(guó)大豆產(chǎn)業(yè)鏈價(jià)格傳導(dǎo)機(jī)制研究　出處：《北京林業(yè)大學(xué)》2016年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 國(guó)產(chǎn)大豆 價(jià)格傳導(dǎo) 趨勢(shì)分解 VAR模型 脈沖響應(yīng)分析

【摘要】：農(nóng)業(yè)是社會(huì)生產(chǎn)和自然經(jīng)濟(jì)的基礎(chǔ)。農(nóng)業(yè)生產(chǎn)周期長(zhǎng),生產(chǎn)與銷售存在時(shí)間和空間分割的特性,所以農(nóng)產(chǎn)品的價(jià)格對(duì)其生產(chǎn)調(diào)節(jié)存在滯后性,從而導(dǎo)致農(nóng)業(yè)生產(chǎn)有波動(dòng)性特征。農(nóng)產(chǎn)品生產(chǎn)的波動(dòng)性特征會(huì)帶來(lái)價(jià)格上的波動(dòng),農(nóng)產(chǎn)品價(jià)格大幅下降會(huì)影響到農(nóng)民的收入以及種植的積極性,進(jìn)而會(huì)改變其生產(chǎn)決策并影響到糧食安全；而農(nóng)產(chǎn)品價(jià)格大幅上漲,又會(huì)嚴(yán)重影響人民生活水平,影響到社會(huì)經(jīng)濟(jì)的穩(wěn)定發(fā)展。大豆在我國(guó)糧食領(lǐng)域中有著獨(dú)特的地位,自2006年以來(lái)國(guó)產(chǎn)大豆數(shù)量一直不斷波動(dòng),并呈現(xiàn)下降趨勢(shì),并且進(jìn)口大豆數(shù)量從2006年不到3000萬(wàn)噸直升至2014年將近7000萬(wàn)噸。與此同時(shí),大豆的價(jià)格也呈現(xiàn)出大幅度的波動(dòng)狀況。該文在研究中具體區(qū)分了國(guó)產(chǎn)與進(jìn)口兩個(gè)方面,綜合驗(yàn)證了學(xué)術(shù)界的進(jìn)口大豆低價(jià)沖擊和競(jìng)爭(zhēng)作物比價(jià)影響的兩種觀點(diǎn)。該文基于農(nóng)業(yè)部的價(jià)格監(jiān)測(cè)數(shù)據(jù),對(duì)大豆產(chǎn)業(yè)鏈進(jìn)行詳細(xì)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(duì)我國(guó)大豆產(chǎn)業(yè)鏈上價(jià)格波動(dòng)狀況進(jìn)行描述性分析,分解價(jià)格變動(dòng)的趨勢(shì)；(2)采用格蘭杰因果檢驗(yàn)分析各趨勢(shì)中大豆產(chǎn)業(yè)中價(jià)格主導(dǎo)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(shì)及主導(dǎo)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(jià)格傳導(dǎo)機(jī)制；(4)基于最新趨勢(shì)下國(guó)產(chǎn)大豆的價(jià)格狀況,詳細(xì)分析國(guó)產(chǎn)大豆縱向產(chǎn)業(yè)鏈的價(jià)格波動(dòng)機(jī)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(guó)產(chǎn)大豆價(jià)格波動(dòng)；(2)國(guó)產(chǎn)大豆壓榨產(chǎn)業(yè)主導(dǎo)地區(qū)由黑龍江轉(zhuǎn)向遼寧,進(jìn)口大豆壓榨產(chǎn)業(yè)主導(dǎo)地區(qū)由江蘇轉(zhuǎn)向山東。黑龍江是國(guó)產(chǎn)大豆定價(jià)的主導(dǎo)地區(qū)；(3)進(jìn)口大豆豆油主導(dǎo)豆油產(chǎn)業(yè)價(jià)格,根據(jù)近期趨勢(shì)時(shí)段的需求變化,大豆壓榨產(chǎn)業(yè)鏈的價(jià)格引導(dǎo)產(chǎn)品由豆粕轉(zhuǎn)變?yōu)槎褂?并且國(guó)產(chǎn)大豆脫離了大豆壓榨產(chǎn)業(yè)的定價(jià)關(guān)系；(4)國(guó)產(chǎn)大豆的食用需求遠(yuǎn)大于壓榨需求,食用市場(chǎng)價(jià)格傳導(dǎo)為成本推動(dòng)型,呈現(xiàn)明顯的非對(duì)稱性傳導(dǎo)。據(jù)此提出以下建議：(1)加強(qiáng)農(nóng)產(chǎn)品價(jià)格監(jiān)測(cè),及時(shí)引導(dǎo)生產(chǎn)預(yù)期；(2)及時(shí)組織有針對(duì)性的市場(chǎng)干預(yù)手段；(3)提高種植業(yè)規(guī)�；�程度,提升議價(jià)能力；(4)有效區(qū)分不同市場(chǎng),有針對(duì)性解決不同市場(chǎng)的需求問(wèn)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(xué)位授予單位】：北京林業(yè)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2016
【分類號(hào)】：F323.7

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