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Testing a Four-Dimensional Variational Data Assimilation Method Using an Improved Intermediate Coupled Model for ENSO Analysis and Prediction 被引量:12
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作者 Chuan GAO Xinrong WU Rong-Hua ZHANG 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2016年第7期875-888,共14页
A four-dimensional variational (4D-Var) data assimilation method is implemented in an improved intermediate coupled model (ICM) of the tropical Pacific. A twin experiment is designed to evaluate the impact of the ... A four-dimensional variational (4D-Var) data assimilation method is implemented in an improved intermediate coupled model (ICM) of the tropical Pacific. A twin experiment is designed to evaluate the impact of the 4D-Var data assimilation algorithm on ENSO analysis and prediction based on the ICM. The model error is assumed to arise only from the parameter uncertainty. The "observation" of the SST anomaly, which is sampled from a "truth" model simulation that takes default parameter values and has Gaussian noise added, is directly assimilated into the assimilation model with its parameters set erroneously. Results show that 4D-Var effectively reduces the error of ENSO analysis and therefore improves the prediction skill of ENSO events compared with the non-assimilation case. These results provide a promising way for the ICM to achieve better real-time ENSO prediction. 展开更多
关键词 four-dimensional variational data assimilation intermediate coupled model twin experiment ENSO prediction
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Real-Time Four-Dimensional Trajectory Generation Based on Gain-Scheduling Control and a High-Fidelity Aircraft Model 被引量:3
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作者 Olusayo Obajemu Mahdi Mahfouf +3 位作者 Lohithaksha M.Maiyar Abrar Al-Hzndi Michal Weiszer Jun Chen 《Engineering》 SCIE EI 2021年第4期495-506,共12页
Aircraft ground movement plays a key role in improving airport efficiency,as it acts as a link to all other ground operations.Finding novel approaches to coordinate the movements of a fleet of aircraft at an airport i... Aircraft ground movement plays a key role in improving airport efficiency,as it acts as a link to all other ground operations.Finding novel approaches to coordinate the movements of a fleet of aircraft at an airport in order to improve system resilience to disruptions with increasing autonomy is at the center of many key studies for airport airside operations.Moreover,autonomous taxiing is envisioned as a key component in future digitalized airports.However,state-of-the-art routing and scheduling algorithms for airport ground movements do not consider high-fidelity aircraft models at both the proactive and reactive planning phases.The majority of such algorithms do not actively seek to optimize fuel efficiency and reduce harmful greenhouse gas emissions.This paper proposes a new approach for generating efficient four-dimensional trajectories(4DTs)on the basis of a high-fidelity aircraft model and gainscheduling control strategy.Working in conjunction with a routing and scheduling algorithm that determines the taxi route,waypoints,and time deadlines,the proposed approach generates fuel-efficient 4DTs in real time,while respecting operational constraints.The proposed approach can be used in two contexts:①as a reactive decision support tool to generate new trajectories that can resolve unprecedented events;and②as an autopilot system for both partial and fully autonomous taxiing.The proposed methodology is realistic and simple to implement.Moreover,simulation studies show that the proposed approach is capable of providing an up to 11%reduction in the fuel consumed during the taxiing of a large Boeing 747-100 jumbo jet. 展开更多
