基于VAR模型的安徽省猪粮价格关系研究  

The Study between Pig and Grain Price of Anhui Based on VAR Model

作　　者：杨双双[1] 张士云[1] 

机构地区：[1]安徽农业大学经济管理学院,安徽合肥230036

出　　处：《山西农业大学学报（社会科学版）》2015年第2期163-169,共7页Journal of Shanxi Agricultural University:Social Science Edition

基　　金：国家科技支撑计划课题(2013BAJ10B12);安徽省生猪产业体系资助

摘　　要：生猪价格的波动影响生猪产业的发展,玉米作为主要的猪饲料来源,对生猪价格的变动产生重要影响。根据2000年1月~2014年3月生猪价格和玉米价格的月度数据,运用VAR模型、脉冲响应函数、方差分解等方法,对安徽省生猪价格和玉米价格之间的关系进行研究。结果表明,玉米价格和生猪价格具有显著的正相关关系,且二者具有长期稳定的均衡关系;生猪价格、玉米价格均具有传导作用,二者相互间的影响低于各因素对其自身的影响。基于以上结论,提出相关的政策建议。According to the monthly data of pig prices and corn prices from January 2000 to March in 2014,this paper studies the relationship between pig prices and corn prices of Anhui by using VAR model,impulse response function and variance decomposition methods.The results show that the price of corn and pig prices have significant positive correlation,and both have long-term equilibrium relationship;Pork prices have conduction effect,the corn prices affect pig prices with 4 ~ 5months of delay,the impact is less than pig price’s impact on their own.At the same time,corn prices have conduction effect,the pig prices of lag one period and the two phase lag have influence on corn prices,but this effect is lower than the price of corn on its own.Based on the above conclusions,this paper puts forward relevant policy suggestions.

关 键 词：生猪价格 玉米价格 波动 关系 

分 类 号：F326.3[经济管理—产业经济]