| 摘要: |
| 为探究我国肉类价格之间的动态关联性，本研究选取肉类月度价格指标，在明确识别序列时序特征的基础上，建立时序动态模型对不同肉类价格之间的相关关系进行了实证分析。研究结果表明，我国肉类价格关联性强，不同产品市场之间存在着长期稳定的均衡关系；整个肉类市场中，猪肉与其他肉类价格的关联最为紧密。在制定相关政策时，需充分考虑肉类价格之间的关联效应，发挥市场的自我调节功能。 |
| 关键词: 肉类价格 价格关联 季节单位根 时序动态模型 |
| DOI：10.11841/j.issn.1007-4333.2017.11.21 |
| 投稿时间：2017-01-25 |
| 基金项目:2015年农业农村资源监测统计（农业信息预警）项目（农财发2015-8-50）。 |
|
| Empirical research on the dynamic linkages among China's meat prices |
|
HU Yue, TIAN Zhihong, CHEN Honghua
|
| (College of Economics and Management, China Agricultural University, Beijing 100083, China) |
| Abstract: |
| The changes of meat price have important influence on people's life and livestock production.In recent years,the range of China's meat price is becoming wider.The prices display strong correlation between different products.To analyze the correlation between different meat prices,the monthly price data is selected in this study to establish the dynamic model of time series based on the recognition of time series' feature.The empirical results show that:There is a strong correlation and a stable equilibrium relationship between different products prices in a long period;Pork price is most closely associated with other livestock prices.Advices on relevant policy making are put forwarded in this study:It is necessary to take full consideration of the correlation between meat prices and let the market and fully play the self-adjustment function of the market. |
| Key words: meat price price correlation seasonal unit roots dynamic model of time series data |
