我国鸡蛋价格波动规律和影响因素研究——基于PVAR模型和空间计量模型  

Research on the Fluctuation Law and Influencing Factors of Egg Price-Based on PVAR Model and Spatial Econometric Model

作　　者：于力超 张雅琳 任雪雁 白雪菲 YU Li-chao;ZHANG Ya-lin;REN Xue-yan;BAI Xue-fei(College of Science,Minzu University of China,Beijing 100081,China;China Unicom Anti Fraud Center,China Unicom Shandong Branch,Jinan 250013,China;Basic Course Ideological and Political Courae Teaching Research Department,Qingdao Engineering Vocational College,Qingdao 266000,China;Data Finance Department,Bank of Tangshan CO.,LTD,Tangshan 063006,China)

机构地区：[1]中央民族大学理学院,北京100081 [2]中国联合网络通信集团有限公司山东省分公司、中国联通反诈中心,山东济南250013 [3]青岛工程职业学院基础课与思想政治课教学研究部,山东青岛266000 [4]唐山银行股份有限公司数据金融部,河北唐山063006

出　　处：《数学的实践与认识》2024年第9期52-69,共18页Mathematics in Practice and Theory

基　　金：全国统计科学研究项目(2022LY087)。

摘　　要：随着我国农产品市场的快速发展,农产品的价格受到政府和居民越来越多的关注.作为我国"菜篮子工程"中的重要产品,准确把握鸡蛋价格的波动规律与影响因素对稳定禽肉市场具有重要意义.采用全国30个省份(除西藏、港澳台等地)2012年1月至2020年3月的月度面板数据,探究鸡蛋价格的空间效应及蛋用雏鸡价格、玉米价格、居民消费价格指数、禽流感疫情、新冠疫情累计新增等因素对鸡蛋价格的影响.首先,通过分析我国鸡蛋价格变化曲线与空间分布图,研究我国鸡蛋价格的季节性和周期性波动特征及空间分布特征;然后通过构建面板向量自回归模型(PVAR模型),基于变量协整关系检验、格兰杰因果检验以及脉冲响应分析等非空间计量方法,得到影响鸡蛋价格变动的显著因素;最后,将空间因素纳入考虑范围之内,在证实鸡蛋价格具有空间自相关性的基础上,通过Hausman、LM等检验方法确定选用含有固定效应的空间误差面板模型,基于此得出成本因素是我国鸡蛋价格波动的主要原因.由此提出分季节引导市场方向、完善鸡蛋运输体系、加强政府监管和对重点地区进行宏观调控等稳定鸡蛋市场的建议.With the rapid development of agricultural products market in China,the price of agricultural products has been paid more and more attention by the government and residents.As an important product in China's"vegetable basket project",it is of great significance to accurately grasp the fuctuation law and influencing factors of egg price to stabilize the poultry market.In this paper,monthly panel data from 30 provinces(except Xizang,Hong Kong,Macao and Taiwan)from January 2012 to March 2020 were used to explore the spatial effect of egg prices and the impact of chicken prices,corn prices,consumer price index,avian fu epidemic,and the cumulative increase of COVID-19 on egg prices.Firstly,the seasonal and periodic fluctuation characteristics and spatial distribution characteristics of egg prices in China were studied by analyzing the change curve and spatial distribution map of egg prices in China.Secondly,through the construction of PVAR model,based on non-spatial measurement methods such as variable co-integration test,Granger causality test and impulse response analysis,the factors that significantly affect the change of egg price are obtained.Finally,the space factors are taken into consideration,on the basis of confirming the spatial correlation of egg prices,the spatial error panel model with fixed effects is selected through Hausman,LM and other test methods.Based on this,it is concluded that the cost factor was the main reason for the fluctuations of the egg price in China.Accordingly,some suggestions were put forward,such as guiding the market direction in different seasons,perfecting the egg transportation system,strengthening the government supervision and controlling the egg market by focusing on key areas.

关 键 词：鸡蛋价格 面板数据 PVAR模型 空间计量模型 莫兰指数 

分 类 号：F224[经济管理—国民经济] F323.7