agronaukaАграрная наука Евро-Северо-ВостокаAgricultural Science Euro-North-East2072-90812500-1396FARC North-East10.30766/2072-9081.2021.22.1.07-20agronauka-673Research ArticleОБЗОРНЫЕ СТАТЬИREVIEWЦеновая трансмиссия на аграрных рынках: обзор методологических подходовPrice transmission on agricultural markets: methodological approacheshttps://orcid.org/0000-0003-0563-1269ХаринС. В.KharinS. V.

Сергей Валериевич Харин, кандидат экон. наук, старший научный сотрудник, доцент

ул. Тимирязева, д. 8, г. Воронеж, Воронежская область, 394087, vglta@vglta.vrn.ru

Sergei V. Kharin, PhD in Economics, senior researcher, associate professor

Timiryazev street, 8, Voronezh, Voronezh region, 394087, e-mail: vglta@vglta.vrn.ru

kharins03@gmail.comФГБОУ ВО «Воронежский государственный лесотехнический университет имени Г. Ф. Морозова»РоссияVoronezh State University of Forestry and Technologies named after G. F MorozovRussian Federation202116022021221720Copyright © Харин С.В., 20212021Харин С.В.Kharin S.V.Данная работа распространяется под лицензией Creative Commons Attribution 4.0.This work is licensed under a Creative Commons Attribution 4.0 License.https://www.agronauka-sv.ru/jour/article/view/673

Феномен ценовой трансмиссии на различных аграрных рынках привлек внимание многих ученых в 21 веке. В недавних публикациях можно найти эмпирические исследования ценовых взаимоотношений на различных уровнях. В нашем научном обзоре мы рассмотрели существующую эмпирическую литературу по ценовой трансмиссии на аграрных рынках стран Европы, Азии, Северной и Латинской Америки, представили анализ наиболее важных методологических подходов, которые очень неоднородны с точки зрения эконометрических моделей, типа асимметрии и эмпирических результатов. В статье можно найти подробный анализ прикладных исследований в области линейной и нелинейной концепций коинтеграции, также оценены главные достоинства и недостатки наиболее популярных эконометрических моделей для ценовой трансмиссии, особый фокус сделан на авторегрессионные модели с распределенными лагами, модели коррекции ошибок, нелинейные модели с переключающимися режимами и векторные авторегрессионные модели. За последние годы в прикладных исследованиях процессов рыночной интеграции и ценовой трансмиссии получили активное распространение нелинейные и непараметрические методологические подходы и приемы.

The phenomenon of price transmission on various agricultural markets has attracted the attention of scientists in the 21-st century. Empirical studies of price relationships at various market levels can be found in recent publications. In this scientific review the survey was carried out as to the existing empirical literature on price transmission in agricultural markets of European, Asian, North and South American countries. The paper also presents the analysis of the most important methodological approaches, which are very heterogeneous in the aspects of econometric models, asymmetry types and empirical results. The article provides a detailed analysis of applied research in the field of the linear and nonlinear concepts of cointegration, also the most popular econometric price transmission models have been assessed in the light of the main advantages and disad-vantages with a special focus on autoregressive models with distributed lags, error correction models, nonlinear models with switching regimes and vector autoregressive models. In recent years nonlinear and nonparametric methodological approaches and techniques have become widely used in applied research of market integration and price transmission.

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The authors declare that there are no conflicts of interest present.