Ценовая трансмиссия на аграрных рынках: обзор методологических подходов
Аннотация
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.
Ключевые слова
Об авторе
С. В. Харин
ФГБОУ ВО «Воронежский государственный лесотехнический университет имени Г. Ф. Морозова»
Россия
Россия
Сергей Валериевич Харин, кандидат экон. наук, старший научный сотрудник, доцент
ул. Тимирязева, д. 8, г. Воронеж, Воронежская область, 394087, vglta@vglta.vrn.ru
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При поддержке: Исследование выполнено при финансовой поддержке РФФИ в рамках научного проекта №20-110-50002. Автор благодарит рецензентов за вклад в экспертную оценку статьи.
Для цитирования:
Харин С.В. Ценовая трансмиссия на аграрных рынках: обзор методологических подходов. Аграрная наука Евро-Северо-Востока. 2021;22(1):7-20. https://doi.org/10.30766/2072-9081.2021.22.1.07-20
For citation:
Kharin S.V. Price transmission on agricultural markets: methodological approaches. Agricultural Science Euro-North-East. 2021;22(1):7-20. (In Russ.) https://doi.org/10.30766/2072-9081.2021.22.1.07-20
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