|
|||||
|
|
| 基于协整理论的棉花价格与纺织生产相关性 | |
| 引用本文： | 张立杰,寇纪淞,李敏强,彭利.基于协整理论的棉花价格与纺织生产相关性[J].纺织学报,2012,33(10):147-152. |
| 作者姓名： | 张立杰 寇纪淞 李敏强 彭利 |
| 作者单位： | 1. 天津大学管理与经济学部,天津300072;新疆大学经济与管理学院,新疆乌鲁木齐830046 2. 天津大学管理与经济学部,天津,300072 3. 新疆大学经济与管理学院,新疆乌鲁木齐,830046 |
| 基金项目： | 国家自然科学基金资助项目(71161019) |
| 摘 要： | 对2000年至2011年间纱线产量、化纤产量、棉花价格的相关关系进行实证研究.运用协整理论分析棉花价格与纺织生产长期相关性,在协整的基础上分析棉花价格变动、纱线产量变动、化纤产量变动的Granger因果.结果表明:棉花价格、纱线生产、化纤生产之间具有长期协整关系,但纱线生产、化纤生产对棉花价格的影响有限;纺织行业生产量变动不是引起棉花价格变动的Granger原因;化纤作为棉花替代品的作用不明显. |
| 关 键 词： | 棉花价格 纱线产量 化纤产量 协整分析 Granger因果 |
Research on correlation of cotton price and textile production based on co-integration theory |
|
| ZHANG Lijie , KOU Jisong , LI Minqiang , PENG Li.Research on correlation of cotton price and textile production based on co-integration theory[J].Journal of Textile Research,2012,33(10):147-152. | |
| Authors: | ZHANG Lijie KOU Jisong LI Minqiang PENG Li |
| Affiliation: | 1.School of Management and Economic,Tianjin University,Tianjin 300072,China; 2.Economic and Management School,Xinjiang University,Urumqi,Xinjiang 830046,China) |
| Abstract: | This paper analyzes correlation among yarn production, fiber production and cotton price from 2000 to 2011 in China. The paper first uses the co-integration analysis among these variables, then, try Granger causality test with cotton price volatility, yarn production volatility and fiber production volatility. Result shows the following conclusions, cotton price, yarn production and fiber production have long term co-integration, yarn production, fiber production have little impact on cotton price; volatility of the textile demand has little impact on cotton price volatility;fiber has little effect as cotton alternatives. |
| Keywords: | cotton price yarn production chemical fiber production co-integration analysis Granger causality |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |
| 点击此处可从《纺织学报》浏览原始摘要信息 | |
| 点击此处可从《纺织学报》下载全文 | |