基于VAR模型的肉鸡产业链间价格传导研究  

Research on Price Transmission Between Broiler Industry Chains Based on VAR Model

作　　者：徐程锦 陆克斌[2] XU Chengjin;LU Kebin(School of Economics and Management,Anhui Jianzhu University;School of Business,Anhui Xinhua University,Hefei,Anhui 230088,China)

机构地区：[1]安徽建筑大学经济与管理学院 [2]安徽新华学院商学院,安徽合肥230088

出　　处：《九江学院学报（自然科学版）》2023年第3期88-95,共8页Journal of Jiujiang University：Natural Science Edition

基　　金：安徽省哲学社会科学规划项目(编号AHSKY2021D141)的成果之一.

摘　　要：为探究肉鸡产业链间的价格传导关系,文章首先收集肉鸡产业链上下游各环节产品价格的月度数据,对数据进行平稳性检验,构建滞后三阶的VAR模型,用脉冲响应函数与方差分解的结果分析了在外部冲击下肉鸡产业链上下游各环节间的价格变动,得出相应结果。最后从肉鸡产业链视角提出深化农产品供给侧改革;促进肉鸡生产各环节数字信息化,完善流通机制提高价格传导效率;加强肉鸡规模化养殖,促进肉鸡产业链发展这三个方面提出政策建议。In order to explore the price transmission relationship between the broiler industry chain,we first collect the monthly data of the product prices of the upstream and downstream links of the broiler industry chain,and test the stability of the data,we also build a lag three-order VAR model,and analyze the price changes between the upstream and downstream links of the broiler industry chain under external impact using the results of impulse response function and variance decomposition.Finally,from the perspective of the broiler industry chain,we would put frowand policy recommendations in deepening the supply-sile reform,promoting the digital information technology,improving the circulation mechanism and strengthing the large-scale breeding of broilers to promote the development of broiler industry chain.

关 键 词：肉鸡产业链 价格传导 向量自回归模型 价格冲击 

分 类 号：F326.3[经济管理—产业经济]