关键词 Aircraft model Intelligent taxiing OPTIMIZATION four-dimensional trajectory
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The Role of Cultural Compatibility in Effective Management The Application of Cultural Four-dimensional Model in Transnational Corporations
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作者 成哲 《西安翻译学院学报》 2015年第1期64-68,共5页
Cross-cultural management is often regarded as a discipline of international management focusing on cultural encounters between the organization and the nation-state, and providing tools to tackle cultural difl'erenc... Cross-cultural management is often regarded as a discipline of international management focusing on cultural encounters between the organization and the nation-state, and providing tools to tackle cultural difl'erences seen as sources of conflict, friction or misunderstanding. Based on Greet Hofstede' s Cultural Model, this paper attempts to shed some light on effective corporation management through cultural analysis of the difl'erences between China and western countries. The paper puts more emphasis on the impact of cultural compatibility on effective corporation man- agement through the case study of China, Japan, Germany and America. The author argues that managers and employ- ees involved in companies with diverse cultural backgrounds should be integrated and developed into a specific local context through interlocking their cultural identifications and the organizational practices. 展开更多
关键词 CULTURAL DIFFERENCES CULTURAL four-dimensional model CULTURAL Compatibility CROSS-CULTURAL Man-agement
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Coupling Ensemble Kalman Filter with Four-dimensional Variational Data Assimilation 被引量:26
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作者 Fuqing ZHANG Meng ZHANG James A. HANSEN 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2009年第1期1-8,共8页
This study examines the performance of coupling the deterministic four-dimensional variational assimilation system (4DVAR) with an ensemble Kalman filter (EnKF) to produce a superior hybrid approach for data assim... This study examines the performance of coupling the deterministic four-dimensional variational assimilation system (4DVAR) with an ensemble Kalman filter (EnKF) to produce a superior hybrid approach for data assimilation. The coupled assimilation scheme (E4DVAR) benefits from using the state-dependent uncertainty provided by EnKF while taking advantage of 4DVAR in preventing filter divergence: the 4DVAR analysis produces posterior maximum likelihood solutions through minimization of a cost function about which the ensemble perturbations are transformed, and the resulting ensemble analysis can be propagated forward both for the next assimilation cycle and as a basis for ensemble forecasting. The feasibility and effectiveness of this coupled approach are demonstrated in an idealized model with simulated observations. It is found that the E4DVAR is capable of outperforming both 4DVAR and the EnKF under both perfect- and imperfect-model scenarios. The performance of the coupled scheme is also less sensitive to either the ensemble size or the assimilation window length than those for standard EnKF or 4DVAR implementations. 展开更多
关键词 data assimilation four-dimensional variational data assimilation ensemble Kalman filter Lorenz model hybrid method
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Analysis on the influence factors of Bitcoin’s price based on VEC model 被引量:6
