鲜活农产品价格波动：非对称传递，福利效应与政策选择

The fresh and live commodity price in China fluctuated dramatically during the latest cycle of agricultural price fluctuation which has drawn extensive attention across the whole sociality. The key issue of the asymmetric transmission of the commodity price will be studied in this research to understand the transmission ranges, speed, magnitude, direction and nature based on empirical studies with the price transmissions of live pig and selected vegetables. By following the traditional analysis procedure of economics, this research aims to identify the causes of asymmetric price transmission and to understand its mechanism. In order to prove the proposed hypothesis the following factors include the length of chains, the number of stages in the vertical market structure, market power and industrial organization and the natures of agricultural products are going to be investigated by using econometrics technique based on fieldwork. The research tries to find out the pricing mechanism for China's fresh and living commodities. Asymmetric price transmission relates to welfare of participants in the markets. Previous studies mainly paid their attention to the impact of agri-food price volatilities on urban households and individuals, while this research will construct a two-stage Agricultural Household Model (AHM) using panel data of China's rural households. The risks of agricultural commodity price fluctuations to the welfare of rural household, the effects of policy interventions, the risk compensation regimes and the free government regulation are going to be simulated based on matrixes of price risk aversion coefficients and willing to pay (WTP) which derive from the household panel data. It is believed that the research results will facilitate Government to make effective and efficient policy decision on the regulation of fresh and live commodity markets in China.

鲜活农产品价格波动在我国新一轮农产品价格波动中尤为剧烈并成为社会关注的焦点。项目从价格波动非对称传递视角，以生猪和代表性蔬菜为研究对象，实证分析波动垂直传递过程中在传递程度、速度、方向和符号上表现出的非对称特征。运用经济学规范的分析流程，构建研究假设对非对称形成机制和影响因素，包括产业链长度、节点个数、市场势力与产业组织、产品自然属性等，利用计量方法和实地调研进行符实性检验。 波动非对称传递会改变参与主体的福利水平。以往研究侧重食品价格波动对城市消费者的福利影响，项目针对既是生产者又是消费者的农村居民，构建一个农户模型（Agricultural Household Model），利用农村居民家庭面板数据，通过计算价格风险规避系数和稳定价格的支付意愿，反映多种农产品价格风险存在对农户的福利影响，政策模拟直接价格干预、风险补偿金与政府放任波动的福利效应，为宏观调控提供政策选择。

农产品价格波动是我国农业市场化各历史发展阶段中始终面临的一个突出问题。本项目从价格波动的非对称性为研究的起点，首先对波动传递非对称性产生的原因进行了全面的文献梳理和回顾；明确了影响价格波动传递的因素，主要包括垄断势力、菜单成本、产品特性和政策干预；对价格波动非对称传递的形成机制进行了刻画。其次，以我国市场化程度最高的生猪产业为例，对其价格波动的非对称性及其与CPI的关系、进出口贸易的影响进行了分析，并发现猪肉价格与CPI之间非线性特征；运用系统动力学手段，对小农户生猪养殖的效率及其影响因素进行拟合分析和中外对比。第三，将研究视角放大至整个肉类市场，对猪牛羊肉的价格突变运用Kejriwal and Perron方法和Perron and Yabu方法分别对其进行结构突变点检验和趋势检验，对突变点的发生与疫病疫情、政策干预和养殖成本剧烈变化等历史重要事件结合，这对减少肉类价格剧烈波动具有一定的指导意义。第四，基于价格突变点的确定，对包括疫病、货币供给、其他肉类价格水平等变量对生猪产业的冲击影响进行了定量的刻画，这对生猪产业健康平稳发展有着重要的意义。第五，基于上述的研究，课题组基于二阶段农户模型，利用农业部固定观测点数据分析了在农产品价格波动中作为既是生产者又是消费者的农户，其对价格风险的态度和福利水平的变化。.课题在进展过程中，紧紧围绕上述五个方面的内容，对我国农产品价格波动的性质、影响因素和福利影响进行了较为全面的分析，这对深化我国农产品价格体系改革有着政策指导意义；二阶段农户模型及价格突变实证分析方法对推进相关研究有借鉴作用。