四川农业大学学报

• 研究论文 • 上一篇    下一篇

四川猪肉价格波动的影响因素分析—基于VAR模型

段隐华   

  1. 四川农业大学商学院
  • 收稿日期:2011-11-22 修回日期:2011-12-05 出版日期:2011-12-25 发布日期:2011-12-26
  • 通讯作者: 段隐华

Analysis of Influential Factors for pork price fluctuating in Sichuan Based on VAR Model

duan yinhua   

  1. business cottage,sichuan agriculture
  • Received:2011-11-22 Revised:2011-12-05 Online:2011-12-25 Published:2011-12-26
  • Contact: duan yinhua

摘要:

近期四川猪肉价格的剧烈波动,引起了生产者,消费者和省政府的广泛关注。采用2003年12月至2011年5月四川猪肉价格、育肥猪配合饲料价格、居民消费价格指数与牛肉价格的月度数据,借助向量自回归模型, 运用脉冲响应函数和方差分解方法分析了育肥猪配合饲料价格、居民消费价格指数与牛肉价格对四川猪肉价格波动的影响。结果表明:猪肉价格波动主要受猪肉的供求关系影响, 居民消费价格指数的变化对猪肉价格的影响比较显著且持久, 育肥猪配合饲料价格的冲击在短期内对猪肉价格的波动有一定的影响, 而牛肉价格对猪肉价格变化的贡献很少。在此基础上,提出了稳定猪肉价格途径的政策建议。

关键词: 四川猪肉价格,  VAR,  脉冲响应函数, 方差分解

Abstract:

The recent volatility in the price of pork in Sichuan has aroused wide attention from the producers, consumers and government of Sichuan. Choosing the sample of monthly price of the pork price,the fed hog mixture feedstuffs price, CPI and the beef price from December 2003 to May 2011 in Sichuan, it analyzes the influential factors of the pork price fluctuating included the fed hog mixture feedstuffs price, CPI, the beef price, which uses the impulse response function and variance decomposition based on the foundation of VAR model (Vector Auto Regression model). We found that the influence of supply and need of the pig production has the greatest impact on the fluctuation of the pork price, while the volatility of the fed hog mixture feedstuff price is considerable distinct and long, followed by CPI in the short time and the contribution of the beef price has very little effect on the undulation of the pork price. At last, the authors give some suggestion stabilized the pork price.

Key words: Sichuan pork price, VAR model, pulse response, variance decomposition

中图分类号: 

  • F726