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作者 Yechen Zhu David Dickinson Jianjun Li 《Financial Innovation》 2017年第1期37-49,共13页
Background:Bitcoin,the most innovate digital currency as of now,created since 2008,even through experienced its ups and downs,still keeps drawing attentions to all parts of society.It relies on peer-to-peer network,ac... Background:Bitcoin,the most innovate digital currency as of now,created since 2008,even through experienced its ups and downs,still keeps drawing attentions to all parts of society.It relies on peer-to-peer network,achieved decentralization,anonymous and transparent.As the most representative digital currency,people curious to study how Bitcoin’price changes in the past.Methods:In this paper,we use monthly data from 2011 to 2016 to build a VEC model to exam how economic factors such as Custom price index,US dollar index,Dow jones industry average,Federal Funds Rate and gold price influence Bitcoin price.Result:From empirical analysis we find that all these variables do have a long-term influence.US dollar index is the biggest influence on Bitcoin price while gold price influence the least.Conclusion:From our result,we conclude that for now Bitcoin can be treated as a speculative asset,however,it is far from being a proper credit currency. 展开更多
关键词 Bitcoin price Gold price US dollar index vec model
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Empirical Study on the Impact of Rural Labor Force Flow on the Price of Agricultural Products——A Method Based on VEC Model 被引量:2
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作者 WEN Li 《Asian Agricultural Research》 2010年第7期25-29,共5页
Based on the research introduction of domestic and foreign scholars,dynamic equilibrium between the rural labor force flow and the price of agricultural product is analyzed by VEC model,according to the data of the ru... Based on the research introduction of domestic and foreign scholars,dynamic equilibrium between the rural labor force flow and the price of agricultural product is analyzed by VEC model,according to the data of the rural labor force flow and the price of agricultural products in the years 1990-2007.Chows breakpoint test is used to measure the stage characteristics of the impact of rural labor force flow on the price of agricultural product.Result shows that there is a long-term and stationary relationship between the flow quantity of rural labor force and the price of agricultural product.Rural labor force flow,as an exogenous force,affects the agricultural production,and further influences the price fluctuation of agricultural products.Impact of rural labor force flow on the price of agricultural product is from weak to strong,then grows gradually weaker,and reaches its peak value at the year 1998.With the development of rural society and economy and the market process,rural labor force flow endogenously affects the price of agricultural product,which has periodic characteristics.In order to achieve a dual stabilization of the rural labor force flow and the price of agricultural products,the following countermeasures are put forward:vigorously developing vocational education,increasing the support for agricultural production,and making active employment measures. 展开更多
关键词 Rural labor force flow Price of agricultural products vec model Vocational education China
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Research on the Relationship between CPI and PPI Based on VEC Model
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作者 Shijun Li Guoqiang Tang +1 位作者 Duancui Yang Shixue Du 《Open Journal of Statistics》 2019年第2期218-229,共12页
