主产区与主销区鸡蛋价格传导机制分析

针对鸡蛋主产区山东、河北、河南、辽宁、江苏与鸡蛋主销区北京的鸡蛋价格水平和价格走势趋于一致的现象,利用2000-2011年各省(市)的鸡蛋价格月度数据,采用单位根检验、格兰杰因果关系检验、VAR模型、脉冲响应函数分析和方差分解方法,对鸡蛋主产区与主销区的鸡蛋价格传导机制进行了研究.结果表明:主产区的鸡蛋价格能够用于预测主销区北京的鸡蛋价格；主产区的鸡蛋价格对北京鸡蛋价格的传导均存在1个月的时滞；主产区山东的鸡蛋价格波动对北京鸡蛋价格波动的影响最大.为避免北京鸡蛋价格出现大幅波动,建议在鸡蛋主产区建立蛋鸡疫情防控体系,鸡蛋主销区提高鸡蛋市场流通效率,在鸡蛋主产区与主销区之间建立联合预警机制.

An analysis of price transmission mechanism between eggs' main producing areas and main sales areas

In order to explore the egg price transmission mechanism between egg''s main producing areas (Shandong,Hebei,Henan,Liaoning,Jiangsu) and main sales areas (Beijing),the variation of the egg''s prices was investigated based on the local monthly egg price data from 2010 to 2012.Using the methods of unit root test,granger causality test,VAR model,impulse response analysis and variance analysis,the egg prices in main producing were found could predicate the egg price in main sales areas,but a month lag when fluctuations of egg price in eggs'' main producing areas transmitted to egg price in Beijing.It was also found that the egg price fluctuation of Shandong had greatest impact on egg price in Beijing than that of other areas.In order to avoid the great fluctuation of Beijing eggs'' price,some measures such as the epidemic prevention and control system in the eggs main producing areas should be taken to stabilize the prices,and improve the market circulation efficiency in eggs main sales areas,establish warning system between the main producing areas and sales areas.