本文關(guān)鍵詞： 農(nóng)產(chǎn)品生產(chǎn)價(jià)格 CPI PPI SVAR模型 面板　出處：《西南財(cái)經(jīng)大學(xué)》2014年碩士論文　論文類(lèi)型：學(xué)位論文

【摘要】：自2010年開(kāi)始,我們先迎來(lái)了“蒜你狠”、“豆你玩”,然后又有“姜你軍”、“油他去”、“向錢(qián)蔥”,近期又出現(xiàn)了“錢(qián)滾番”,近年來(lái)由于一些農(nóng)產(chǎn)品價(jià)格輪番暴漲暴跌的新聞的不絕于耳以及日常生活中許多食用農(nóng)產(chǎn)品價(jià)格都有明顯地上漲,在今年兩會(huì)前夕,人民網(wǎng)和人民日?qǐng)?bào)政治文化部關(guān)于"2013年最受關(guān)注的十大熱點(diǎn)問(wèn)題調(diào)查”的聯(lián)合調(diào)查中,75%的網(wǎng)民認(rèn)為食品價(jià)格的上漲對(duì)居民生活的影響最大,而食品分類(lèi)中的大部分原料都來(lái)源于農(nóng)產(chǎn)品,故農(nóng)產(chǎn)品價(jià)格的波動(dòng)對(duì)物價(jià)水平的影響也應(yīng)當(dāng)是值得關(guān)注的。 “物價(jià)總水平穩(wěn)定”一直是政府宏觀調(diào)控的基本目標(biāo)之一,因?yàn)槲飪r(jià)總水平的波動(dòng)會(huì)影響到一個(gè)國(guó)家整體經(jīng)濟(jì)運(yùn)行過(guò)程中的諸多環(huán)節(jié)。而自2003年以來(lái),我國(guó)物價(jià)水平經(jīng)歷了三次大幅度的上漲,每一次的物價(jià)上漲都與農(nóng)產(chǎn)品價(jià)格的波動(dòng)有密切的聯(lián)系。在此背景下,已有不少學(xué)者對(duì)農(nóng)產(chǎn)品價(jià)格與物價(jià)水平之間的關(guān)系進(jìn)行了研究,但以往學(xué)者對(duì)于我國(guó)農(nóng)產(chǎn)品價(jià)格波動(dòng)和物價(jià)水平波動(dòng)之間關(guān)系的研究主要都是從二者互動(dòng)的因果關(guān)系上進(jìn)行考察,即研究主要是農(nóng)產(chǎn)品價(jià)格波動(dòng)引起物價(jià)水平的波動(dòng),還是物價(jià)水平的波動(dòng)引起的農(nóng)產(chǎn)品價(jià)格的波動(dòng),這些分析并沒(méi)有深入,而由于不同學(xué)者在研究中所選用的數(shù)據(jù)、處理方式和方法的不同,得出的結(jié)論也各不相同,且這些研究都是針對(duì)全國(guó)整體情況而言,并未考慮到各個(gè)省份之間的差異；其次,大部分學(xué)者的研究方法集中于理論闡述、線性回歸(傳統(tǒng)計(jì)量模型)、向量自回歸或誤差修正模型、格蘭杰因果檢驗(yàn)。由于理論闡述多運(yùn)用描述性統(tǒng)計(jì)進(jìn)行定性分析,而不探究變量間的實(shí)際數(shù)量關(guān)系；線性回歸需嚴(yán)格設(shè)定內(nèi)生變量和外生變量且自變量之間不存在自相關(guān)和線性關(guān)系,而上述許多學(xué)者的研究說(shuō)明了農(nóng)產(chǎn)品價(jià)格與物價(jià)水平之間是具有相互影響的；而VAR和VEC模型并沒(méi)有考慮變量間的當(dāng)期影響；格蘭杰因果檢驗(yàn)的結(jié)果受樣本容量的影響較大,對(duì)特定的信息集,在季度數(shù)據(jù)的情況下不存在因果性,但同樣的變量選用月度數(shù)據(jù)時(shí)有明顯的因果性,故許多已有研究在研究方法上也有一定的局限性。 在總結(jié)前人研究的基礎(chǔ)上,本文通過(guò)理論闡述、描述性統(tǒng)計(jì)分析和實(shí)證分析的方法,層層深入地探究了我國(guó)農(nóng)產(chǎn)品價(jià)格波動(dòng)對(duì)物價(jià)水平的影響。 本文首先在理論上從物價(jià)水平的核算范圍入手,闡述了農(nóng)產(chǎn)品生產(chǎn)價(jià)格與物價(jià)水平之間的相關(guān)關(guān)系,認(rèn)為農(nóng)產(chǎn)品生產(chǎn)價(jià)格處于工業(yè)生產(chǎn)者出廠價(jià)格和居民消費(fèi)價(jià)格的上游,農(nóng)產(chǎn)品價(jià)格的波動(dòng)會(huì)通過(guò)“原材料——工業(yè)品——消費(fèi)品”的途徑傳導(dǎo)至工業(yè)生產(chǎn)者出廠價(jià)格和居民消費(fèi)價(jià)格,而工業(yè)生產(chǎn)者出廠價(jià)格和居民消費(fèi)價(jià)格的波動(dòng)又會(huì)通過(guò)影響農(nóng)業(yè)生產(chǎn)資料的價(jià)格反向影響農(nóng)產(chǎn)品生產(chǎn)價(jià)格； 其次,以描述性統(tǒng)計(jì)分析描述和對(duì)比了2002年以來(lái)我國(guó)農(nóng)產(chǎn)品價(jià)格波動(dòng)和物價(jià)水平波動(dòng)的走勢(shì)的關(guān)聯(lián)性,發(fā)現(xiàn)PPI、CPI這兩個(gè)衡量我國(guó)物價(jià)水平的指標(biāo)的走勢(shì)是一致的,均在相同的時(shí)期經(jīng)歷了三次大幅度的漲跌,并對(duì)這三次物價(jià)大幅波動(dòng)的原因進(jìn)行了解釋?zhuān)?