By establishing the VEC model, the relationship between Consumer Price Index (CPI) and Producer Price Index (PPI) is explored by using Johansen cointegration test and impulse response function. The results show that t... By establishing the VEC model, the relationship between Consumer Price Index (CPI) and Producer Price Index (PPI) is explored by using Johansen cointegration test and impulse response function. The results show that there is a long-term equilibrium cointegration relationship between CPI and PPI. CPI has a certain impact on PPI. PPI also has a certain impact on CPI. PPI has a great impact on itself both in the long-term and short-term. The current CPI will be adversely affected by the previous CPI and the positive impact of the previous PPI. The current PPI will be positively affected by the previous phase of CPI and the previous phase of PPI. 展开更多
关键词 vec model Consumer PRICE INDEX PRODUCER PRICE INDEX IMPULSE Response Function
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The Impact of the Processing and Foreign Trade of Agricultural Products on Agricultural Modernization: An Empirical Analysis Based on Cointegration and VEC Model
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作者 Wen YAO 《Asian Agricultural Research》 2014年第10期12-17,共6页
Based on the data related to the Chinese and world agricultural production and trade from 1986 to 2011,this paper uses the principal component analysis,cointegration and vector error correction model to perform the em... Based on the data related to the Chinese and world agricultural production and trade from 1986 to 2011,this paper uses the principal component analysis,cointegration and vector error correction model to perform the empirical analysis of the impact of processing,import and export of agricultural products on the agricultural modernization in China. The results show that the processing and export of agricultural products play a role in promoting the agricultural modernization in China,while the import of agricultural products has some negative effects on the agricultural modernization in China. The negative effects of the import of agricultural products are from the limitations of farmers' small-scale operation and foreign trading partners' protectionism. China should further develop the processing industry of agricultural products,and strengthen the role of downstream industries in promoting the agricultural modernization; improve the level of large-scale and intensive operation,and make good use of WTO rules,in order to provide the necessary market conditions for the agricultural modernization. 展开更多
关键词 AGRICULTURAL MODERNIZATION PROCESSING of agricultu
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The Evolutive Law concerning Relationship between Economic Growth and Farmers' Income Increase in Xinjiang since the Reform and Opening-up:An Empirical Analysis of the VEC Model
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作者 Xiaojun LIU Junsheng DAI 《Asian Agricultural Research》 2013年第1期4-8,共5页
We select the per capita gross domestic product and rural residents' per capita net income in Xinjiang as the indicator variables to measure economic growth and farmers' income increase in Xinjiang, respective... We select the per capita gross domestic product and rural residents' per capita net income in Xinjiang as the indicator variables to measure economic growth and farmers' income increase in Xinjiang, respectively. We establish the cointegration equation, the vector error correction (VEC) model, and use the impulse response function to conduct empirical analysis of the evolutive law concerning relationship between economic growth and farmers' income increase in Xinjiang during the period 1978-2010. The results show that there is a