城市化、城乡收入差距对农产品价格的传递效应——基于协整和向量自回归的实证研究

THE PASS-THROUGH EFFECT OF THE URBANIZATION AND URBAN-RURAL INEQUALITY TO AGRICULTURE PRICES: —AN EMPIRICAL ANALYSIS BASED ON CO-INTEGRATION AND VECTOR AUTOREGRESSIVE

关键词:  城市化 城乡收入差距 农产品价格 VAR模型

Key words:  urbanization  urban-rural inequality  agriculture products price  VAR model

摘要:

该文使用Johansen协整检验和VAR模型考察城市化率与城乡收入差距是否影响我国农产品价格， 以及影响作用的程度与机制。在控制了其他因素的影响下，证实了城市化率与城乡收入差距对国内农产品 价格具有经济上的显著影响。其中，城市化率每增加1个单位，国内农产品价格下降约17.56个单位，而 城乡收入差距每增加1个单位，农产品价格则下降0.7个单位;脉冲响应分析表明，城市化对农产品价格 的作用更加明显，而城乡收入差距对农产品价格的影响相对较弱。另外，农产品价格的波动存在非对称 性，向下冲击所导致的波动大于向上冲击所导致的波动，即农产品价格下跌的可能性大于农产品价格上 涨。最后该文提出应逐步完善农产品价格的应急机制来应对农产品价格的波动，进一步加快我国城市化进 程来抵制刘易斯拐点所带来的冲击作用，通过提高农民收入来逐步缩小我国城乡收入差距的政策建议。

Abstract:

This article used the Johansen cointegration test and VAR model to study the effects of urbanization and income gap between urban and rural areas on the price of agricultural products in China， as well as the extent and mechanism of the effect. On the condition of controlling other factors，this paper confirmed the urbanization and ur- ban-rural income gap had significant impacts on the domestic prices of agricultural products. The urbanization rate increased 1 unit，the domestic agricultural price declined by about 17.56 units，while the income gap between urban and rural areas increased 1 unit，the agricultural prices decreased by 0.7 units. Pulse response analysis showed that urbanization had greater effects on the prices of agricultural products. In addition，the fluctuations of the agricultural price showed a asymmetry，which caused by the downward impact was greater than that by upward impact，that is， the possibility of the price declining was greater than the price rising .Finally， this paper put for- ward some policy recommendations including gradually improving emergency mechanisms to deal with price fluctua- tion，further speeding up the process of urbanization in China to resist the impact of the lewisian role， and increas- ing farmers' incomes to narrow the urban-rural income gap.