摘要
本文依据2001—2009年饲料产业链上中下游产品价格的月度数据，使用Johansen模型、VEC模型等来研究猪、肉鸡和蛋鸡饲料产业链上中下游产品价格之间的长期协整关系和短期变动关系，并进行了Granger因果关系检验。研究表明，鱼粉、豆粕对于饲料价格波动的影响系数最大，但不同原料对于不同饲料的影响不一致。猪饲料是供给主导型的价格形成机制，大豆、鱼粉和玉米等都是猪肉饲料的Granger原因；肉鸡和蛋鸡饲料则是需求主导型价格形成机制，鱼粉和小麦麸是它们的Granger原因。
Time series models were used to the analyze pricing mechanism of pig feed, chicken feed and layer feed in China. The result showed that fish meal, and soybean meal were the largest coefficient in feed price fluctuations, but different feed ingredients affected different feeds. Pork feed was the supply dominant mechanism. The price of soybeans, fish meals and corns was the Granger reasons of it, Broiler and layer feed was a demand-led price formation mechanism. The price of fish meal was their Granger causality, while they were also Granger cause of the wheat bran price fluctuations.
出处
《农业经济与管理》
2011年第2期44-51,共8页
Agricultural Economics and Management
基金
国家社科基金重大课题"产业链视角下我国敏感农产品价格形成机制和调控机制研究"(09&ZD044)
关键词
饲料
价格传递
产业链
协整
feed
price transmission
chain
integration
