摘要
文章运用协整检验、格兰杰检验、VAR模型、脉冲响应函数等方法,对我国玉米和生猪的价格关系进行实证研究。结果显示玉米价格与生猪价格具有长期正向的均衡关系;生猪短期价格变动又受到短期玉米价格变动和前期生猪价格偏离长期均衡关系的影响;玉米价格的波动会影响生猪价格波动,但生猪价格变动对玉米价格影响较小。玉米价格的波动对生猪价格的影响具有3～4季度的时滞。基于上述结论,提出了相应的政策建议。
By using co-integration test, Grainger test, VAR model and impulse response function, this paper makes an em- pirical study on the price relationship between live pig and corn. The results show that corn price and live pig price has a long-term positive equilibrium relationship, and live pig short-term price change is affected by short corn price change and early live pig price deviating from the long-term equilibrium relationship. Corn price fluctuation can affect live pig price fluctu- ation, but live pig price change less affect corn price. Live pig price is affected by corn price fluctuation effects with 3 to 4 quarter time delay. Based on conclusions above, the corresponding policy proposal is put forward.
出处
《华东经济管理》
CSSCI
2013年第5期173-176,共4页
East China Economic Management
