进口奶粉价格对我国原料奶价格的影响——基于VAR模型的实证分析

Effect of Imported Milk Powder Price on Price of Raw Milk in China——An Empirical Analysis Based on VAR Model

近年来,数量不断激增的进口奶粉对我国原料奶产业的发展带来了挑战。本文以2009年1月—2017年2月的月度数据为样本,采用VAR模型,通过脉冲响应函数、方差分解就进口奶粉价格对我国原料奶价格的影响进行了实证分析。结果表明:进口奶粉价格提高有助于提高我国原料奶的价格水平,原料奶价格对进口奶粉价格冲击的响应期约为2年,且在第2年进口奶粉价格对原料奶价格约有6.85%的贡献率。最后根据研究结果提出完善奶业贸易管理、严格执行新标准及推进我国奶业一体化经营的对策建议。

In recent years, the increasing imported milk powder has brought challenges to the development of Chinese raw milk industry. Based on the monthly data from January 2009 to February 2017, this study adapted VAR model, through impulse response function and variance decomposition to analyze the effect of imported milk powder price on raw milk price in China. The results showed that the increase in imported milk powder price will help to improve the price level of Chinese raw milk. The response period of raw milk price to the impact of imported milk powder price was about 2 years, and the contribution rate is about 6.85% in 2 years. According to the research results, some relevant countermeasures and suggestions are given, such as improvement of milk trade management, strict implement of new Standards and promoting the integrated of milk industry.