| 张海峰1,2，王 珺2,3，万 陆3，李玉芝1.基于时间序列的中、美、欧盟生猪市场相互影响关系研究[J].广东农业科学,2016,43(10):155-162 |
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基于时间序列的中、美、欧盟生猪市场相互影响关系研究 |
| Study on mutual influence relationship about hog market among China，U.S.A. and EU by time series |
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| DOI：10.16768/j.issn.1004-874X.2016.10.027 |
| 中文关键词: 向量误差修正模型 Vector Autoregression 模型 生猪市场 市场整合 |
| 英文关键词: Vector Error Correction model Vector Autoregression model hog market market integration |
| 基金项目:国家生猪产业技术体系建设专项（CARS-36） |
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| 摘要点击次数: 2188 |
| 全文下载次数: 866 |
| 中文摘要: |
| 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。 |
| 英文摘要: |
| 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，especially the 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. |
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