肉鸡生产成本价格和零售价格传递机制分析——基于1994—2015年的月度数据

Analysis of transmission mechanism of production cost price and retail priceof broilers——Based on monthly price data from 1994 to 2015

饲料价格、雏鸡价格等肉鸡生产成本价格以及活鸡零售价格的价格传递影响着鸡肉稳定的供给和需求。笔者基于1994—2015年的月度价格数据,采用向量自回归模型(VAR)、误差修正模型(ECM)、格兰杰(Granger)因果关系、脉冲响应以及方差分解等一系列计量方法剖析肉鸡生产成本价格和零售价格的价格传导关系。结果表明:肉鸡生产成本价格对零售价格产生单向的影响,肉雏鸡价格和饲料价格关联性低,肉雏鸡价格对活鸡零售价格的正向影响较大,肉鸡配合饲料价格是活鸡零售价格的Granger原因,肉鸡生产成本价格和零售价格之间能较迅速传导,肉雏鸡价格对活鸡价格的彼此贡献最大,肉鸡配合饲料价格对活鸡价格的贡献也最大。因此,实时监测雏鸡价格、警惕饲料价格的传递影响可能是有效调控肉鸡成本价格和零售价格的有效途径。

The transmission of feed price,chicken production cost price and live chicken retail price influence the steady supply and demand of broilers. Based on monthly price data from 1994 to 2015,transmission relationship between chicken production cost price and live chicken retail price was analyzed with vector auto-regression model,error correction model,Granger causality,impulse response function and variance decomposition methods. It was found that production cost price had one-way influence on retail price; chick price and feed price had low correlation; chick price had larger positive influence on live chicken retail price; chicken mixed feed price was the Granger cause of live chicken retail price. Additionally,the transmission between chicken production cost price and retail price was fast,chick price and live chicken price had the biggest contribution by each other,and the feed price had the biggest contribution to live chicken price. Therefore,it may be an effective approach of monitoring chick price in real time and alerting transmission influences of feed price in order to regulate and control chicken cost price and retail price.