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本文采用猪、牛、羊的生产价格指数作为其各自的价格变量,通过VAR模型探讨畜牧业产品间的价格的相互影响,发现畜牧业产品滞后一期的价格对其它畜牧业产品及其本身的当期价格影响是正向的,其它滞后期的价格对畜牧业产品当期的价格则没有明确的正向或负向关系。通过脉冲响应分析发现,猪的价格变动对牛和羊及其本身的价格影响都很大,而羊的价格对其它畜牧业产品的影响最小。
In this paper, the production price index of pigs, cattle and sheep as their respective price variables, VAR model to explore the interaction between the prices of livestock products, found that the price of livestock products lagged a period of other livestock products and their own The current price impact is positive, and other lagged prices do not have a clear positive or negative relationship with the current price of livestock products. Through the impulse response analysis, it is found that the price changes of pigs have a great impact on the prices of cattle and sheep and their own, while the price of sheep has the least impact on other livestock products.