【作者】 刘清泉；

【导师】 周发明；

【作者基本信息】 湖南农业大学 ， 农业经济管理， 2013， 博士

【摘要】 生猪产业是我国食品安全的基础产业,猪肉产量占比为全球50%左右。近年来,随着我国生猪市场不断扩大和产业链不断拓展,生猪价格在上涨趋势中呈现暴涨暴跌的不稳定态势。稳定生猪价格、巩固生猪业基础地位,是一个必须重视的现实问题。本文采用理论与实证相结合的方法,分析生猪价格对养殖效益和供给的影响,生猪价格波动特征,重点从横向和纵向两个维度探讨生猪价格形成和产业链价格传导机制,为减缓生猪价格波动、促进产业链持续发展提供理论分析框架和实证分析依据,提出针对性的对策建议。研究结果表明：(1)生猪价格是养猪效益波动的主要原因,养殖户不能从价格波动中获益。生猪供给受到蛛网循环、饲料价格、季节性因素、疫情灾害和产业政策等诸多因素综合影响,生猪出栏调整到最优水平需要一年左右的自然周期,养殖户主要根据静态预期进行生产决策,生猪出栏缺乏长期和短期价格弹性。(2)生猪价格受到通货膨胀、季节性和多种内外部因素的综合影响,呈现高位频繁周期性波动的特征。生猪预期价格受到自身滞后项和波动性的影响,价格波动具有聚群现象、不具有非对称性。(3)生猪价格形成受到居民收入、生猪供给以及产业和货币政策的影响。从长期来看,生猪供给是引导变量,居民收入对生猪价格具有正向影响;从短期来看,供给变化是生猪价格波动的原因；从外部环境来看,生猪产业扶持政策对生猪价格和供给稳定发挥了一定积极作用,流动性过剩给生猪业带来了整体负面影响。(4)生猪价格稳定是产业链价格系统均衡发展的关键。从长期来看,生猪价格是引导变量,生猪价格与饲料、猪肉价格处于低整合状态。从短期来看,生猪价格波动是自身、猪肉和仔猪价格波动的主要原因,饲料和猪肉价格相对刚性。因此,稳定我国生猪市场价格,促进我国生猪产业持续发展需要在以下方面加强工作：(1)发展屠宰加工业产业化龙头企业、提高产业组织化水平。(2)推进生猪业科技创新与标准化规模养殖、提高产业素质。(3)改善生猪产业链流通效率与生猪经营方式、提高市场整合程度。(4)建设生猪金融市场体系、健全生猪市场风险分散机制。(5)强化生猪业信息化建设、提高价格预期理性化程度。(6)完善生猪市场调控政策、创造生猪业稳定发展的经济环境。本文创新点：一是研究方法上,利用SVAR模型刻画生猪价格决定因素和产业链价格系统对随机冲击的动态效应,体现了内生变量的结构性关系。二是研究结论上,运用扩展的Nerlove模型更加贴近实际地评价生猪市场价格杠杆作用；运用GARCH-M模型检验生猪价格波动对生猪价格高位运行的显著正向影响；运用误差修正模型检验生猪价格形成和产业链价格系统的引导变量,为稳定生猪价格和产业链价格系统提供决策依据。更多还原

【Abstract】 Hog industry is the basic industry related to food safety in China and pork production accounted for about half of the world.In renent years,due to expanding markets and developing industry chain,hog price presented unstable state with overall upward trend in frequent rising and falling.How to stabilize hog price, consolidate the basic status of hog industry is an important practical issue that must be attached to.This article combined theoretical with empirical method, analyzed the influence of hog price to breeding benefit and supplies,the change rule of hog price, focused on the formation and transmission mechanism of hog price from horizontal and vertical dimensions,so as to provide theoretical analysis framework and empirical analysis foundations for slowing down hog price fluctuation, promoting sustainable development of industry chain.Finally some targeted countermeasures and suggestions were put forward.The study results showed that:(1) Hog price was the main reasons of the fluctuation of breeding benefit and farmers couldn’t benefit from price fluctuation. Hog supply was influenced by Cobweb cycle, feed price, seasonal factors, epidemic disasters,industry policy and so on. Adjustment to optimal level of hog slaughter needed about one year; Farmers made production decision mainly according to static expectation; The short-term and long-term elasticity of hog slaughter amount on price was low on the whole.(2) Hog price presented the characteristics of high frequent fluctuations due to the combined effects of inflation, seasonal, and a variety of internal and external factors.Hog price expectation was influenced by its own lags and price volatility, which had significant cluster phenomenon and didn’t have a significant asymmetry.(3)Hog price formation was influenced by residents’ income, hog supply as well as industry and monetary policy.In the long run,hog supply was guiding variable,and resident’ income had positive influence to hog price;In the short term,supply change was the main reason of hog price fluctuation;In the view of external environment,industrial support policy played a positive role in hog price and supply stability,excess liquidity had an overall negative impact to hog industry.(4) Hog price stability was the key to balanced development of price system of industry chain.In the long run, hog price was guiding variable of price system of industry chain and hog price was in low state of integration with feed and pork price; In the short term, hog price fluctuation was the main reasons of itself, pork, piglet price volatility,feed and pork prices were rigid relatively. Therefore, stabilizing hog price, promoting sustained development of hog industry in china need to improve the work in the following aspects:(1) Develop industrialization leading enterprises of slaughter and process industry to raise the level of industrial organization.(2)Advance the scientific and technological innovation of hog industry and standardized scale breeding so as to improve industrial quality.(3)Improve circulating efficiency of hog industry chain and operation mode of hog to raise the level of market integration of industry chain.(4)Construct the financial market system of hog to perfect the risk diversification mechanism of hog market.(5)Enhance the informationization construction of hog industry to increase the rationality degree of hog price expectation.(6)Perfect regulation policies of hog market, stabilize macroeconomic to create a stable developing environment of hog industry.The innovations of this article are listed below:One is the innovation of research method. The dynamic effect of hog price determinants and industry chain price system to random shocks were portrayed by SVAR models to reflect the structural relationships of endogenous variables. Two is the innovation of research conclusions. The hog market price leverage was analyzed more really by extended Nerlove model;The effect of hog price fluctuation to hog price formation was checked by GARCH-M model;The leading variables of hog price formation and industry chain price system were tested by ECM to provide decision-making foundations for stabilizing hog price and industry chain price system.更多还原