摘要
选取2007年1月至2018年12月玉米、豆粕和生鲜乳价格月度数据作为样本,分析三者波动特征和变化趋势,运用VAR模型探究饲料价格对生鲜乳价格的影响,以此揭示饲料价格对生鲜乳价格的影响机制。结果表明,饲料价格和生鲜乳价格具有长期稳定的均衡关系,饲料价格的变化必然会引起生鲜乳价格的变化,且这种影响具有滞后性。从短期来看,以玉米和豆粕代表的饲料价格上涨,必然会引起下一期的生鲜乳价格上涨;从长期来看,生鲜乳价格主要受自身价格的影响,但饲料价格会对生鲜乳价格产生显著影响。
In recent years,the price of fresh milk fluctuates frequently,which seriously affected the interests of producers and the health,stability and sustainable development of dairy industry.In this paper,monthly data of maize,soybean meal and fresh milk prices from January 2007 to December 2018 were selected as samples for empirical analysis.The fluctuation characteristics and changing trends of these three prices were analyzed.The VAR model wasused to explore the impact of feed prices on fresh milk prices,so as to reveal the impact mechanism of feed prices on fresh milk prices.The results showed that there wasa long-term stable equilibrium relationship between feed price and fresh milk price,and the change of feed price will inevitably lead to the change of fresh milk price,and the effect was lagging behind.In the short run,the rising feed prices represented by corn and soybean meal will inevitably lead to the rising price of fresh milk in the next period;in the long run,the price of fresh milk wasmainly affected by its own price,but the feed price will have a significant impact on the price of fresh milk.
作者
崔力航
郭睿
CUI Li-hang;GUO Rui(College of Economics and Management,Northeast Agricultural University,Harbin 150030,China)
出处
《湖北农业科学》
2021年第8期126-131,共6页
Hubei Agricultural Sciences
关键词
饲料价格
生鲜乳价格
向量自回归模型
脉冲响应
方差分解
feed price
fresh milk price
vector autoregression model
impulse response function
variance decomposition