第三,本文選取了2002年一季度至2013年四季度農(nóng)產(chǎn)品生產(chǎn)價(jià)格指數(shù)與工業(yè)生產(chǎn)者出廠價(jià)格指數(shù)、居民消費(fèi)價(jià)格指數(shù)的季度數(shù)據(jù),通過(guò)構(gòu)建結(jié)構(gòu)向量自回歸模型,對(duì)我國(guó)農(nóng)產(chǎn)品生產(chǎn)價(jià)格指數(shù)與工業(yè)生產(chǎn)者出廠價(jià)格指數(shù)、居民消費(fèi)價(jià)格指數(shù)之間的相互影響機(jī)制進(jìn)行了實(shí)證研究,在得出了農(nóng)產(chǎn)品價(jià)格波動(dòng)對(duì)物價(jià)水平有顯著影響的基礎(chǔ)上,選取了我國(guó)30個(gè)省、市、自治區(qū)(西藏和港澳臺(tái)除外,西藏未統(tǒng)計(jì)農(nóng)產(chǎn)品生產(chǎn)價(jià)格指數(shù))從2004年一季度至2013年四季度的農(nóng)產(chǎn)品生產(chǎn)價(jià)格指數(shù)和居民消費(fèi)價(jià)格指數(shù)的環(huán)比數(shù)據(jù),建立個(gè)體時(shí)點(diǎn)固定效應(yīng)變系數(shù)面板模型深入探究我國(guó)農(nóng)產(chǎn)品生產(chǎn)價(jià)格影響居民消費(fèi)價(jià)格是否具有明顯省間差異。 第四,本文通過(guò)對(duì)農(nóng)產(chǎn)品價(jià)格波動(dòng)影響物價(jià)水平的實(shí)證研究,得出的結(jié)論為： 1、通過(guò)對(duì)2002年～2013年的農(nóng)產(chǎn)品生產(chǎn)價(jià)格和PPI、CPI的季度數(shù)據(jù)進(jìn)行實(shí)證分析,可得出我國(guó)農(nóng)產(chǎn)品生產(chǎn)價(jià)格的波動(dòng)對(duì)PPI和CPI有顯著的影響,PPI和CPI的波動(dòng)主要是受農(nóng)產(chǎn)品生產(chǎn)價(jià)格波動(dòng)的影響,農(nóng)產(chǎn)品生產(chǎn)價(jià)格的波動(dòng)對(duì)PPI影響的時(shí)滯為兩個(gè)季度、對(duì)CPI影響的時(shí)滯為一個(gè)季度。說(shuō)明農(nóng)產(chǎn)品生產(chǎn)水平波動(dòng)對(duì)我國(guó)物價(jià)水平的影響效應(yīng)是短期的,這與羅永泰、李津的研究結(jié)論有相似之處。而反過(guò)來(lái),我國(guó)PPI和CPI對(duì)農(nóng)產(chǎn)品生產(chǎn)價(jià)格的影響都具有兩個(gè)季度的滯后期,但它們對(duì)農(nóng)產(chǎn)品生產(chǎn)價(jià)格波動(dòng)的影響并不顯著,農(nóng)產(chǎn)品生產(chǎn)價(jià)格的波動(dòng)主要受其它因素的影響。 2、本文在實(shí)證中發(fā)現(xiàn)我國(guó)PPI與CPI間相互的傳導(dǎo)效應(yīng)不明顯且在滯后期內(nèi)也不明顯,這與桂文林、劉敏、劉云中等學(xué)者認(rèn)為我國(guó)PPI對(duì)CPI有顯著影響的結(jié)論有出入,支持了王學(xué)慶認(rèn)為PPI與CPI的波動(dòng)并無(wú)必然聯(lián)系的觀點(diǎn)。說(shuō)明了農(nóng)產(chǎn)品經(jīng)過(guò)加工成工業(yè)品后的價(jià)格波動(dòng)對(duì)CPI的影響不大,農(nóng)產(chǎn)品生產(chǎn)價(jià)格對(duì)CPI的影響主要是直接影響。 3、本文通過(guò)對(duì)2004年～2013年的我國(guó)30個(gè)省市的農(nóng)產(chǎn)品生產(chǎn)價(jià)格和CPI的季度數(shù)據(jù)進(jìn)行實(shí)證分析,發(fā)現(xiàn)CPI以及農(nóng)產(chǎn)品生產(chǎn)價(jià)格對(duì)CPI的影響具有省際間的差異。首先,我國(guó)東部地區(qū)各省市的物價(jià)水平波動(dòng)程度普遍較小,而中西部地區(qū)各省市的物價(jià)水平波動(dòng)較大。對(duì)于不同的省份,其省內(nèi)農(nóng)產(chǎn)品生產(chǎn)價(jià)格的波動(dòng)對(duì)本省CPI的影響程度不同。相比之下,西部地區(qū)各省農(nóng)產(chǎn)品生產(chǎn)價(jià)格對(duì)CPI的拉動(dòng)作用更大,而對(duì)于農(nóng)產(chǎn)品流通性較強(qiáng)(包含流入和流出)的省份,省內(nèi)農(nóng)產(chǎn)品生產(chǎn)價(jià)格對(duì)CPI的拉動(dòng)作用并不明顯。 第五,根據(jù)上述結(jié)論,本文提出如下政策建議： 1、由于農(nóng)產(chǎn)品生產(chǎn)價(jià)格對(duì)物價(jià)水平的影響是短期的,農(nóng)產(chǎn)品價(jià)格上漲不會(huì)引起物價(jià)水平的持續(xù)上漲而導(dǎo)致通貨膨脹,且農(nóng)產(chǎn)品生產(chǎn)價(jià)格一定程度上代表的是農(nóng)民的收入,故應(yīng)保護(hù)農(nóng)產(chǎn)品價(jià)格,允許農(nóng)產(chǎn)品價(jià)格的合理上漲,增加農(nóng)民收入。且自我國(guó)實(shí)行市場(chǎng)經(jīng)濟(jì)體制以來(lái),我國(guó)農(nóng)產(chǎn)品價(jià)格長(zhǎng)期在低位的狀態(tài)下運(yùn)行,隨著我國(guó)市場(chǎng)經(jīng)濟(jì)體制的逐步完善,農(nóng)產(chǎn)品價(jià)格的上漲有一定的合理性,是價(jià)值規(guī)律的體現(xiàn),盲目打壓農(nóng)產(chǎn)品會(huì)打消農(nóng)戶(hù)生產(chǎn)的積極性,促使農(nóng)民放棄農(nóng)業(yè)生產(chǎn),外出打工,最終會(huì)使農(nóng)產(chǎn)品產(chǎn)量下降,供不應(yīng)求,最終又會(huì)引起農(nóng)產(chǎn)品價(jià)格的上漲。