摘要
为研究江西省毛鸭产业链的价格动态传导机制,采用VAR模型(向量自回归模型),运用格兰杰因果关系检验、脉冲响应函数和方差分解方法进行实证分析。结果显示:江西省毛鸭价格与鸭苗价格、鸭蛋价格、玉米价格、生猪价格、活鸡价格和CPI之间存在长期均衡关系;鸭苗价格、玉米价格和生猪价格均是毛鸭价格的单向格兰杰原因,毛鸭价格与活鸡价格互为格兰杰原因;毛鸭价格变动受自身的影响最大,玉米价格、鸭苗价格、鸭蛋价格、生猪价格、活鸡价格、CPI对其有正向影响,且影响程度大小依次递减。研究提示:应根据毛鸭市场价格的变动,建立基于“省-市-县”级的毛鸭全产业链有效价格监测机制,加强对玉米价格的有效调节,同时加大对江西省毛鸭产业的扶持力度,完善相关扶持政策,以防止毛鸭价格大幅度波动。
In order to study the price dynamic transmission mechanism of the industry chain of hairy duck in Jiangxi province,VAR model(vector auto regressive model),Granger causality test,impulse response function and variance decomposition method were used for empirical analysis.The results showed that there was a long-term equilibrium relationship between the price of hairy ducks in Jiangxi Province and the price of duck seedlings,duck eggs,corn,live pigs,live chickens and CPI.Duck seedling prices,corn prices and live pig prices are all one-way Granger reasons for hairy duck prices;hairy duck prices and live chicken prices were Granger reasons for each other.The price changes of hairy ducks are most affected by itself.At the same time,the price of corn,duck seedlings,duck eggs,live pigs,live chickens and CPI had positive influence on the price change of hairy ducks,and the influence degree decreased in turn.According to the change of hairy duck market price,we should establish the effective price monitoring mechanism of the hairy duck industry chain based on"province city county"level,strengthen the effective regulation of corn price,increase the support of duck industry in Jiangxi Province,and improve the relevant support policies,so as to prevent the price fluctuation of the hairy duck.
作者
谢宁
朱彬
阮若卉
翁贞林
汤晋
付莲莲
XIE Ning;ZHU Bin;RUAN Ruohui;WENG Zhenlin;TANG Jin;FU Lianlian(School of Economics and Management,Jiangxi Agricultural University,Nanchang,Jiangxi 330045)
出处
《中国家禽》
北大核心
2021年第6期67-72,共6页
China Poultry
基金
国家自然科学基金项目(71963019)
江西省现代农业产业技术体系水禽产业经济岗专家项目(JXARS-09)
江西高校人文社会科学青年基金(GL19220)。
关键词
价格波动
VAR模型
脉冲响应
方差分解
price fluctuation
VAR model
impulse response
variance decomposition
