摘要
本文选取2001年1月到2018年3月我国玉米和猪肉集贸市场价格月度数据建立VAR模型,探究二者变化的动态关系。研究结果显示：玉米价格是猪肉价格的格兰杰原因,猪肉价格不是玉米价格的格兰杰原因;给玉米价格变化率施加一个单位冲击,猪肉价格变化率会出现较大波动并在12期内接近于0;虽然猪肉价格变化率主要受自身影响,但玉米价格变化率对猪肉价格变化率约有11.33%的贡献率,说明玉米价格波动对猪肉价格波动影响较为显著。据此,为稳定我国玉米与猪肉价格,本文提出相关政策建议。
This paper selects the China market monthly price data of corn and pork from January 2001 to March 2018 to establish a VAR model, and explores the dynamic relationship between corn and pork prices. The results show that corn price is the Granger cause of pork price, but pork price is not the Granger cause of corn price; give a unit impact on the price change rate of corn, the price change rate of pork will fluctuate greatly and close to zero in the 12th period. Although the price change rate of pork is mainly affected by itself, but the price change rate of corn has a contribution rate of 11.33% to the price change rate of pork, indicating that the fluctuation of corn price has a significant impact on the fluctuation of pork price. Accordingly, in order to stabilize the price of corn and pork in China, this paper puts forward relevant policy suggestions.
出处
《价格理论与实践》
CSSCI
北大核心
2018年第4期93-96,共4页
Price:Theory & Practice
基金
陕西省科技厅陕西省创新能力支撑计划,新常态下陕西省轻工业发展环境、动力及战略研究,项目编号:2017KRM026
蒲城县政府经济与改革办公室委托项目,蒲城县休闲农庄发展状况,项目编号:210150130
