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当前位置: 首页 > 文章 > 国内与国际原料奶价格同频共振的实证检验 河南农业大学学报 2024,58 (6) 1054-1064
Position: Home > Articles > An empirical test of domestic and international raw milk prices in the co-frequency resonance Journal of Henan Agricultural University 2024,58 (6) 1054-1064

国内与国际原料奶价格同频共振的实证检验

作  者：
马春晖;马红春;侯倩玉
单  位：
河南农业大学经济与管理学院;河南农业大学创新创业学院
关键词：
中国奶业;原料奶价格;进口奶粉;TVP-VAR模型
摘  要：
[目的]通过实证分析验证国际原料奶价格波动对国内原料奶价格的冲击效应,为中国积极应对国际原料奶价格波动风险提供决策参考.[方法]基于 2006 年 6 月—2023 年 6 月的国内与国际原料奶价格数据,利用时变参数向量自回归(TVP-VAR)模型,考察国内与国际原料奶价格之间的动态时变关系,检验国际原料奶价格变化对国内原料奶价格的影响.[结果]从等间隔脉冲反应来看,随着期数的增加,国际原料奶价格对中国原料奶价格的正向冲击越来越大.从时点脉冲反应来看,2007 年、2013 年和 2020 年 3 个时期的国际原料奶价格对国内原料奶价格的影响具有差异性,但冲击趋势表现出相似性,均呈现峰状特征且冲击持续时间较长.3 个前期时点对应的滞后期时点冲击效应表现相似.[结论]完善国际原料奶价格监测预警体系,有效把握国内奶源供给导向.注重短期冲击后的滞后期反向影响,维护原料奶市场的稳定性.保护国内原料奶的主体地位,降低国内市场对进口奶粉的依赖性.
译  名：
An empirical test of domestic and international raw milk prices in the co-frequency resonance
关键词：
China's dairy industry%raw milk price%imported milk powder%TVP-VAR model
摘  要：
[Objective]Empirical analysis was conducted to verify the impact effect of international raw milk price fluctuations on domestic raw milk price,providing decision-making reference for China to actively respond to the risk of international raw milk price fluctuations.[Method]Based on the domestic and international raw milk price data from June 2006 to June 2023,a time-varying parameter vector autoregression(TVP-VAR)model is utilized to investigate the dynamic time-varying relationship be-tween domestic and international raw milk prices,and to test the effect of international raw milk price volatility on domestic raw milk price.[Result]From the point of view of equal-interval impulse re-sponse,with the increase of the number of lag periods,the positive impact of international raw milk price on Chinese raw milk price is getting bigger and bigger.From the point-of-time impulse response,the impact of international raw milk price on domestic raw milk price in the three periods of 2007,2013 and 2020 has differences,but the impact trend shows similarity,all presenting the peak-like characteristics and the impact lasts for a long period of time.The impact effect of the three pre-periods corresponding to the lagged period of the point-of-time impacts behaves in a similar way.[Conclusion]It is suggested that we should improve the international raw milk price monitoring and early warning system,effectively grasp the domestic milk supply guidance.It is necessary to pay attention to the re-verse impact of the lag period after the short-term impact,maintain the stability of the raw milk mar-ket.We also should protect the dominant position of domestic raw milk and reduce the domestic mar-ket's dependence on imported milk powder.

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