cointegration relationship between economic growth in Xinjiang and farmers' income increase; the former plays an important role in promoting the latter, following the evolutive law "first intensify, then abate, intensify again, and finally become stable". We put the following policy recommendations: providing preferential policies for farmers, scientifically and rationally guiding the transfer of rural labor; improving the function of agriculture, increasing the proportion of non-farm income; gradually bridging the widening income gap between urban and rural areas, coordinating urban and rural development. 展开更多
关键词 Economic growth Farmers’ INCOME INCREASE Evolutive
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中国碳排放权交易价格影响因素分析——基于全国碳市场价格时间序列的VEC动态分析
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作者 宋容容 陈勇明 《成都信息工程大学学报》 2024年第4期512-518,共7页
“双碳”目标提出后,全国碳市场发展面临新的机遇与挑战。探究影响碳交易价格的因素,对完善碳市场交易机制从而实现“双碳”目标具有现实意义。已有研究仅以几个碳交易试点为研究对象,由于各个试点的交易价格、气体种类和交易量等相差较... “双碳”目标提出后,全国碳市场发展面临新的机遇与挑战。探究影响碳交易价格的因素,对完善碳市场交易机制从而实现“双碳”目标具有现实意义。已有研究仅以几个碳交易试点为研究对象,由于各个试点的交易价格、气体种类和交易量等相差较大,研究结果存在较大差异且不全面,故有必要将新上市的全国碳市场纳入研究。以2021年7月上市的全国碳交易点和碳交易试点为研究对象,基于外部性理论、产权理论、环境金融理论分析碳交易价格的理论影响因素,并建立VEC模型进行实证分析。结果表明:碳交易价格受市场中动力煤价格、上证指数负向影响;受欧盟碳期货价格、空气质量指数、天然气价格正向影响。通过对全国碳交易点和碳交易试点的对比分析,发现全国碳交易价格受市场因素影响较大,且逐期增强,说明新建立的全国碳交易市场的市场效应更强。 展开更多
关键词 vec模型 全国碳市场 脉冲响应 方差分解
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国际石油价格上涨对中国汽车产业的冲击效应——基于VAR与VEC模型的实证研究 被引量:8
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作者 谭力文 代伊博 +1 位作者 娄汇阳 陈冰洁 《统计与信息论坛》 CSSCI 2010年第5期25-29,共5页
近年来,国际油价持续攀升且在高位震荡。研究表明国际油价上涨对中国汽车产业总体需求和需求结构产生了较大冲击。国际石油价格是汽车产业总需求波动的格兰杰原因,对其冲击是负向、显著、长远的;它是乘用车、商用车需求变化的格兰杰原因... 近年来,国际油价持续攀升且在高位震荡。研究表明国际油价上涨对中国汽车产业总体需求和需求结构产生了较大冲击。国际石油价格是汽车产业总需求波动的格兰杰原因,对其冲击是负向、显著、长远的;它是乘用车、商用车需求变化的格兰杰原因,但所引起的响应路径截然不同。乘用车内部,它与基本型乘用车、多功能车的需求变化具有格兰杰因果关系,但却外生于运动型多用途车及交叉型乘用车的需求变化。相应地,它对前两者的销量影响较显著,相对方差贡献率较高。 展开更多
关键词 国际石油价格 汽车产业 VAR模型 vec模型
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基于VEC模型分析新疆棉花价格空间传导关系 被引量:5
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作者 张利召 丁建国 蒋国伟 《新疆农业科学》 CAS CSCD 北大核心 2021年第10期1954-1960,共7页
【目的】分析我国新疆棉花价格与全国棉花价格、国际棉花价格的横向传导机理和规律,为完善新疆棉花价格形成机制及棉花市场风险管理提供参考。【方法】采用向量误差修正模型,选取2007~2019年新疆328级棉花现货价格、全国328级棉花现货... 【目的】分析我国新疆棉花价格与全国棉花价格、国际棉花价格的横向传导机理和规律,为完善新疆棉花价格形成机制及棉花市场风险管理提供参考。【方法】采用向量误差修正模型,选取2007~2019年新疆328级棉花现货价格、全国328级棉花现货价格和国际棉花价格CotlookA指数月度数据,研究三者之间的传导关系。【结果】我国新疆棉花价格、全国棉花价格与国际棉花价格,三者之间存在协整关系,国际棉花价格每变动1%,使新疆棉花价格变动1.103%、国内棉花价格变动1.065%。短期,国际棉花价格对新疆和全国棉花价格的传导效应明显,上一期国际棉花价格每变动1%,使本期我国新疆棉花价格变动0.241%、本期全国棉花价格变动0.3%。我国新疆棉价及全国棉价均受国际棉花价格的单向影响,我国新疆棉价与全国棉价之间没有显著的影响关系。【结论】我国新疆棉花现货市场与国际棉花现货市场日益紧密相关,国际棉花现货价格对我国新疆棉花现货价格起主要的引导作用,我国新疆棉花市场被动接受其他市场的价格波动输出,导致新疆棉花价格波动的风险高。 展开更多
关键词 vec模型 棉花价格 空间传导
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具有普惠金融内涵的金融发展与城乡收入分配的失衡调整——基于VEC模型的实证研究 被引量:46
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作者 李建伟 李树生 胡斌 《云南财经大学学报》 CSSCI 北大核心 2015年第1期110-116,共7页
利用2004-2013年的相关数据,测算了中国的普惠金融发展指数,并在此基础上建立了VEC模型及脉冲响应函数,得到以下结论:普惠金融发展程度与中国城乡居民收入分配差距之间存在着长期均衡关系,金融普惠特别是农村金融普惠程度的提高对降低... 利用2004-2013年的相关数据,测算了中国的普惠金融发展指数,并在此基础上建立了VEC模型及脉冲响应函数,得到以下结论:普惠金融发展程度与中国城乡居民收入分配差距之间存在着长期均衡关系,金融普惠特别是农村金融普惠程度的提高对降低城乡收入比,改善城乡收入分配状况发挥显著的正向作用,金融服务范围维度在现阶段中国普惠金融的发展中更能起到主导效应。要改善目前城乡收入分配失衡的状况,必须促进具有普惠金融内涵的金融发展,尤其要创建农村普惠性金融体系。 展开更多
关键词 普惠金融发展指数 城乡收入分配差距 农村普惠金融体系 vec模型
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中国粮食成本收益的VEC模型研究 被引量:4
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作者 苏博 刘鲁 杨方廷 《数理统计与管理》 CSSCI 北大核心 2007年第3期449-456,共8页
本文采用了计量经济学方法,利用协整理论和向量误差修正(VEC)模型,对中国粮食成本收益与粮食每亩生产成本、生产资料价格、粮价水平,以及政策支持之间的相互影响及关系进行了实证研究。同时构建VEC非结构化模型进行了各变量的预测,模型... 本文采用了计量经济学方法,利用协整理论和向量误差修正(VEC)模型,对中国粮食成本收益与粮食每亩生产成本、生产资料价格、粮价水平,以及政策支持之间的相互影响及关系进行了实证研究。同时构建VEC非结构化模型进行了各变量的预测,模型短期预测结果显示出较高的预测精度,中长期预测结果也显示出较好的预测稳定性和趋势性。模型填补了我国粮食成本收益建模研究方面的空白。 展开更多
