| 中国南方木材市场整合程度与价格传导机制研究 |
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| 引用本文： | 陈思莹,杨超,林洁,黄和亮.中国南方木材市场整合程度与价格传导机制研究[J].林业经济问题,2016(3):262-267. |
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| 作者姓名： | 陈思莹 杨超 林洁 黄和亮 |
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| 作者单位： | 1. 福建农林大学 经济学院,福州,350002;2. 北京林业大学 经济管理学院,北京,100083 |
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| 摘 要： | 运用协整检验、格兰杰检验及市场综合联系指数方法对中国南方10省市2002~2014年12年间的木材市场整合程度与传导机制进行研究。结果表明:南方木材市场⑴具有长期整合趋势,但短期内由于某些因素的影响而阻碍了市场整合;⑵不存在严格的"价格变化中心";⑶价格影响机制以非对称传导为主。
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| 关 键 词： | 木材市场 市场整合 价格传导 市场联系指数 |
Market Integration Evaluation and Price Transmission Mechanism of China’s Wood-Market of 10 Southern Provinces |
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| Institution: | ,School of Economics,Fujian Agriculture and Forestry University,School of Economics and Management,Beijing Forestry University |
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| Abstract: | This paper aims to evaluate the integration degree and the price transmission mechanism of inter-provincial wood-markets. In this paper, co-integration test, Granger causality test and TMC ap-proach were used. The data were 2002-2014 and 10 southern Chinese provinces were included. The results showed that ⑴market integration was at a low level in short run, ⑵the central effect in price was non-significant, ⑶ the price transmission mechanism was asymmetric and unidirectional. |
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| Keywords: | wood-market market integration price transmission TMC |
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