摘要
突发事件是影响鸡蛋价格波动的重要因素。本文运用成份分解方法对新疆鸡蛋价格进行数据分解,进而运用VAR模型分析价格随机成分变动对鸡蛋价格的冲击效应。结果表明:价格随机成分发生一个标准差大小的信息变动,鸡蛋价格在第1个月开始负向响应,10个月以后鸡蛋价格恢复平稳;鸡蛋价格自身供求关系的变化是导致价格波动的主要原因,随机成分波动对鸡蛋价格波动的贡献度随着时间推移越来越大,10个月以后稳定在31%左右。
Emergencies are important factors which affect the fluctuations of eggs price. Component decomposition method has been used to get the random component data from egg prices, and then the shock effect of the random component on eggs price can be analyzed through the VAR model. The results show that with the unit standard error change of random component,the price of eggs varies in the reverse direction in the first month and become stable after 10 months. The change of egg supply and demand is the main reason leading to price fluctuation, and the contributions of random compo- nent to the price fluctuations of eggs become larger and larger as time goes by, staying around 31% after 10 months.
出处
《中国软科学》
CSSCI
北大核心
2013年第11期66-72,共7页
China Soft Science
基金
教育部人文社科基金项目"动物疫情风险下养殖户防控行为响应及经济损失评价研究--以禽流感为例"(12YJAZH199)
关键词
突发事件
鸡蛋价格
成分分解
VAR模型
冲击效应
emergencies
the price of eggs
component decomposition
var model
shock effect
