作　　者： (张海峰）; ; (万陆）; (李玉芝）;

机构地区： 明尼苏达大学

出　　处： 《广东农业科学》 2016年第10期155-162,共8页

摘　　要： 为了考察国外生猪市场价格对国内生猪市场价格的影响以及影响程度和可能的影响机制,运用向量误差修正模型和Vector Autoregression模型,对美国、欧盟生猪市场价格波动和国内生猪市场价格波动之间的互动关系及传导效应进行了实证分析。根据Johansen检验和恩格尔-格兰杰两步法对中国、欧盟和美国的猪肉市场进行检验发现,国内生猪市场价格与欧盟、美国生猪市场价格之间存在着长期均衡关系。中国、美国、欧盟生猪市场之间存在着一个内在的、相互影响的价格均衡调节机制,预示着中国的养猪户与美国、欧盟的生猪生产者有着相同或类似的竞争环境。为了确保我国广大生猪养殖散养户的效益,建议在创建生猪市场价格预警体系时,我国应重点考虑国外生猪市场价格对我国生猪市场价格的影响。为维护生猪价格的稳定,建立中、美、欧盟3国(地区)共同的生猪市场信息交流、价格预警体系非常重要。 The purpose of this study is to explore the short run and the long run linkages among hog market prices of China,U.S.A.and EU markets,and analyze how changes of foreign market prices can affect Chinese hog market.The analysis method used in this study is a dynamic framework by employing multivariate co-integration analysis and appropriate Vector Error Correction specification.Based on the Johansen test,and the Engle granger two step procedures,the results clarified that there was a hog market integration among China,U.S.A.and EU.This result also indicated that Chinese hog farmers were facing a similar market competition with the hog farmers in U.S.A.and EU.The results implied to save the profitability of Chinese hog farms,and to establish an early warning system of hog price in China,it was important to understand the effect from international hog market integration,especiallythe effects from the hog market of U.S.A. and E.U. Therefore,the establishment of an integrated market information management system among the hog market of China,U.S.A. and EU is necessary.

关 键 词： 向量误差修正模型 模型 生猪市场 市场整合

领　　域： [经济管理—产业经济]