进口牛肉和国内羊肉价格对我国国内牛肉价格传导机制的研究

Study on the transmission mechanism of imported beef and domestic mutton prices to beef prices in China

为了减缓我国国内牛肉价格的波动,保障牛肉横向传导价格体系稳定,本研究选取2012年10月份—2020年7月份我国国内牛肉价格、国内羊肉价格和进口牛肉价格的月度数据,采用向量自回归模型(VAR模型)、向量误差修正模型(VEC模型)、局部调整模型、格兰杰因果关系检验、脉冲响应函数、有限分布滞后模型和马尔科夫转换模型(MS-VAR模型)剖析我国国内牛肉价格、国内羊肉价格和进口牛肉价格之间的横向传导机制。结果表明:我国国内牛肉价格、国内羊肉价格、进口牛肉价格存在长期协整关系,国内牛肉价格在长期中主要受进口牛肉价格影响,在短期中主要受国内羊肉价格影响;国内牛肉价格的动态调整系数为0.224 4,调整速度比较缓慢;进口牛肉价格、国内羊肉价格对国内牛肉价格具有单向传导作用;国内牛肉价格主要受滞后1期的自身价格的冲击影响,以及滞后2期或3期的进口牛肉价格、滞后2~5期的国内羊肉价格的正向冲击影响,其中国内羊肉价格的影响更大;进口牛肉价格和国内羊肉价格主要受自身价格滞后期的冲击影响;进口牛肉价格和国内羊肉价格均会在1%水平下对国内牛肉价格产生显著的正向影响,其中,国内羊肉价格的影响相对更大,而进口牛肉价格的影响相对较小;国内牛肉价格总体处于平稳状态,穿插着价格低迷和上涨。鉴于此,提出加强相关肉类市场的价格监测和预警、完善牛肉进口环节、扩展牛肉进口渠道、适时对牛肉价格进行调控干预的政策建议。

In order to mitigate the fluctuation of beef price in China and ensure the stability of the horizontal transmission price system of beef, this study selected the monthly data of domestic beef price, domestic mutton price and imported beef price from October 2012 to July 2020.Using vector autoregressive model(VAR model) and vector error correction model(VEC model) and partial adjustment model, Granger causality test, impulse response function, limited distribution lag model, markov switching models(MS-VAR model)analyzed the domestic price of beef, lamb and imported beef price between the horizontal transmission mechanism. The results showed that there was a long-term co-integration relationship between domestic beef price, domestic mutton price and imported beef price. The domestic beef price was mainly affected by imported beef price in the long run, and by domestic mutton price in the short run.The dynamic adjustment coefficient of domestic beef price was 0.224 4, and the adjustment speed was relatively slow.The price of imported beef and the price of domestic mutton had one-way conduction effect on the price of domestic beef.The domestic beef price was mainly affected by the lag period one, as well as the positive impact of the imported frozen beef price with the lag period two or the a period three, and the domestic mutton price with the lag periods two-five in which the impact of the domestic mutton price was stronger.Imported beef prices and domestic mutton prices were mainly affected by the impact of their own price lag.Both the imported beef price and the domestic mutton price had a significant positive impact on the domestic beef price at the 1% level, among which the domestic mutton price had a relatively greater impact, while the imported beef price had a relatively small impact.Domestic beef price was generally stable, interspersed with low and rising prices.Therefore, suggestions are put forward, such as strengthening the price monitoring and early warning of relevant meat market, improving beef import links, expanding beef import channels, regulating and intervening in beef prices at the right time.