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新疆主要肉类产品之间的价格波动关联分析
引用本文:祝宏辉,徐光艳.新疆主要肉类产品之间的价格波动关联分析[J].价格月刊,2020(4):6-13.
作者姓名:祝宏辉  徐光艳
作者单位:石河子大学经济与管理学院,新疆石河子832000;石河子大学经济与管理学院,新疆石河子832000
摘    要:基于2001年~2017年新疆4种主要肉类产品价格时间序列数据,采用VAR模型和脉冲响应方法,分析了猪肉、牛肉、羊肉和鸡肉之间的价格波动关系以及相互影响程度,结果表明:2001年~2017年新疆各肉类产品价格均呈上涨趋势,其中2017年牛肉、羊肉价格与猪肉和鸡肉价格比较上涨幅度更大;短期内,各肉类产品受自身价格波动影响显著,长期内,牛肉、猪肉价格波动是引致新疆肉类产品市场价格波动的主要因子;从价格波动传导机制上看,猪肉和牛肉二者互为彼此价格波动的影响因素;鸡肉价格相对独立,不受其他肉类产品价格影响;羊肉价格受到猪肉、牛肉价格的影响较显著,但羊肉价格波动对猪肉、牛肉价格的影响有限。通过保证猪、牛产业规模化发展,保护扶持羊产业,鼓励发展鸡产业,建立新疆主要肉类市场价格联动的监测预警机制等措施,可以增加新疆肉类产品有效供给,降低肉类产品价格波动,保障新疆主要肉产品供需平衡。

关 键 词:肉类产品  价格波动  VAR模型

Correlation analysis of price fluctuation of main meat products in Xinjiang
Authors:ZHU Hong-hui  XU Guang-yan
Institution:(School of Economics and Management,Shihezi University,Shihezi,Xinjiang 832000)
Abstract:Based on the time series data of four major meat products in Xinjiang from 2001 to 2017,the VAR model and impulse response method are used to analyze the price fluctuation relationship and the degree of interaction between pork,beef,mutton and chicken.The results show that:from 2001 to 2017,the prices of various meat products in Xinjiang showed an upward trend.Among them,the price of beef and mutton increased more than that of pork and chicken in 2017.In the short term,each meat product is significantly affected by its own price fluctuation.In the long term,the price fluctuations of beef and pork are the main factors that lead to price fluctuation of Xinjiang meat product market.From the perspective of the transmission mechanism of price fluctuation,pork and beef are the influencing factors of each other’s price fluctuation.Chicken price is relatively independent,not affected by the price of other meat products.The price of mutton is significantly affected by the price of pork and beef,but the price fluctuation of mutton has a limited impact on the price of pork and beef.By ensuring the large-scale development of the pig and cattle industries,protecting and supporting the sheep industry,encouraging the development of the chicken industry,and establishing a monitoring and early warning mechanism for price linkage in Xinjiang’s major meat markets,we can increase the effective supply of Xinjiang meat products and reduce price fluctuation of meat products,and ensure the balance of supply and demand of Xinjiang’s major meat products.
Keywords:meat products  price fluctuation  VAR model
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