基于VEC模型的全国与主产区羊肉价格传导与整合研究

A Integration and Conduction Study on Mutton Prices Between the Main Producing Regions and the Whole Country Based on VEC Model

本文基于VEC模型,对我国肉羊四大优势产区代表省份十余年来羊肉价格与全国同期羊肉价格进行分析,采用单位根检验、Johansen-Juselius协整检验、格兰杰因果关系检验,结合模型估计结果进行脉冲响应分析和方差分解,对各优势产区与全国羊肉价格的整合和传导进行了细致研究。结果表明:国内羊肉市场在区域一体化方面趋于整合,羊肉市场价格在产业链前端表现为稳定的协整变化;中原优势区、西北优势区与西南优势区在价格整合程度方面高于中东部农牧交错带优势区,主要牧区价格对全国价格影响比农区更为明显;中原优势区、中东部农牧交错带优势区与西北优势区代表省份价格对于全国价格变动解释力较强;牧区中内蒙古、新疆、甘肃以及农区中河北的羊肉价格在全国羊肉价格形成过程中的作用显著高于其他省份。

This paper is based on VEC model and mutton prices of major provinces in the four Favorable regions and whole country during the past decade, using unit root test, Johansen-Juselius cointegration test, Granger causality test to obtain model estimation results for impulse response analysis and variance decomposition, then making a detailed study on the Favorable regions and the national mutton prices. The results show that： domestic mutton market tends to integrate in the regional integration, in front of the industrial chain, mutton priee perform a stable cointegration; in the degree of integration in mutton price, the Central Plains region and the Favorable regions of Northwest and Southwest are higher than the Eastern Pastoral Transitional Zone; compared to agricultural areas, mutton prices of main pastoral areas influence more obvious about the national mutton price; mutton prices in main provinces of the Central Plains region, the Eastern Pastoral Transitional Zone and the Favorable regions of Northwest explain changes in national mutton price comprehensivly; in the process of mutton price formation, pastoral areas in Inner Mongolia, Xinjiang, Gansu, and agricultural areas in Hebei are significantly higher than other provinces.