保護(hù)農(nóng)產(chǎn)品價(jià)格,應(yīng)加大支農(nóng)強(qiáng)農(nóng)惠農(nóng)力度,完善惠農(nóng)補(bǔ)貼政策和辦法,增加補(bǔ)貼規(guī)模并擴(kuò)大補(bǔ)貼范圍,繼續(xù)將農(nóng)產(chǎn)品項(xiàng)目納入補(bǔ)貼范圍,繼續(xù)增加轉(zhuǎn)移效率相對(duì)較高的農(nóng)業(yè)補(bǔ)貼項(xiàng)目,提高農(nóng)民生產(chǎn)的積極性,保證市場(chǎng)上農(nóng)產(chǎn)品供給平衡。 2、雖然農(nóng)產(chǎn)品價(jià)格對(duì)物價(jià)水平影響的期限較短,但是農(nóng)產(chǎn)品價(jià)格的波動(dòng)能在短期內(nèi)引起物價(jià)水平較大的波動(dòng),故應(yīng)保持農(nóng)產(chǎn)品價(jià)格的穩(wěn)定,防止、打擊游資對(duì)農(nóng)產(chǎn)品價(jià)格進(jìn)行炒作。應(yīng)建立和完善農(nóng)產(chǎn)品價(jià)格預(yù)警系統(tǒng)和有效的價(jià)格調(diào)控體系,加強(qiáng)對(duì)農(nóng)產(chǎn)品價(jià)格的檢測(cè)和管理,對(duì)于不同的時(shí)期、不同的地域、不同的農(nóng)產(chǎn)品價(jià)格的波動(dòng)的影響因素是不同的,當(dāng)農(nóng)產(chǎn)品價(jià)格出現(xiàn)異常波動(dòng)跡象時(shí),應(yīng)及時(shí)發(fā)現(xiàn)并對(duì)其進(jìn)行監(jiān)管和調(diào)控；同時(shí)應(yīng)建立和完善農(nóng)產(chǎn)品價(jià)格信息公共平臺(tái)(由于我國(guó)不少農(nóng)民文化水平不高,所以?xún)H僅是建立農(nóng)產(chǎn)品價(jià)格信息的網(wǎng)絡(luò)公共平臺(tái)不會(huì)達(dá)到理想中的效果,還應(yīng)通過(guò)例如電視等其他傳播媒介來(lái)進(jìn)行信息、公開(kāi)),使農(nóng)產(chǎn)品的生產(chǎn)者和消費(fèi)者都能對(duì)當(dāng)前農(nóng)產(chǎn)品價(jià)格的信息有一定了解；其次,應(yīng)對(duì)農(nóng)產(chǎn)品產(chǎn)銷(xiāo)差價(jià)、不正當(dāng)經(jīng)營(yíng)、農(nóng)業(yè)保險(xiǎn)制定相關(guān)的法律,逐步改善農(nóng)產(chǎn)品價(jià)格上漲卻與農(nóng)民收入增加無(wú)關(guān)以及自然災(zāi)害對(duì)農(nóng)民收入影響過(guò)大的現(xiàn)狀。 3、加強(qiáng)對(duì)通脹預(yù)期的管理,防止農(nóng)產(chǎn)品價(jià)格的螺旋式上漲。當(dāng)農(nóng)產(chǎn)品價(jià)格上漲時(shí),相關(guān)部門(mén)應(yīng)及時(shí)做出合理解釋,當(dāng)消費(fèi)者和生產(chǎn)者產(chǎn)生“物價(jià)水平即將全面上漲”的念頭時(shí)其應(yīng)對(duì)預(yù)期的行為又會(huì)導(dǎo)致物價(jià)水平的進(jìn)一步上漲,相關(guān)部門(mén)應(yīng)努力減少生產(chǎn)者和消費(fèi)者的通脹預(yù)期。 4、建立和完善農(nóng)產(chǎn)品市場(chǎng)流通體系,通過(guò)加強(qiáng)農(nóng)產(chǎn)品的在省與省之間的流通,來(lái)減小農(nóng)產(chǎn)品價(jià)格波動(dòng)對(duì)物價(jià)水平的影響程度。鼓勵(lì)各省建立本地特色農(nóng)產(chǎn)品品牌,打造特色農(nóng)產(chǎn)品的比較優(yōu)勢(shì),擴(kuò)大對(duì)外銷(xiāo)售途徑,加強(qiáng)與其他省的銷(xiāo)售互動(dòng)；在交通方便處建立一個(gè)能使農(nóng)產(chǎn)品流通更有效的穩(wěn)定的農(nóng)產(chǎn)品交易市場(chǎng),降低交易信息獲取成本以擴(kuò)大農(nóng)產(chǎn)品交易規(guī)模,如各省可通過(guò)建立省級(jí)大型的農(nóng)產(chǎn)品批發(fā)交易市場(chǎng),或引導(dǎo)農(nóng)產(chǎn)品物流市場(chǎng)向農(nóng)產(chǎn)品主要集散地、消費(fèi)地和中轉(zhuǎn)地集中,引導(dǎo)農(nóng)產(chǎn)品批發(fā)市場(chǎng)從小城鎮(zhèn)向中心城市轉(zhuǎn)移；加強(qiáng)各省間農(nóng)產(chǎn)品物聯(lián)網(wǎng)的建設(shè),推進(jìn)建立農(nóng)產(chǎn)品的區(qū)域合作項(xiàng)目,通過(guò)跨省建立農(nóng)產(chǎn)品生產(chǎn)基地,打破農(nóng)產(chǎn)品流通中間環(huán)節(jié)的流通成本價(jià)格過(guò)高的限制,疏通農(nóng)產(chǎn)品物流環(huán)節(jié),促進(jìn)農(nóng)產(chǎn)品的跨省流通。
