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疫病对生猪价格波动的影响——基于VAR模型的分析

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为了研究疫病对生猪价格波动的影响, 根据2009年2月~2018年5月生猪疫情宽度指数与生猪价格构建VAR模型, 实证分析了二者间的关系.结果表明:疫病是生猪价格的Granger原因, 反之则不成立;生猪禁运影响供需关系引起生猪价格波动, 造成产销区价格分化;疫病对生猪价格波动的贡献率约为2.10%, 影响不大但影响期长, 最终会导致全国生猪价格上涨.据此提出, 要做好防疫、补偿工作, 稳定生猪供需, 避免因疫病冲击造成的生猪价格大幅波动.
The impact of epidemics on the price fluctuation of live pigs——Based on VAR model analysis
In order to study the impact of epidemics on hog price fluctuations, this paper constructed a VAR model based on the pig epidemic width index and pig price from February 2009 to May 2018, whose relationship was empirically analysed.The results show that the disease is the Granger reason for the price of live pigs, and on the contrary, it does not hold; The pig embargo affects the supply and demand relationship, causing the price fluctuation of pigs, resulting in price differentiation in the production and sales area; The contribution rate of disease to hog price fluctuation reaches 2.10%, whose impact is not big but lasts long and will eventually lead to an increase in national pig prices. According to this, it is necessary to prevent epidemic, make compensation for farmers, stabilize the supply and demand of pigs, and avoid the large fluctuations in the price of live pigs caused by the impact of the disease.

diseased pig priceVAR modelimpulse responsevariance decomposition

吴佩蓉、王桂霞、郎宇

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吉林农业大学 经济管理学院,吉林长春 130118

疫病 生猪价格 VAR模型 脉冲响应 方差分解

国家社科青年基金吉林省社科基金重点项目

17CMZ0362017A15

2019

价格月刊
《价格月刊》杂志社

价格月刊

CHSSCD北大核心
影响因子:0.563
ISSN:1006-2025
年,卷(期):2019.(5)
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