牛肉价格与饲料价格的短期动态关系和长期均衡--基于ARDL-ECM模型的实证研究

The Short-term Dynamic Relationship with Long-term Equilibrium between Beef Price and Feed Price:Based on the Research on ARDL-ECM Model

肉牛产业是农业增效、农民增收、农村经济发展和推进乡村振兴的新引擎。近年来我国牛肉价格的剧烈波动,引起了社会各界的广泛关注。养殖成本的变化是引起牛肉价格波动的重要原因,为了揭示牛肉价格与饲料价格之间的变动关系,本文运用ARDL-ECM模型,选取2000年6月至2020年6月的价格数据,分析了肉牛饲料的两种主要原料玉米价格和豆粕价格与牛肉价格的短期动态效应和长期均衡关系。研究结果表明,无论是长期关系还是短期动态,玉米价格、豆粕价格均对牛肉价格有显著影响,但是不存在即期传导关系,传导具有时滞性,长期上二者存在均衡关系,且长期影响大于短期效应;玉米价格对牛肉价格的影响程度最大;牛肉价格受自身滞后价格的影响显著且正向。因此,建议增加饲料粮供给,稳定市场价格,建立肉牛育肥价格稳定基金,调整饲料结构,增加优质青粗饲料的比重,完善农产品价格信息平台建设,以期肉牛产业稳定发展,形成良好的市场预期,减缓价格波动。

The beef and cattle industry is a new engine for agricultural efficiency,farmers'income,rural economic development and rural revitalization.In recent years sharp fluctuations in the price of beef in China,caused the extensive concern of the society from all walks of life.The change in the cost of breeding is an important reason for the fluctuation of beef prices,in order to reveal the relationship between beef prices and feed prices,this paper used the ARDL-ECM model to select price data from June 2000 to June 2020,and analyzed the short-term dynamic effect and long-term equilibrium relationship between corn prices,soybean meal prices and beef prices.The results showed that whether long-term or short-term dynamic relationship,price of corn and soybean meal price had a significant influence on beef prices.But there was no immediate conduction relationship and the conduction was time-delayed.The both on long-term equilibrium relationship existed,and the long-term impact was greater than the short-term effect;corn prices most effected on the price of beef;price of beef was affected by its lag prices significantly and positively.Therefore,it was recommended to increase the supply of feed grain and stabilize market prices,establish a beef cattle fattening price stability fund,adjust the feed structure and increase the proportion of high-quality green roughage,moreover improve the construction of an agricultural product price information platform,it was hoped that the beef cattle industry would develop stably,form good market expectations and slow down price fluctuations.