[Abstract]:In recent years , 75 percent of the people in the People ' s Network and the People ' s Daily reported on the impact of rising food prices on the lives of residents , and most of the raw materials in food classification came from agricultural products , and the impact of the fluctuation in prices of agricultural products on price levels should also be of concern . Microsoft.TeamFoundation . Modeling.dll This paper studies the relationship between price fluctuation of agricultural products and price level of agricultural products . On the basis of summarizing the previous studies , this paper , through theoretical exposition , descriptive statistics analysis and empirical analysis , explores the effect of price fluctuation of agricultural products on price level in depth . Firstly , this paper starts with the calculation scope of price level in theory , and expounds the relationship between the price and price level of agricultural products . The fluctuation of farm produce price will be conducted to the factory price and consumer price of industrial producers through the way of " raw material _ industrial products _ consumer goods " , while the fluctuation of the factory price and the consumer price of the industrial producers will affect the production price of agricultural products in the reverse way through the influence of the price of agricultural production data ; Secondly , the relationship between price fluctuation and price fluctuation of agricultural products in China since 2002 is described and compared with descriptive statistical analysis . It is found that both the PPI and CPI are consistent with the trend of price level fluctuation . Third , this paper selects the quarterly data of agricultural product price index and industrial producer price index and resident consumption price index from the first quarter of 2002 to the fourth quarter of 2013 . By constructing the self - regression model of the structure vector , this paper has selected 30 provinces , cities , autonomous regions ( Tibet and Hong Kong and Macao ) in China , and has selected 30 provinces , cities , autonomous regions ( Tibet and Hong Kong , Macao and Macao , Tibet uncounted agricultural products production price index ) from the first quarter of 2004 to the fourth quarter of 2013 . Fourthly , through the empirical research on the price fluctuation of agricultural products , the conclusion is as follows : 1 . Through an empirical analysis of the production price of agricultural products and the quarterly data of PPI and CPI in 2002 - 2013 , it can be concluded that the fluctuation of the production price of agricultural products has a significant impact on PPI and CPI . The effect of fluctuation of PPI and CPI on the price of agricultural products is short - term , which is similar to that of Luo Yongtai and Li Tianjin . 2 . In this paper , it is found that the mutual conduction effect between PPI and CPI in China is not obvious and it is not obvious during the lag period , which is related to the conclusion that China ' s PPI has a significant impact on CPI , and it supports Wang ' s view that the fluctuation of PPI and CPI is not necessarily related . The effect of price fluctuation on CPI after processing into industrial products is not big , and the effect of agricultural production price on CPI is mainly direct effect . 