牛肉、鸡肉和猪肉价格波动的关联性分析——基于2006—2021年全国数据的VAR模型分析  

Correlation of Beef,Chicken and Pork Prices Fluctuation--A VAR Model Analysis Based on the National Data from 2006 to 2021

作　　者：孙智芝 汪发元[1] Sun Zhizhi;Wang Fayuan(School of Economics and Management,Yangtze University,Jingzhou 434023,Hubei)

机构地区：[1]长江大学经济与管理学院,湖北荆州434023

出　　处：《农业展望》2023年第6期24-32,共9页Agricultural Outlook

基　　金：湖北省社会科学基金前期资助项目“武汉城市圈高质量发展创新驱动机制及辐射引领研究”(21ZD043)。

摘　　要：基于2006—2021年全国相关数据,以鸡肉价格和猪肉价格为自变量、牛肉价格为因变量,应用Eviews 8.0软件,建立向量自回归(VAR)模型,对牛肉、鸡肉、猪肉之间的价格关联性变化进行量化分析。结果显示:猪肉与牛肉价格存在长期协整关系,猪肉价格对牛肉价格波动有长期显著正向影响;鸡肉价格对猪肉价格波动有长期正影响;牛肉价格对鸡肉价格波动影响大于对猪肉价格,牛肉价格对鸡肉价格的贡献度基本稳定在44%,明显大于牛肉价格对猪肉价格最高贡献度21%。为此,应深化牲畜行业供给侧改革,加强良种培育,引导饲料转型升级,转变发展理念;建立畜禽肉类市场价格监测机制,加强畜禽肉类产品生产和市场动态跟踪监测,加强政府和企业对畜禽疫病突发性事件的监测和防控;加强宏观调控和政策支持产业发展,加强政府宏观调控,鼓励产业发展,为企业和养殖户做好服务。Based on the relevant national data from 2006 to 2021,with chicken and pork prices as independent variables and beef prices as dependent variables,the vector autoregression(VAR)model was established by using Eviews 8.0 software to quantitatively analyze the price correlation changes among beef,chicken and pork.The results showed that:there is a long-term co-integration relationship between pork and beef prices,and pork price has a significant long-term positive effect on beef price fluctuation.Chicken prices have a long-term positive effect on pork price fluctuations;the impact of beef price on the fluctuation of chicken price is greater than that of pork price.The contribution of beef price to chicken price is basically stable at 44%,which is significantly greater than the maximum contribution of beef price to pork price of 21%.Therefore,we should deepen the supply-side reform of livestock industry,strengthen the cultivation of better varieties,guide the transformation and upgrading of feed,and change the development concept;establish a price monitoring mechanism for livestock and poultry market,strengthen tracking and monitoring of the production of livestock and poultry products and market dynamics,and strengthen the monitoring and prevention and control of animal disease emergencies by the government and enterprises;strengthen macro-control and policies to support industrial development,strengthen government macro-control,encourage industrial development,and provide good services for enterprises and livestock farmers.

关 键 词：牛肉 鸡肉 猪肉 价格波动 价格关联性 VAR模型 

分 类 号：F323.7[经济管理—产业经济]