摘要
以牛羊猪肉价格为研究对象,运用HP滤波法,分离出长期趋势和周期变动,总结出肉类产品价格波动特征。在此基础上,以新疆为例,运用VAR模型分析替代品价格对肉类产品价格波动的影响。结果显示,牛羊猪肉价格均呈上涨趋势,波动频繁剧烈。畜产品价格对自身波动影响最大,解释程度最高。对牛羊价格波动影响较大,解释程度较高的是猪肉价格。禽肉价格和禽蛋价格对畜产品价格波动的影响和解释程度不大。
Taking the price of beef,mutton and pork as the research object,using HP filter method,the long-term trend and periodic change are separated,and the price fluctuation characteristics of meat products are summarized.On this basis,take Xinjiang as an example,use VAR model to analyze the impact of the price of alternatives on the price fluctuation of meat products.The results showed that the price of beef,mutton and pork showed an upward trend,with frequent and violent fluctuations.The price of livestock products has the greatest impact on its own volatility and the highest degree of explanation.The price fluctuation of cattle and sheep is greatly influenced by the price of pork.The price of meat and eggs has little influence on the price fluctuation of livestock products.
作者
余红
李红波
谢佳丽
YU Hong;LI Hongbo;Xie Jiali(College of Economics&Trade,Xinjiang Agricultural University,Urumqi,Xinjiang 830052,China;Institute of Raise Livestock,Xinjiang Academy of Animal Science,Urumqi,Xinjiang 830000,China)
出处
《天津农业科学》
CAS
2020年第9期28-32,共5页
Tianjin Agricultural Sciences
基金
新疆科技厅项目(2017B01001)。
关键词
畜产品价格
波动特征
替代品价格
新疆
VAR模型
animal product price
fluctuation characteristics
substitute price
Xinjiang
VAR model