| 基于VAR模型的活猪价格波动传导效应研究 |
| |
| 引用本文： | 张晓东,张宇,宋继华,王欣兰.基于VAR模型的活猪价格波动传导效应研究[J].安徽农业科学,2018,46(15):208-211. |
| |
| 作者姓名： | 张晓东 张宇 宋继华 王欣兰 |
| |
| 作者单位： | 佳木斯大学经济与管理学院,黑龙江佳木斯,154002;佳木斯大学经济与管理学院,黑龙江佳木斯,154002;佳木斯大学经济与管理学院,黑龙江佳木斯,154002;佳木斯大学经济与管理学院,黑龙江佳木斯,154002 |
| |
| 基金项目： | 佳木斯大学基础研究(社科类)国家社科基金培育项目(2016JDGP09) |
| |
| 摘 要： | 利用2009年1月—2017年12月的月度数据,建立了VAR(2)模型,分析了活猪存栏量、仔猪价格、能繁母猪量、玉米价格、豆粕价格对活猪价格传导效应。结果表明:存栏量、能繁母猪量、仔猪价格与活猪价格存在双向的Granger因果关系,活猪价格是玉米价格单向Granger原因,豆粕价格与活猪价格不存在Granger因果关系;脉冲响应分析表明,对活猪价格波动冲击较大的因素有活猪价格自身、豆粕价格、活猪存栏量;方差分解结果表明,生猪价格波动贡献率由大到小的顺序是活猪自身价格、豆粕价格、活猪存栏量、仔猪价格、玉米价格和能繁母猪量波动。基于实证分析结果,提出几点政策建议。
|
| 关 键 词： | VAR模型 活猪 价格波动 传导效应 |
Research on Conducting Effect of Live Pig Price Fluctuation Based on VAR Model |
| |
| Abstract: | An VAR(2)model is established, based on the monthly statistical data from Jan.2009 to Dec.2017, to analyze the conductive effect of the stock quantity of hogs,the price of piglets,the quantity of breeding sows,the price of corn and the price of soybean on hogs price fluctuation.The results showed that there is a two-way Granger causality between hogs price and the factors of stock quantity, breeding sows and price of piglets;the price of hogs is the one-way Granger cause of corn price;and there is no Granger causality between the price of soybean meal and the price of hogs.The analysis of impulse response shows that the factors that contribute greater impulse are the price of hogs itself, the price of soybean and the stock quantity of hogs.The result of variance decomposition gives the descending order of contribution rate towards hogs price: the price of hogs itself, the price of soybean, the stock quantity of hogs, the price of piglets, the price of corn and the quantity fluctuation of breeding sows.Finally some political suggestions are put forward based on the results of empirical analysis. |
| |
| Keywords: | |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
