郑燕,马骥.我国肉鸡产业市场状态转换及产业链价格非对称传导研究——基于MS-VAR模型分析[J].华中农业大学学报(社科),2018,(1):73-80
我国肉鸡产业市场状态转换及产业链价格非对称传导研究——基于MS-VAR模型分析
Research on the State Transition of Broiler Industry and Asymmetric Transmission of Industrial Chain Price——Based on MS-VAR Model
  
DOI:
中文关键词:肉鸡产业  市场状态  产业链  价格  非对称传导  MS-VAR模型
英文关键词:broiler industry  market status  industry chain  price  asymmetric conduction  MS-VAR model
基金项目:国家蛋鸡产业技术体系项目(CARS-41-K26);北京市农业局项目“基于目标价格调控思路的农产品市场监测预警研究”(BMBA2015)。
作者单位
郑燕 中国农业大学 经济管理学院北京 100083 
马骥 中国农业大学 经济管理学院北京 100083 
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中文摘要:
      选取2003年1月至2017年3月的月度价格数据,通过构建包括商品代肉雏鸡价格、活鸡价格和白条鸡价格的MS-VAR模型,实证分析了肉鸡产业市场状态转换特征及产业链价格非对称传递。结果表明:2003年以来,肉鸡产业市场可划分为正常状态和低迷状态;经历了2003-2008年上半年市场状态频繁转换期和2008年下半年以来市场平稳运行期;大部分时间处于正常状态,2008年之前部分月份以及2013年和2017年个别月份处于低迷状态;两个市场状态均具有一定的稳定性,低迷状态平均持续期为5.76个月,正常状态平均持续期为18.92个月;不同市场状态下,价格脉冲响应路径较为一致,但响应程度存在差异,且产业链价格传导具有非对称性。为此,应建立健全肉鸡市场预警机制,完善肉鸡产业疫病防控体系。
英文摘要:
      This paper analyzed the market status transformation characteristics of broiler industry and the asymmetric transfer of industrial chain prices by constructing MS-VAR model based on price data of broiler industry from January,2003 to March,2017.The results show that the broiler industry market can be divided into normal and depressed state since 2003.The broiler industry market has experienced the frequent transition period from 2003 to the first half of 2008 and the smooth running period since the second half of 2008.The broiler industry has been in the normal state for most of the time.The broiler industry was in the depressed state some months before 2008 as well as some months in 2013 and 2017.Both show certain stability.The average duration of depression state was 5.76 months,and 18.92 months for that of normal state.The price impulse response paths were relatively in agreement,but there were some differences in the degree of response under different market conditions.The price transmission of industrial chain was asymmetric under different market conditions.Therefore,the early warning mechanism of broiler market should be established and perfected,and the prevention and control system of broiler industry disease should be perfected,too.
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