| 摘要: |
| 为厘清肉羊产业链间价格的传导，本研究根据肉羊产业链上中下游各个环节产品价格的月度数据，构建了向量自回归(VAR)模型，并通过脉冲响应函数与方差分解分析了外部冲击对肉羊产业链价格体系传递的影响。结果表明:只有饲料价格、活羊价格的波动是羊肉价格波动的格兰杰因果；从脉冲响应图来看，羊肉价格对羊肉价格、饲料价格、活羊价格扰动作用的响应分别在当期、第2期和第3期达到最大，随后逐渐减弱；从预测方差的分析结果来看，活羊价格和羊肉价格对羊肉价格变动的贡献率较大。最后从产业链视角完善现有的肉羊价格应急机制；完善肉羊市场流通机制，提高价格传递的效率；推进适度规模化肉羊养殖，促进肉羊产业链纵向联合3个方面提出了政策建议。 |
| 关键词: 外部冲击 肉羊价格 产业链 价格传导 向量自回归(VAR)模型 |
| DOI：10.11841/j.issn.1007-4333.2021.05.23 |
| 投稿时间：2020-10-16 |
| 基金项目:农业农村部和财政部项目(CARS-39-22) |
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| Price transmission among mutton sheep industry chains in China |
|
WANG Ruyu,XIAO Haifeng
|
| (College of Economics and Management, China Agricultural University, Beijing 100083, China) |
| Abstract: |
| In order to clarify the price transmission in the mutton sheep industry chain, based on the monthly data of product prices in the upstream, middlestream and downstream links of mutton sheep industry chain, a vector autoregressive model is constructed in this study. The impact of external shocks on the transmission of the price system of mutton sheep industry chain is analyzed by using impulse response functions and variance decomposition. The results of Granger causality test confirm that feed and live sheep price fluctuation are the cause of mutton price fluctuation rather than vice versa. From the impulse response diagram, under the disturbance of mutton price, feed price, and live sheep price, the response of mutton price reaches the maximum in the current, second period and third period, and then is gradually weakened. The results of the forecast variance show that the live sheep price and mutton price contribute more to the change in the mutton price. At the end of this study, policy recommendations are put forward to improve the existing mutton sheep price emergency mechanism from the perspective of the industry chain, improve the mutton sheep market circulation mechanism, improve the efficiency of price transmission, promote moderately large-scale sheep breeding and promote the vertical integration of the mutton sheep industry chain. |
| Key words: external shock mutton price industry chain price transmission VAR model |
