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目前将协整和Granger因果检验运用于企业微观市场结构经济变量分析的相关研究并不多见。以2014年2月13日~2015年2月13日昆明市国际花卉拍卖市场玫瑰交易数据作为研究样本,对鲜活农产品拍卖市场品类价格波动的相关性及影响进行了实证分析。实证结果表明,鲜活农产品价格和供货量之间具有长期均衡关系,供货量是价格的内生变量,而价格对于滞后1期供货量会产生影响,供货量对于滞后3期的价格同样会产生一定的影响。此外,价格对滞后3期的流拍率存在影响,但流拍率变化对价格并不存在任何影响。
At present, the co-integration and Granger causality test applied to the micro-market structure of economic analysis of enterprise-related research is rare. Taking the Rose transaction data of International Flower Market in Kunming from February 13, 2014 to February 13, 2015 as the research sample, this paper empirically analyzes the correlation and influence of the price fluctuation of the live agricultural products auction market. The empirical results show that there is a long-term equilibrium relationship between the price of fresh agricultural products and the supply. The supply is the endogenous variable of price, while the price has an impact on the supply of lagged one. The same price will have a certain impact. In addition, the price has an impact on the lagging rate of 3, but the change of the lance does not have any impact on the price.