新冠疫情对中国农副产品价格波动影响的实证分析——基于VAR和GARCH-M模型  

An Empirical Analysis of Impact of COVID-19 on Chinese Agricultural and Sideline Product Price Fluctuation--Based on VAR and GARCH-M Models

作　　者：崔静 原云霄 姜春光 CUI Jing;YUAN Yunxiao;JIANG Chunguang(Department of Economics and Management,Haidu College,Qingdao Agricultural University,Yantai 265200,Shandong China;Department of Economics and Management,Northwest A&F University,Yangling 712100,Shaanxi China;Beyond Education and Training Schools Jimo District Qingdao City,Qingdao 266109,Shandong China)

机构地区：[1]青岛农业大学海都学院经济与管理系,山东烟台265200 [2]西北农林科技大学经济管理学院,陕西杨凌712100 [3]青岛市即墨区超越教育培训学校,山东青岛266109

出　　处：《饲料博览》2021年第8期41-49,共9页Feed Review

摘　　要：为科学量化新冠疫情集中暴发期对农副产品价格的冲击,选取2020年2月3日—4月24日全国疫情累计确诊病例与农副产品日度数据为样本构建向量自回归(VAR)模型和广义自回归条件异方差(GARCH-M)模型,探索疫情对中国农副产品价格的冲击。研究发现:畜禽类中鸡肉、牛肉价格增速受疫情冲击较大,羊肉受疫情冲击较小;粮食类中标准粉价格增速受疫情冲击最为显著,晚籼米次之,富强粉和粳米相对影响不大;经济类中花生油价格增速受疫情冲击是菜籽油和豆油的2倍;其中猪肉、晚籼米及花生油价格受疫情冲击持续时间较长,约为1个月,鸡肉、牛肉、菜籽油及豆油受疫情冲击持续时间均在10 d内消退;最终提出提升疫情监测预警水平、农副产品应遵从事中及时调配、事后维稳及完善舆论导向机制的对策。To scientifically quantify the impact of COVID-19 in concentrated explosion experiod on agricultural and sideline product prices,the period of February 3th to April 24th of 2020,the outbreak of the cumulative cases confirmed with the degree of agricultural and sideline products were chosen,data for sample build VAR and GARCH-M model,and to explore the epidemic on China s agricultural and sideline products price shocks,the study found that:chicken,beef in the livestock class price growth was impacted by the outbreak,mutton was impacted by the outbreak of smaller;In the grain category,the price growth of standard powder was the most affected by the epidemic,followed by indica rice,fuqiang powder and japonica rice.In the economic category,the price growth of peanut oil was twice that of rapeseed oil and soybean oil due to the epidemic.Among them,the price of pork,indica rice and peanut oil was affected by the epidemic for a long time,which was about 1 month.Chicken,beef,rapeseed oil and soybean oil were all affected by the epidemic within 10 days.Finally,the countermeasures to improve the level of epidemic monitoring and early warning,the timely deployment of agricultural and sideline products,the maintenance of stability after the event and the improvement of the public opinion guidance mechanism were put forward.

关 键 词：新冠肺炎 农副产品 VAR GARCH-M 

分 类 号：F323.7[经济管理—产业经济] S87[农业科学—畜牧兽医]