农业展望 ›› 2018, Vol. 14 ›› Issue (3): 22-29.
• 农业经济展望 • 上一篇 下一篇
杨海成,沈辰,吴建寨,孔繁涛()
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Haicheng Yang,Chen Shen,Jianzhai Wu,Fantao Kong()
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收集了北京市与周边生猪产地市场价格,生猪、仔猪、育肥猪配合饲料、玉米及白条鸡价格,运用向量自回归模型、格兰杰因果关系检验和脉冲响应函数,分别考察了北京市猪肉市场空间与层级市场间价格传导规律。研究发现北京市猪肉市场受辽宁、河北、河南等产地市场影响,生猪价格存在着明显的单向和双向传导关系。从产业链角度分析发现,玉米价格、仔猪价格和生猪价格在一定程度上导致了猪肉价格的变动。
关键词: 北京, 猪肉, 格兰杰因果关系检验, 脉冲响应函数, 价格传导
Abstract:
The authors collected prices of live pig, piglet, fattening pig feed, maize and dressed chicken, using VAR model, Granger test of causality and impulse response function to analyze the law of price spatial and hierarchical transmission. It was found that the pork price of Beijing was influenced by the market situation of Liaoning, Hebei, Henan and other producing areas, and the price of live pig had obvious one-way and two-way transmission relations. From the point of view of industry chain, it was found that maize price, piglet price and live pig price had obvious influence on pork price, which led to the change of pork price to some extent.
杨海成,沈辰,吴建寨,孔繁涛. 北京市猪肉市场价格传导机制分析及展望[J]. 农业展望, 2018, 14(3): 22-29.
Haicheng Yang,Chen Shen,Jianzhai Wu,Fantao Kong. Transmission Mechanism of Pork Price in Beijing and Its Prospect[J]. Agricultural Outlook, 2018, 14(3): 22-29.
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