| 蔬菜价格波动的共同影响因子与宏观决定因素 |
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| 引用本文： | 岳瑞雪,谭砚文. 蔬菜价格波动的共同影响因子与宏观决定因素[J]. 华南农业大学学报(社会科学版), 2019, 18(3): 79-91 |
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| 作者姓名： | 岳瑞雪 谭砚文 |
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| 作者单位： | 华南农业大学 经济管理学院,广东广州,510642;华南农业大学 经济管理学院,广东广州510642;华南农业大学广东农村政策研究中心,广东广州510642 |
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| 基金项目： | 国家自然科学基金项目（71373087） |
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| 摘 要： | 蔬菜价格的波动具有广泛的联动效应。为了探明蔬菜价格剧烈波动的共同特征，分别运用均匀间距估计方法、PANIC方法和VAR模型考察了2005年1月至2018年10月中国18种主要蔬菜价格的联动效应、共同影响因子及其宏观决定因素。研究表明：蔬菜价格之间的联动效应主要受一个潜在共同影响因子的驱动，而影响这一共同因子的主要宏观经济因素则是货币流动性过剩。
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| 关 键 词： | 蔬菜价格 价格波动 农产品市场 宏观经济因素 |
| 收稿时间： | 2019-02-17 |
Common Factors and Determinants of Vegetable Price Fluctuation |
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| YUE Rui-xue and TAN Yan-wen. Common Factors and Determinants of Vegetable Price Fluctuation[J]. Journal of South China Agricultural University:Social Science Edition, 2019, 18(3): 79-91 |
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| Authors: | YUE Rui-xue and TAN Yan-wen |
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| Affiliation: | a.College of Economics and Management, South China Agricultural University, and a.College of Economics and Management; b.Guangdong Center for Rural Policy Studies, South China Agricultural University, |
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| Abstract: | The fluctuation of vegetable prices has a wide connected effect. To explore the common features of vegetable prices, we analyzed the monthly data from 2005 to 2018, adopting the approach of Uniform Spacing Estimation, Panel Analysis of Non-stationarity in Idiosyncratic and Common components (PANIC) and VAR model respectively to examine the connected effects, common factors and determinants of 18 vegetable prices in China. The results indicate: the connected effect of vegetable prices is mainly driven by a potential common factor, and the excess liquidity as a macro-economic factor is found to be related to this common factor. |
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| Keywords: | vegetable price price volatility agricultural product market macro-economic factor |
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