四川猪肉价格波动的影响因素分析——基于VAR模型

Analysis of Influential Factors for Pork Price Fluctuating in Sichuan Based on VAR Model

采用2003年12月至2011年5月四川猪肉价格、育肥猪配合饲料价格、居民消费价格指数与牛肉价格的月度数据,借助向量自回归模型,运用脉冲响应函数和方差分解方法分析了育肥猪配合饲料价格、居民消费价格指数与牛肉价格对四川猪肉价格波动的影响。结果表明:猪肉价格波动主要受猪肉的供求关系影响,居民消费价格指数的变化对猪肉价格的影响比较显著且持久,育肥猪配合饲料价格的冲击在短期内对猪肉价格的波动有一定的影响,而牛肉价格对猪肉价格变化的贡献很少。在此基础上,提出了稳定猪肉价格途径的政策建议。

Choosing the sample of monthly data of the pork price, the fed bog mixture feedstuffs price, CPI and the beef price from December 2003 to May 2011 in Sichuan, this paper analyzed the influential factors of the pork price fluctuation including the fed hog mixture feedstuffs price, CPI, and the beef price, The impulse response function and variance decomposition based on the foundation of VAR model （vector auto regression model） were adopted. It was concluded that the supply and need of the pig production has the greatest impact on the fluctuation of the pork price, followed by the impact of CPI which is obvious and durable. The volatility of the fed hog mixture feedstuff price only influence the pork price in short run and the beef price has very little contribution on the fluctuation of pork price. The suggestions to stabilize the pork price were given at the end of the paper.