我国肉类价格的动态关联性分析
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摘要
为探究我国肉类价格之间的动态关联性,本研究选取肉类月度价格指标,在明确识别序列时序特征的基础上,建立时序动态模型对不同肉类价格之间的相关关系进行了实证分析。研究结果表明,我国肉类价格关联性强,不同产品市场之间存在着长期稳定的均衡关系;整个肉类市场中,猪肉与其他肉类价格的关联最为紧密。在制定相关政策时,需充分考虑肉类价格之间的关联效应,发挥市场的自我调节功能。
The changes of meat price have important influence on people's life and livestock production.In recent years,the range of China's meat price is becoming wider.The prices display strong correlation between different products.To analyze the correlation between different meat prices,the monthly price data is selected in this study to establish the dynamic model of time series based on the recognition of time series' feature.The empirical results show that:There is a strong correlation and a stable equilibrium relationship between different products prices in a long period;Pork price is most closely associated with other livestock prices.Advices on relevant policy making are put forwarded in this study:It is necessary to take full consideration of the correlation between meat prices and let the market and fully play the self-adjustment function of the market.
The changes of meat price have important influence on people's life and livestock production.In recent years,the range of China's meat price is becoming wider.The prices display strong correlation between different products.To analyze the correlation between different meat prices,the monthly price data is selected in this study to establish the dynamic model of time series based on the recognition of time series' feature.The empirical results show that:There is a strong correlation and a stable equilibrium relationship between different products prices in a long period;Pork price is most closely associated with other livestock prices.Advices on relevant policy making are put forwarded in this study:It is necessary to take full consideration of the correlation between meat prices and let the market and fully play the self-adjustment function of the market.
引文
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[10]石自忠,王明利.我国牛羊肉价格波动非线性关系研究[J].华中农业大学学报:社会科学版,2015(6):19-28Shi Z Z,Wang M L.Nonlinear relationship between beef and mutton price in China[J].Journal of Huazhong Agricultural University:Social Sciences Edition,2015(6):19-28(in Chinese)
[11]田文勇,李金航,吴秀敏.我国牛羊肉价格动态关联性分析[J].价格理论与实践,2015(7):52-54Tian W Y,Li J H,Wu X M.Dynamic linkages about beef and mutton in China[J].Price:Theory&Practice,2015(7):52-54(in Chinese)
[12]潘方卉,李翠霞.生猪产销价格传导机制:门限效应与市场势力[J].中国农村经济,2015(5):19-35Pan F H,Li C X.The price transmission mechanism of hog industry:Threshold effects and market power[J].Chinese Rural Economy,2015(5):19-35(in Chinese)
[13]韩洁,田志宏,陈红华.农产品进出口贸易的季节特征识别[J].中国农业大学学报,2016,21(10):165-171Han J,Tian Z H,Chen H H.Seasonal feature recognition on import and export trade of agriculture products[J].Journal of China Agriculture University,2016,21(10):165-171(in Chinese)
[14]田志宏,蔡春.我国月度进口量预测模型研究[J].中国农业大学学报,2000,5(6):1-7Tian Z H,Cai C.Study on the forecasting models of monthly import in China[J].Journal of China Agricultural University,2000,5(6):1-7(in Chinese)
[15]Franses P H,Hobijn B.Critical values for unit root tests in seasonal time series[J].Journal of Applied Statistics,1997,24(1):25-47
[2]王雪娇,肖海峰.牛羊肉价格上涨对我国城乡居民肉类消费结构的影响研究[J].农业经济与管理,2015(3):40-45Wang X J,Xiao H F.Research on effects of beef and mutton price’s rise on Chinese urban and rural residents’consumption structure[J].Agriculture Economics and Management,2015(3):40-45(in Chinese)
[3]黄季焜.食品消费的经济计量分析[J].数量经济技术经济研究,1995(2):54-62Huang J K.Econometric analysis of food consumption[J].The Journal of Quantitative&Technical Economics,1995(2):54-62(in Chinese)
[4]辛贤,谭向勇.中国生猪和猪肉价格波动测定[J].中国农村经济,1999(5):28-34Xin X,Tan X Y.Determination of fluctuation factors of hog and pork price in China[J].Chinese Rural Economy,1999(5):28-34(in Chinese)
[5]王芳,陈俊安.中国养猪业价格波动的传导机制分析[J].中国农村经济,2009(7):31-41Wang F,Chen J A.Transmission mechanism of Chinese pig industry price fluctuation[J].Chinese Rural Economy,2009(7):31-4(in Chinese)
[6]何忠伟,王琛,刘芳.我国生猪产业产销间价格传导机制研究:基于VAR模型的实证分析[J].农业技术经济,2012(8):38-45He Z W,Wang C,Liu F.Study on the price transmission mechanism of the hog industry in China:Empirical analysis based on the VAR model[J].Journal of Agrotechnical Economics,2012(8):38-45(in Chinese)
[7]周应恒,邹林刚.中国大豆期货市场与国际大豆期货市场价格关系研究:基于VAR模型的实证分析[J].农业技术经济,2007(1):55-62Zhou Y H,Zou L G.Study on price relationship between China’s and international soybean futures market:Empirical analysis based on the VAR model[J].Journal of Agrotechnical Economics,2007(1):55-62(in Chinese)
[8]田露,王军,张越杰.中国牛肉市场价格动态变化及其关联效应分析[J].农业经济问题,2012(12):79-83Tian L,Wang J,Zhang Y J.Analysis on the dynamic changes of Chinese beef market price and its correlation effect[J].Issues in Agricultural Economy,2012(12):79-83(in Chinese)
[9]王静怡,陈钰颖,秦富,刘合光.中国猪肉产业链市场价格传导机制[J].中国农业大学学报,2015,20(2):268-275Wang J Y,Chen Y Y,Qin F,Liu H G.Market price transmission mechanism of the pork industry chain in China[J].Journal of China Agriculture University,2015,20(2):268-275(in Chinese)
[10]石自忠,王明利.我国牛羊肉价格波动非线性关系研究[J].华中农业大学学报:社会科学版,2015(6):19-28Shi Z Z,Wang M L.Nonlinear relationship between beef and mutton price in China[J].Journal of Huazhong Agricultural University:Social Sciences Edition,2015(6):19-28(in Chinese)
[11]田文勇,李金航,吴秀敏.我国牛羊肉价格动态关联性分析[J].价格理论与实践,2015(7):52-54Tian W Y,Li J H,Wu X M.Dynamic linkages about beef and mutton in China[J].Price:Theory&Practice,2015(7):52-54(in Chinese)
[12]潘方卉,李翠霞.生猪产销价格传导机制:门限效应与市场势力[J].中国农村经济,2015(5):19-35Pan F H,Li C X.The price transmission mechanism of hog industry:Threshold effects and market power[J].Chinese Rural Economy,2015(5):19-35(in Chinese)
[13]韩洁,田志宏,陈红华.农产品进出口贸易的季节特征识别[J].中国农业大学学报,2016,21(10):165-171Han J,Tian Z H,Chen H H.Seasonal feature recognition on import and export trade of agriculture products[J].Journal of China Agriculture University,2016,21(10):165-171(in Chinese)
[14]田志宏,蔡春.我国月度进口量预测模型研究[J].中国农业大学学报,2000,5(6):1-7Tian Z H,Cai C.Study on the forecasting models of monthly import in China[J].Journal of China Agricultural University,2000,5(6):1-7(in Chinese)
[15]Franses P H,Hobijn B.Critical values for unit root tests in seasonal time series[J].Journal of Applied Statistics,1997,24(1):25-47