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