基于VAR模型的国内与国际牛肉价格空间市场整合研究

Research on Spatial Market Integration of Domestic and Foreign Beef Prices Based on VAR Model

总结2009—2015年国内与国际牛肉月度价格变动的基本规律,应用VAR模型对国内与国际2个空间市场牛肉价格长、短期整合情况和因果关系等进行实证分析,揭示了国内外牛肉价格长期和短期均整合;国际牛肉价格是国内牛肉价格的格兰杰原因,反之,不成立;国际牛肉价格对国内牛肉价格的影响较大且影响作用时滞4个月,但是国内牛肉价格对国际牛肉价格的影响并不明显。基于上述结论,政府应综合考虑国内和国际牛肉市场的形势,出台相关政策以稳定国内牛肉价格,保障国内肉牛产业安全,实现持续健康发展。

This paper summarizes the basic rules of monthly price changes of beef at home and abroad in 2009—2015. Empirical analysis of the long-term and short-term price integration of both domestic and international spatial markets and causal relationship was conducted by application of VAR model,proving the integration of both domestic and foreign beef prices in the long and short terms. International beef price is the Granger cause of the domestic beef price,but conversely,it is not the case. International price of beef has a greater impact on domestic price of beef and the time lag is four months,but the influence of domestic price beef on international beef price is not obvious.Based on the above conclusions,the government should synthetically consider the situations of both domestic and international beef markets,and launch relevant policies to stabilize domestic price of beef and to ensure security and sustainable healthy development of the domestic cattle industry.