关键词 粮食成本收益 JOHANSEN协整检验 非结构化模型 vec模型
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中国碳排放与经济增长的动态关系——基于VEC模型 被引量:13
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作者 赵爱文 李东 《技术经济》 2011年第11期84-88,共5页
利用1953—2010年中国碳排放量与GDP的时间序列数据,运用协整理论、向量误差修正模型并进行Granger因果关系分析,对中国碳排放量与经济增长之间的关系进行了实证研究。结果表明:从长期来看,碳排放量与经济增长之间存在协整关系;从短期来... 利用1953—2010年中国碳排放量与GDP的时间序列数据,运用协整理论、向量误差修正模型并进行Granger因果关系分析,对中国碳排放量与经济增长之间的关系进行了实证研究。结果表明:从长期来看,碳排放量与经济增长之间存在协整关系;从短期来看,碳排放量与经济增长之间存在动态调整机制;碳排放量与经济增长之间存在因果关系。最后,提出了降低碳排放量的对策。 展开更多
关键词 碳排放 经济增长 能源消费 vec模型
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基于VEC模型的全国与主产区羊肉价格传导与整合研究 被引量:10
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作者 王士权 常倩 李秉龙 《科学与管理》 2015年第4期27-34,40,共9页
本文基于VEC模型,对我国肉羊四大优势产区代表省份十余年来羊肉价格与全国同期羊肉价格进行分析,采用单位根检验、Johansen-Juselius协整检验、格兰杰因果关系检验,结合模型估计结果进行脉冲响应分析和方差分解,对各优势产区与全国羊肉... 本文基于VEC模型,对我国肉羊四大优势产区代表省份十余年来羊肉价格与全国同期羊肉价格进行分析,采用单位根检验、Johansen-Juselius协整检验、格兰杰因果关系检验,结合模型估计结果进行脉冲响应分析和方差分解,对各优势产区与全国羊肉价格的整合和传导进行了细致研究。结果表明:国内羊肉市场在区域一体化方面趋于整合,羊肉市场价格在产业链前端表现为稳定的协整变化;中原优势区、西北优势区与西南优势区在价格整合程度方面高于中东部农牧交错带优势区,主要牧区价格对全国价格影响比农区更为明显;中原优势区、中东部农牧交错带优势区与西北优势区代表省份价格对于全国价格变动解释力较强;牧区中内蒙古、新疆、甘肃以及农区中河北的羊肉价格在全国羊肉价格形成过程中的作用显著高于其他省份。 展开更多
关键词 羊肉价格 整合 传导 优势产区 vec模型
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银行贷款、可支配收入与房地产价格波动:1999~2010——基于协整检验和VEC模型的实证分析 被引量:10
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作者 段军山 白茜 《软科学》 CSSCI 北大核心 2011年第11期24-29,共6页
通过协整和VEC模型的经验分析发现:我国房地产价格的贷款弹性为正,银行贷款的顺周期效应明显,房地产价格的上涨推动了银行贷款增加;房地产价格的利率弹性为正,资金价格的变动导致成本约束效应相对有限;在短期,人均收入和利率对房地产价... 通过协整和VEC模型的经验分析发现:我国房地产价格的贷款弹性为正,银行贷款的顺周期效应明显,房地产价格的上涨推动了银行贷款增加;房地产价格的利率弹性为正,资金价格的变动导致成本约束效应相对有限;在短期,人均收入和利率对房地产价格的贡献更为显著。长期来看,政府面对房地产价格的波动会做出适当的反向调整。房地产价格在受到银行信贷正向冲击后出现递增趋势,银行信贷对房地产价格具有2个月的时滞效应。房地产市场的发展关系民生以及国家宏观经济增长,所以要审慎调控,不能一刀切。 展开更多
关键词 银行信贷 房地产价格波动 协整检验 误差修正模型
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综合交通运输建设规模与经济增长的关系研究——基于VAR和VEC模型的实证分析 被引量:15
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作者 李芬 冯凤玲 《河北经贸大学学报》 CSSCI 北大核心 2014年第3期110-115,共6页
运用脉冲响应分析和方差分解分析的思想,结合协调发展理论提出了基于VAR和VEC模型的交通经济数据的分析方法,据此对河北省1990—2009年交通运输与经济统计数据进行了实证分析。结果表明:经济增长对交通运输业的引致需求作用不如交通运... 运用脉冲响应分析和方差分解分析的思想,结合协调发展理论提出了基于VAR和VEC模型的交通经济数据的分析方法,据此对河北省1990—2009年交通运输与经济统计数据进行了实证分析。结果表明:经济增长对交通运输业的引致需求作用不如交通运输业对经济增长推动作用明显,但是经济增长与交通运输业的建设规模、合理布局、运输能力具有长期均衡关系;经济增长速度受到冲击后会在中期对交通运输业具有正的影响,短期影响并不显著。 展开更多
关键词 交通运输 协整 方差分解 脉冲响应 经济增长 建设规模 VAR模型 vec模型
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新疆人口数量变化能否促进经济增长?——基于VEC模型的动态实证研究 被引量:7
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作者 刘磊 刘永萍 《西北人口》 CSSCI 2017年第1期105-112,共8页
为了研究新疆人口数量变化能否促进经济增长,本文在生态环境承载力、劳动力边际产出和人口理论方面论述了人口数量变化与经济增长的相互作用机理,在此基础上通过VEC模型对人口数量、人均GDP和财政预算收入进行动态研究,结果为:长期人均... 为了研究新疆人口数量变化能否促进经济增长,本文在生态环境承载力、劳动力边际产出和人口理论方面论述了人口数量变化与经济增长的相互作用机理,在此基础上通过VEC模型对人口数量、人均GDP和财政预算收入进行动态研究,结果为:长期人均GDP和人口数量成正向关系,弹性为0.33,但财政预算收入却因人口数量的增加而呈现小幅度降低,弹性为0.09。短期内人均GDP与人口数量成反向关系,财政预算收入的增加反而能够促进人口数量的增加。 展开更多
关键词 人口数量 人均GDP vec模型 脉冲响应函数
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影响我国猪肉价格波动的因素——基于VEC模型的动态计量分析 被引量:5
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作者 段隐华 王刚 《价格月刊》 北大核心 2012年第9期27-30,共4页
采用2004年9月~2012年2月猪肉价格、育肥猪配合饲料价格、居民消费价格指数与仔猪价格的月度数据,借助Johansen协整检验,运用VEC模型分析了育肥猪配合饲料价格、居民消费价格指数与仔猪价格的变化对猪肉价格波动的短期及长期影响。研... 采用2004年9月~2012年2月猪肉价格、育肥猪配合饲料价格、居民消费价格指数与仔猪价格的月度数据,借助Johansen协整检验,运用VEC模型分析了育肥猪配合饲料价格、居民消费价格指数与仔猪价格的变化对猪肉价格波动的短期及长期影响。研究表明:短期来看,前一期仔猪价格、育肥猪配合饲料价格以及CPI都对当期的猪肉价格产生正效应,其中前一期CPI对当期猪肉价格正效应最大。长期来看,CPI对猪肉价格的影响减弱,而育肥猪配合饲料价格对猪肉价格影响增强,仔猪价格对猪肉价格却产生了负效应。在此基础上,提出了稳定猪肉价格的政策建议。 展开更多
关键词 猪肉价格 vec模型 JOHANSEN协整检验
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