我国鸡蛋价格趋势周期分解和冲击效应分析  

Analysis on Trend Cycle Decomposition and Impact Effect of Egg Prices in China

作　　者：汪武静[1] 吕官旺 石自忠[3] 

机构地区：[1]中国农业科学院农业经济与发展研究所,北京100081 [2]内蒙古丰镇市农业局,内蒙古丰镇012100 [3]中国农业大学经济管理学院,北京100083

出　　处：《中国食物与营养》2015年第11期42-46,共5页Food and Nutrition in China

基　　金：中国农业科学院科技创新工程(项目编号:ASTIP-IAED-2015-01)

摘　　要：为研究鸡蛋价格趋势周期和相关因素对鸡蛋价格波动的影响程度,采用B-N分解法对鸡蛋价格波动周期进行分解,用VAR模型研究了蛋鸡配合饲料价格、蛋雏鸡价格对鸡蛋价格波动的脉冲响应,同时采用方差统计比的方法,计算出随机冲击效应对鸡蛋价格的影响。研究结果表明:2000年1月—2014年12月的鸡蛋价格可以划分为8个周期,鸡蛋价格自身供求变化对于鸡蛋价格波动的脉冲响应达到69.37%,蛋鸡配合饲料、蛋雏鸡分别是11.70%、3.05%。短期内随机冲击对于鸡蛋价格波动的影响是100%以上,长期内随机冲击对于鸡蛋价格波动的影响为40%。To study effects of the trend cycle of eggs price and the related factors on eggs price fluctuations,this paper used B-N decomposition method to divide eggs price fluctuations and applied VAR model to study the eggs price impulse response to the price of the feed,the chickens. Meanwhile,this paper also used statistical variance ration to calculate effect of random shocks. Results indicated that between January 2000 and December 2014,eggs price fluctuation could be divided into 8 cycles,and the price impulse response of eggs own supply and demand fluctuations reached 69. 37%,and feed and chickens were 11. 70%,3. 05%,respectively. Impact of random shock on the price of eggs in the short term was above 100%,and impact was 40% in the long term.

关 键 词：鸡蛋价格 趋势周期分解 冲击效应 Beveridge-Nelson分解法 

分 类 号：F323.7[经济管理—产业经济]