生猪价格的省域空间溢出效应及其动态关联分析——基于空间面板模型和DY分解

PROVINCIAL SPATIAL SPILLOVER EFFECTS OF HOG PRICES AND ITS DYNAMIC CORRELATION ANALYSIS——BASED ON SPATIAL PANEL MODEL AND DY DECOMPOSITION

关键词:  生猪价格  价格传导  空间杜宾模型  溢出效应  广义预测误差方差分解

Key words:  hog prices  price transmission  spatial Durbin model  spillover effects  Generalized Forecast Error Variance Decomposition

摘要:

目的 分析生猪价格的省际空间溢出效应，并通过各省域间价格联动效应探究我国生猪价格体系的传导机制，对治理我国生猪产业区域不均衡发展问题具有重要意义。方法 文章建立空间杜宾模型探索生猪价格的空间传导特性，引入溢出效应分解分析替代品价格、成本要素对省域生猪价格的冲击效应，并运用广义预测误差分解测定省际生猪价格关联水平及方向。结果 （1）我国生猪价格波动具有显著空间相关性和异质性，其空间集聚特征随时间推移愈发显著，产业布局呈现“高—高南部簇拥，低—低东向西扩”的空间演变特征。（2）省内替代品价格、成本要素对生猪价格波动的影响显著但作用力度有限，省际溢出效应是生猪价格发生空间传导的主导因素。（3）鸡肉价格与省内、省外的生猪价格存在密切正向关联；牛肉价格波动推动本省生猪价格同步波动；豆粕价格波动对本省或邻省生猪价格均起到正向推动作用；玉米价格变化引起本省或邻省生猪价格的负向变化。（4）辽宁、河北、吉林、河南等省的正向净关联度较大，属于波动“主导者”或“发动者”；上海、广西、重庆等省市的负净关联度较大，隶属价格波动的“接收者”；江苏、湖南、福建等省市的关联度和全国平均关联度持平，在价格波动传导体系中属于波动“中介者”。结论 有关部门应针对不同省域在生猪价格传导体系中所发挥职能的不同，分级管控生猪价格，同时促进地方畜牧业经济发展，不断优化我国生猪养殖产业区域布局。

Abstract:

To analyze the inter-provincial spatial spillover effect of hog prices and explore the transmission mechanism of China's hog price system through the inter-provincial price linkage effect, which is important for governing the regional unbalanced development of China's hog industry. A spatial Durbin model was established to explore the spatial transmission characteristics of hog prices, and a spillover effect decomposition was introduced to analyze the impact effects of substitute prices and cost elements on provincial hog prices, then a Generalized Forecast Error Decomposition was applied to determine the level and direction of inter-provincial hog price linkages. The results were listed as follow. (1) Hog price fluctuations had significant spatial correlation and heterogeneity, and their spatial clustering characteristics became more and more significant over time, and the industrial layout showed the spatial evolution characteristics of "high-high southern concentration, low-low east to west expansion". (2) The influence of intra-provincial substitute prices and cost factors on hog price fluctuation was significant but limited, and the inter-provincial spillover effect was the dominant factor in the spatial transmission of hog prices. (3) Chicken prices were positively related to hog prices within and outside the province; beef price fluctuations drove the simultaneous fluctuations of hog prices in the province; soybean meal price fluctuations played a positive role in driving hog prices in the province or neighboring provinces; corn price changes caused negative changes in hog prices in the province or neighboring provinces. (4) The positive net correlation of Liaoning, Hebei, Jilin, Henan and other provinces was larger, and they belonged to the "dominant" or "initiator" of fluctuations; the negative net correlation of Shanghai, Guangxi, Chongqing and other provinces and cities was larger, and they belonged to the "receiver"; Jiangsu, Hunan, Fujian and other provinces and cities and the national average correlation was the same, in the price volatility transmission system belonged to the volatility of "intermediaries". Therefore, the relevant departments should control pig prices in a hierarchical manner according to the different functions played by different provinces and regions in the pig price transmission system. Meanwhile, it should promote the economic development of local animal husbandry, so as to continuously optimize the regional layout of China's pig breeding industry.