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. ХаринРоссия
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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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