基于VAR模型的牛奶价格与酸奶价格动态关系研究
Research on Dynamic Relationship between Milk Price and Yogurt Price Based on VAR Model
于路存 1商迪 1董谦 1刁钢1
作者信息
- 1. 河北农业大学商学院,河北保定071000
- 折叠
摘要
利用VAR模型分析了牛奶价格和酸奶价格之间的动态关系,通过脉冲响应和方差分解的方法判断了两者之间的影响.实证分析结果验证了牛奶价格和酸奶价格之间的变化存在着Granger因果关系,并且牛奶价格对酸奶价格的影响具有更强的脉冲累积效应和更大的方差累积比例.该结果说明,作为酸奶制作原料的牛奶价格的上升对酸奶价格的变化有着更强的影响效果;反之,酸奶对牛奶的影响效果较弱.因此,应防止养殖户盲目地扩大或缩减养殖规模对整个产业链产生影响.
Abstract
We applied VAR model to weekly price data to analyze the dynamic relationship between milk price and yogurt price and used the methods of impulse response and variance decomposition to examine the mutual influence between milk price and yogurt price.The results of empirical analysis showed that Granger causality existed between milk price and yogurt price and the influence of milk price on yogurt price had stronger pulse accumulation effect and larger variance accumulation ratio.According to the results we suggested that milk price had strong influence on yogurt price,while yogurt price had relatively small influence on milk price.Therefore,in order to maintain the stability of the dairy industrial chain,proper measures should be taken to prevent the farmers from blindly expanding or reducing the breeding scale.
关键词
VAR模型/牛奶价格/酸奶价格/脉冲响应/方差分解/Granger因果检验Key words
VAR model/Milk price/Yogurt price/Impulse response/Variance decomposition/Granger causality test引用本文复制引用
基金项目
河北省教育厅人文社会科学研究项目(SQ161103)
河北省社会科学发展研究课题(201604120301)
河北省社会科学基金(HB16GL052)
出版年
2017
国家科技期刊平台
NSTL
维普
万方数据