基于2007—2016年苹果、梨、香蕉的价格季度数据构建TVP-SV-VAR模型,分析生产成本、货币流动性、运输成本(柴油价格)、消费需求(居民可支配收入)、贸易净出口和替代品价格分别对苹果、梨、香蕉价格的影响,结果表明:生产成本的影响最大,是大宗水果价格波动的主要原因;货币流动性产生正向影响,且影响程度逐渐增大;柴油价格的影响具有时变性和结构突变性特征;居民可支配收入对苹果和香蕉的价格主要产生正向影响,对梨价格既能产生正向影响,也能产生较大负向影响;贸易净出口对苹果和梨价格产生较小正向影响,对香蕉价格产生负向影响,贸易净出口对水果价格的提升作用较小;苹果、梨、香蕉价格之间互相产生正向影响,三种水果价格表现出同涨同跌的关系,具有较强的替代性.%Based on quarterly data of apple, pear and banana prices from 2007 to 2016 and TVP-SV-VAR model, this paper selects the production cost, monetary liquidity, diesel oil price, disposable income of residents, net export and alternative price to analyze the price fluctuation of Chinese fruit. The research results show that the production cost has the biggest impact, and the increase in the cost of production is the main reason for the rising price of fruit. Monetary liquidity has a positive impact, and the degree of influence increases gradually. The impact of diesel oil price has significant time-varying characteristics and structural breaks. Disposable income of residents has a positive impact on apple and banana price, but it has both positive and negative impact on pear price. Net export has a smaller positive impact on apple and pear price, while a negative impact on banana price. Net export has less effect on the promotion of fruit price. Apple price, pear price and banana price have a positive influence on each other. Those prices have a relationship with the same rise and fall. And the three kinds of fruit have strong substitutability among each other.
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