中国与主要进口来源国猪肉价格空间传导效应分析  

Analysis of the spatial transmission effect of pork market price between China and major import source countries

作　　者：张馥 周琳 ZHANG Fu;ZHOU Lin(Institute of Food and Nutrition Development,Ministry of Agriculture and Rural Affairs,Beijing 100081)

机构地区：[1]农业农村部食物与营养发展研究所,北京100081

出　　处：《价格月刊》2024年第3期21-27,共7页

基　　金：农业农村部畜牧兽医局项目——畜牧兽医行业发展状况综合调查评估“进口猪肉消费情况及对我国猪肉市场的影响调查分析”(编号:16230007)。

摘　　要：在国内猪肉供应紧俏时,进口猪肉市场能够作为国内猪肉市场的有力补充,但大量进口猪肉会对国内猪肉价格造成一定冲击,量化中国与主要进口来源国之间的猪肉价格传导性有利于提高供给体系对需求的适配度。采用2015年1月至2020年6月中国、美国、欧盟和巴西猪肉价格数据,构建VAR模型,验证中国与主要进口来源国猪肉价格的格兰杰因果关系,并通过脉冲响应函数和方差分解,对各变量之间的长期动态关系进行预测。结果发现,中国猪肉价格对其自身的冲击持续时期显著高于欧美等国;从中国猪肉价格对国外猪肉价格的冲击效果看,中国猪肉价格会对巴西和欧盟猪肉价格产生正向冲击,且在滞后8期时,中国猪肉价格对欧盟和巴西猪肉价格冲击的方差分解贡献度分别为1.88%和4.85%;从国外猪肉市场对中国猪肉价格的传导效果看,巴西猪肉价格也会对中国猪肉价格产生正向冲击,在滞后8期时,巴西猪肉价格对中国猪肉价格冲击的方差分解贡献度为3.13%。When the domestic pork supply is tight,the imported pork market can serve as a powerful supplement to the domestic pork market.However,a large amount of imported pork will have a certain impact on the do-mestic pork market price.Quantifying the pork price conductivity between China and the major import source countries is conducive to improving the suitability of the supply system to the demand.This paper uses the data of pork prices in China,the United States,the European Union and Brazil from January 2015 to June 2020 to con-struct a VAR model to verify the Granger causality relationship between pork market prices in China and major import source countries,and predicts the long-term dynamic relationship between each variable through impulse response function and variance decomposition.The results showed that the Chinese pork market prices and the duration of the impact of pork prices on itself were significantly higher than those in Europe and America.From the impact of Chinese pork market prices on foreign pork market prices,it can be seen that Chinese pork prices had a positive impact on pork prices in Brazil and the European Union.When there was an 8-period lag,the variance decomposition contribution of Chinese pork prices to the impact on EU pork prices and Brazilian pork prices was 1.88%and 4.85%,respectively;From the perspective of the price transmission effect of foreign pork markets on the Chinese pork market,Brazilian pork prices also had a positive impact on Chinese pork prices.When lagged for 8 periods,the variance decomposition contribution of Brazilian pork prices to the impact on Chinese pork prices was 3.13%.

关 键 词：猪肉进口贸易 价格传导 VAR 

分 类 号：F726[经济管理—产业经济]