我国牛肉价格波动影响因素研究——基于VAR模型的实证分析  

Research on influencing factors of beef price fluctuation in China——An empirical analysis based on VAR model

作　　者：吴鸭珠[1] WU Ya-zhu

机构地区：[1]江苏商贸职业学院,江苏南通226011

出　　处：《饲料研究》2024年第9期178-182,共5页Feed Research

基　　金：江苏省2020年度高校哲学社会科学研究一般项目(项目编号:2020SJA1687)。

摘　　要：为保证牛肉价格合理稳定、推动牛肉市场持续健康发展,文章基于2011年12月—2022年12月中国畜牧业月度数据,以内部传导和外部冲击为视角,选取玉米价格、生产者预期、犊牛价格、国家政策构建VAR模型,实证检验我国牛肉价格波动影响因素及程度。结果显示,玉米价格、生产者预期、犊牛价格、国家政策均可对牛肉价格造成影响。其中,玉米价格可通过内部传导机制对我国牛肉价格波动产生显著影响,且稳定贡献率在8%左右;国家政策可通过外部冲击机制对我国牛肉价格波动形成显著影响,贡献率为15%;前期牛肉价格可显著影响后期牛肉市场价格。因此,文章提出降低肉牛产业饲料成本、加大肉牛产业政府财政支持力度、完善牛肉价格波动市场监管体系的建议,以期为稳定牛肉价格、促进畜牧产业可持续发展提供参考。In order to ensure the reasonable and stable price of beef and promote the sustainable and healthy development of the beef market,based on the monthly data of Chinese livestock industry from December 2011 to December 2022,the paper selects corn price,producer expectation,calf price,and national policy to build a VAR model from the perspective of internal transmission and external impact,and empirically tests the influencing factors and degree of beef price fluctuation in China.The results show that corn prices,producer expectations,calf prices,and national policies can affect beef prices.Among them,the corn price has a significant impact on the fluctuation of beef price through the internal transmission mechanism,and the stable contribution rate is about 8%.National policy has a significant impact on the fluctuation of beef prices in China through the external impact mechanism,with a contribution rate of 15%.The price of beef in the early stage significantly affects the market price of beef in the later stage.Therefore,some suggestions were put forward to reduce the feed cost of the beef cattle industry,strengthen the financial support of the beef cattle industry,and improve the market supervision system of beef price fluctuation,in order to provide a reference for stabilizing the beef price and promoting the sustainable development of the livestock industry.

关 键 词：牛肉价格波动 VAR模型 供给侧改革 格兰杰因果检验 

分 类 号：S8-9[农业科学—畜牧兽医]