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基于VAR模型的生猪产业链价格波动影响因素分析

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生猪产业链价格剧烈波动不仅关系消费者的切身利益,也对生猪产业长远发展具有重要影响.基于2009-2022年161个月度样本数据,文章采用VAR模型,从生猪产业链主要产品价格以及上游环节、中下游环节2个层面出发,探究生猪产业链价格波动的影响因素.结果显示:生猪产业链价格波动受自身主要产品价格的影响最大,前10期生猪产业链主要产品价格对当月生猪产业链价格波动仍具有61.835 8%的影响.从产业链上游环节观察,稻糠价格、大豆价格和小麦麸价格均能够对生猪产业链价格波动产生显著影响,前10期稻糠价格对当月生猪产业链价格波动的影响达到39.783 8%.从产业链中下游环节观察,通货膨胀水平和养殖场规模对生猪产业链价格波动的影响程度较大.研究表明,生猪产业链价格波动容易受到自身主要产品价格、稻糠价格、大豆价格、小麦麸价格、通货膨胀水平、养殖场规模等因素影响,应从完善价格波动预警机制和加强流通运行环节调控两方面着手推动生猪市场稳定发展.
Analysis of influencing factors of price fluctuation in pig industry chain based on VAR model
The drastic price fluctuation of pig industry chain is not only related to the vital interests of consumers,but also has an important impact on the long-term development of pig industry.Based on 161 monthly sample data from 2009 to 2022,using the VAR model,this paper explores the influencing factors of price fluctuation of pig industry chain from two levels:The main product prices of pig industry chain,upstream link and middle-down stream link.The research shows that the price fluctuation of pig industry chain is most affected by the prices of its main products,and the prices of main products in the first 10 periods still have 61.835 8%influence on the price fluctuation of pig industry chain in the current month.From the upstream link of industrial chain,rice bran price,soybean price and wheat bran price can all have a significant impact on the price fluctuation of pig industrial chain,and the impact of rice bran price in the first 10 periods on the price fluctuation of pig industrial chain in the current month is 39.783 8%.From the middle-down stream link of the industrial chain,inflation level and farm scale have a great influence on the price fluctuation of pig industrial chain.Research has shown that the price fluctuations in the pig industry chain are easily influenced by factors such as the prices of its main products,rice bran,soybeans,wheat bran,inflation levels,and farm scale.Therefore,efforts should be made to improve the price fluctuation warning mechanism and enhance the regulation of circulation and operation links to promote the stable development of the pig market.

pig industry chainprice fluctuationVAR model

刘彧

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河南经贸职业学院,河南郑州 450053

生猪产业链 价格波动 VAR模型

河南省教学改革项目

2021SJGLX746

2024

饲料研究
北京市营养源研究所

饲料研究

CSTPCD北大核心
影响因子:0.391
ISSN:1002-2813
年,卷(期):2024.47(5)
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