不确定性冲击下生猪市场价格波动研究  

Research on the price fluctuation of hog market under uncertainty shocks

作　　者：李炜 赵明正 张相龙 苏贵芳 LI Wei;ZHAO Mingzheng;ZHANG Xianglong;SU Guifang(College of Economics and Management,Henan Agricultural University,Zhengzhou 450046,China;College of Economics and Management,Northwest A&F University,Yangling 712100,China)

机构地区：[1]河南农业大学经济与管理学院,河南郑州450046 [2]西北农林科技大学经济管理学院,陕西杨陵712100

出　　处：《河南农业大学学报》2024年第4期687-698,共12页Journal of Henan Agricultural University

基　　金：国家自然科学基金项目(72373036);教育部人文社会科学研究专项任务项目(18JF206);教育部人文社会科学研究青年基金项目(19YJC790194)。

摘　　要：【目的】生猪产业面临的不确定性冲击极易引起生猪市场价格大起大落,探究不确定性冲击对生猪市场价格波动机制对于缓解生猪市场价格剧烈波动、促进生猪产业健康发展具有重要意义。【方法】基于2009年2月—2021年10月的时间序列数据,运用MS-VAR模型与TVP-VAR模型,探究各类不确定性冲击对生猪市场价格的波动机制与冲击效应。【结果】1)不确定性冲击下生猪市场价格存在显著的区制转换特征。2018年以来,生猪市场价格在下跌和上涨区制转换频繁。2)外部不确定性因素在中长期内对生猪市场价格的冲击存在差异性。其中,中国经济政策变动对生猪市场价格呈长时间高强度的正向影响,是影响生猪市场价格的重要因素,而生猪疫情整体上呈负向冲击效应。3)生猪产业中内部不确定性因素对生猪市场价格具有双向性。生猪繁育、养殖与终端消费变动因素对生猪市场价格存在正负交替冲击效应。【结论】需要完善生猪生产标准化体系,掌握突发性疫情事件发展对生猪市场价格影响的演变规律,强化生猪市场应对不确定性能力,以确保生猪产业稳定发展。【Objective】The external uncertainty shocks faced by the hog industry can easily cause the hog market price to rise and fall.Exploring the mechanism of uncertainty impact on the price fluctuation of the hog market is of great significance for alleviating the hog fluctuation and promoting the healthy development of the hog industry.【Method】Based on the time series data from February 2009 to October 2021,MS-VAR model and TVP-VAR model are used to explore the fluctuation mechanism and impact effect of various uncertainty shocks on the hog market price.【Result】1)Hog market prices under uncertainty shocks are characterized by significant regime switching and have switched frequently between down and up regimes since 2018.2)There are differences in the impact of external uncertainty shocks on the hog market price in the medium and long term.Among them,China’s economic policy changes have a positive impact on the hog market price with high intensity in the long run,which is an important factor affecting the hog market price,while the hog epidemic as a whole has a negative impact effect.3)Internal uncertainty shocks in the hog industry have bidirectionality to the hog market price,and there are positive and negative alternating impact effects on the hog market price from hog breeding,feeding and terminal consumption shocks.【Conclusion】This paper proposes to improve the standardization system of hog production,master the law of the impact of sudden epidemic events on the hog market price,and strengthen the ability of the hog market to cope with uncertainty,so as to ensure the stable development of the hog industry.

关 键 词：生猪市场价格 不确定性冲击 TVP-VAR模型 

分 类 号：F323[经济管理—产业经济]