生猪疫情变动对猪肉价格的冲击效应与溢出效应研究

Research on the Impact Effect and Spillover Effect of Pig Epidemic on Pork Price

本文基于2009年2月至2020年1月生猪疫情相关月度数据,运用时变参数向量自回归(TVP-VAR)模型和VAR模型研究生猪疫情对猪肉价格的时变冲击和肉类产品间的横向溢出效应。结果表明:生猪疫情对猪肉价格的影响具有明显的时变特征和显著的横向溢出效应。生猪疫情对猪肉价格的影响在不同时期、不同滞后期、不同时点上的冲击方向及冲击大小存有差异。进一步研究发现,受生猪疫情冲击,牛肉、鸡肉价格随猪肉价格变化出现同向波动、先负向后正向,但鸡肉波动幅度更大;羊肉与其他3种肉类受生猪疫情冲击表现不同,呈持续正向冲击。据此研究结果,为政府有关部门建立产业发展预警机制、及时展开生猪疫情防控、进行舆情管理,实现生猪疫情期肉类价格调控的预期目标提供政策建议。

Based on the monthly data related to the pig epidemic from February 2009 to January 2020,this paper used the TVP-VAR model and VAR model to study the time-varying impact of the pig epidemic on pork prices and the horizontal spillover effect among meat products.The results show that the impact of the pig epidemic on pork price has obvious time-varying characteristics and a significant horizontal spillover effect.Further research found that due to the impact of the epidemic,the price of beef and chicken fluctuated in the same direction as the change in the pork price,all are negative first,then positive;Different from the other three kinds of meat.