摘要
本文运用MSIHI(3)-VAR(2)模型,选取2009年2月-2015年10月的月度数据,从非线性角度实证研究了影响我国猪肉价格波动的因素。实证结果表明:第一,在供给方面,玉米价格和仔猪价格的上涨都会引起猪肉价格上涨,且均在猪肉市场高涨时期效果更显著,相反,玉米价格和仔猪价格的下跌都会引起猪肉价格下跌,且均在猪肉低迷时期反应更显著。在需求方面,鸡肉价格的波动会引起猪肉价格的同向波动,但存在一定的滞后性。第二,生猪供给增加,猪肉价格在高涨时期下降幅度小,而在低迷和平稳时期下降幅度大,相反,生猪供给减少,猪肉价格在高涨时期上涨幅度大,而在低迷和平稳时期上涨幅度小。最后,本文根据实证结论为政府部门提出稳定猪肉市场的相关政策建议。
In this paper,we empirically investigate the causes of changes in China's pork price from nonlinear angle applying MSIH(3)-VAR(2) model and using monthly data from 2009.2 to 2015.10.We find that,first,on supply,the rise or fall of com and piglet price have accordant impact on pork price,especially in the boom or bust period,on demand,pork price is consistent with chicken price changes.Second,the increase of pig supply has smaller impact on pork price in boom period than bust and smooth,on the contrary,the decrease of pig supply has stronger influence on pork price in boom period than bust and smooth.Last,with the main results,we draw some policy implications for governments to cope with the current price fluctuation in China's pork market.
作者
陈宁
杨文静
CHEN Ning YANG Wen-jing(College of Economics and Management, Taiyuan University of Technology, Taiyuan Shanxi 030600, Chin)
出处
《中国畜牧杂志》
CAS
北大核心
2016年第20期51-56,共6页
Chinese Journal of Animal Science