统计研究 ›› 2022, Vol. 39 ›› Issue (11): 44-58.doi: 10.19343/j.cnki.11–1302/c.2022.11.004

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同期和跨期双重视角下我国农产品价格联动效应研究——基于有向无环图和社会网络分析法

陈明华 岳海珺 郝云飞 刘文斐   

  • 出版日期:2022-11-25 发布日期:2022-11-25

A Study on the Linkage Effect of China՚s Agricultural Product Price from Contemporaneous and Intertemporal Perspectives: Based on Directed Acyclic Graphs and Social Network Analysis

Chen Minghua Yue Haijun Hao Yunfei Liu Wenfei   

  • Online:2022-11-25 Published:2022-11-25

摘要: 探索农产品价格联动规律,对于完善价格调控政策、保障国家粮食安全具有重要意义。本文基于2002年1月至2020年12月我国农产品集贸市场月度价格指数,从同期和跨期双重视角分别采用有向无环图技术和社会网络分析方法考察了我国农产品价格联动效应。研究发现:同期和跨期视角下农产品之间普遍存在价格联动效应,跨期比同期更为显著。在三类农产品价格联动效应中,蔬菜作物处于先导地位。在同期视角下,玉米在粮油作物中发挥“中介”作用,活鸡与猪肉在畜禽产品中处于核心位置,在蔬菜作物中大白菜和西红柿存在价格溢出效应;在跨期视角下,畜禽产品价格联动网络的一体化程度最高,畜禽产品和粮油作物度数中心度和接近中心度均较高。临时收储政策增强了农产品价格同期和跨期联动效应;新冠肺炎疫情背景下,对重要农产品采取适当价格调控加剧了价格同期联动效应,但弱化了跨期联动关系。

关键词: 农产品, 价格联动效应, 有向无环图, 非线性Granger因果, 社会网络分析

Abstract: Exploring the linkage effect of agricultural product prices is of great significance for improving the price control policy and ensuring the national food security. Based on the monthly price index of China?s agricultural products market from January 2002 to December 2020, this paper studies the linkage effect of China?s agricultural products prices from the contemporaneous and intertemporal perspectives using directed acyclic graph and social network analysis respectively. The results are as follows. There is a general price linkage effect of agricultural products from both contemporaneous and intertemporal perspectives, and the intertemporal effect is more significant than the contemporaneous effect. In the linkage effect of three kinds of agricultural products, vegetable crops are in the leading position. From the contemporaneous perspective, corn plays an “intermediary” role in grain and oil crops, chicken and pork are at the core of livestock and poultry products, Chinese cabbage and tomato in vegetable crops have price spillover effect. From the intertemporal perspective, the integration degree of price linkage network of livestock and poultry products is the highest, with high degree centrality and closeness centrality of every product of livestock and poultry, and grain and oil crops. The temporary purchase and storage policy strengthens the contemporaneous and intertemporal linkage effect of agricultural prices. In the context of COVID-19 epidemic, appropriate price regulation of important agricultural products intensifies the contemporaneous price linkage effect, but weakens the intertemporal linkage relationship.

Key words: Agricultural Product, Price Linkage Effect, Directed Acyclic Graphs, Nonlinear Granger Causality, Social Network Analysis