河南农业大学学报2024，Vol.58Issue(6)：1054-1064,11.DOI:10.16445/j.cnki.1000-2340.20240401.001
国内与国际原料奶价格同频共振的实证检验
An empirical test of domestic and international raw milk prices in the co-frequency resonance
摘要
Abstract
[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.关键词
中国奶业/原料奶价格/进口奶粉/TVP-VAR模型Key words
China's dairy industry/raw milk price/imported milk powder/TVP-VAR model分类
管理科学引用本文复制引用
马春晖,马红春,侯倩玉..国内与国际原料奶价格同频共振的实证检验[J].河南农业大学学报,2024,58(6):1054-1064,11.基金项目
国家自然科学基金项目(72373036) （72373036）
教育部人文社科基金规划项目(20YJA790027) （20YJA790027）