3 . Based on the empirical analysis of the prices of agricultural products and the quarterly data of CPI in 30 provinces and cities in China from 2004 to 2013 , it is found that CPI and agricultural produce price have a different impact on CPI . First , the fluctuation of prices of agricultural products in the eastern part of China is relatively small . In contrast , the prices of agricultural products in the western regions are much more affected by CPI . In contrast , the production price of agricultural products in the western provinces is greater than that of CPI . In the provinces where the flow of agricultural products is strong ( including inflow and outflow ) , the production price of agricultural products is not obvious to CPI . Fifthly , based on the above conclusions , the following policy recommendations are proposed : 1 . Because of the short - term effect of agricultural production price on price level , the price of agricultural products will not cause inflation because of the rising prices of agricultural products . 2 . Although the price of agricultural products affects the price level , the fluctuation of farm produce price can cause the fluctuation of price level in the short term . Therefore , it is necessary to establish and perfect the agricultural product price early warning system and the effective price control system , so as to strengthen the supervision and regulation of the price of agricultural products . At the same time , it is necessary to establish and perfect the public platform for price information of agricultural products . 3 . Strengthen the management of inflation expectations and prevent the spiral increase in prices of agricultural products . When prices of agricultural products are rising , the relevant departments should make reasonable explanations in time . When consumers and producers generate the idea of " rising prices " , the expected behavior will lead to further rise in price levels , and the relevant departments should strive to reduce the inflation expectations of producers and consumers . 4 . To establish and perfect the market circulation system of agricultural products , to reduce the effect of agricultural product price fluctuation on the price level by strengthening the circulation of agricultural products in the province and the province .

【學(xué)位授予單位】：西南財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類(lèi)號(hào)】：F726;F224;F323.7

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 白雪梅;吳德q，

本文編號(hào)：1513123