中国乳制品进口量对其国际市场价格的影响：来自“大国效应”的验证

THE IMPACT OF CHINA'S DAIRY PRODUCT IMPORTS ON INTERNATIONAL MARKET PRICES: EVIDENCE FROM THE "GREAT POWER EFFECT"

关键词:  乳制品  进口贸易  大国效应  TVP-VAR模型  格兰杰因果检验

Key words:  dairy products  import trade  great power effect  TVP-VAR model  granger causality test

摘要:

目的 近10年来，中国乳制品进口贸易规模不断扩大，跃居全球乳制品进口大国之列，贸易依赖度不断提高，国内外乳制品市场的联动性明显增强。方法 文章运用时变参数向量自回归模型（TVP-VAR），基于2010—2023年中国乳制品及6种细分产品（鲜奶、黄油、奶酪、脱脂奶粉、全脂奶粉和乳清）的进口量及其国际市场价格数据，验证中国乳制品进口贸易是否存在“大国效应”。结果 中国乳制品进口贸易在整体层面存在大国效应，而在细分产品中，仅有脱脂奶粉和全脂奶粉这两种细分产品的进口贸易存在大国效应，且大国效应呈现短期影响特征，中长期影响较弱。结论 拓展中国乳制品进口来源国，构建乳制品安全稳定的贸易网络；注重大国效应短期滞后及特殊时点影响，保障奶业市场的稳定性。

Abstract:

Over the past decade, the scale of China's dairy product import trade has continued to expand, catapulting it into the ranks of the world's largest dairy importers. The degree of trade dependence has increased, and the interconnectedness between domestic and international dairy markets has significantly strengthened. This research employed a Time-Varying Parameter Vector Autoregressive (TVP-VAR) model, and utilized the data on imports and international market prices of dairy products and six subcategories (fresh milk, butter, cheese, skimmed milk powder, whole milk powder, and whey) in China from 2010 to 2023, to verify the existence of the "Great Power Effect" in China's dairy import trade. The results were showed as follows. At the aggregate level, China’s dairy imports did generate a great power effect; among disaggregated products, however, only skim milk powder and whole milk powder showed a significant great power effect, and this effect was short-lived, fading in the medium and long term. Therefore, China should diversify its dairy import sources to build a secure and stable trade network, while paying close attention to the short-run lags and event-specific impacts of the great power effect so as to safeguard domestic dairy-market stability.