【作者】 田倩倩；

【导师】 胡浩；

【作者基本信息】 南京农业大学 ， 农业经济管理， 2009， 硕士

【副题名】基于ECM模型的分析

【摘要】 近年来,随着我国经济的快速增长,人们的生活水平不断提高,畜产品消费日益占据越来越重要的地位。畜牧业的发展已经成为不可逆转的发展趋势,而饲料粮市场的稳定发展是畜牧业发展的后盾保证,也对畜牧业市场的发展具有重要影响。国内对饲料粮市场的研究主要集中在饲料粮的供给、需求及饲料粮市场平衡、饲料粮区域间的运输、饲料粮市场流通及对价格的反映等方面,然而饲料粮市场作为农业中的一个部门对种植业和畜牧业都具有重要的影响,因此饲料粮市场的研究离不开与之相关的畜牧业生产和消费。同时,不断变革中的中国农业部门与国民经济、世界经济联系越来越紧密,因此,至少从逻辑上看,传统的建立在“局部均衡假设”之上的封闭、静态、微观和局部的研究方法,已经不再适合用来研究农业有关部门的运行,必须用开放、动态、宏观和整体的研究方法,把农业经济部门置于整个国民经济乃至世界经济的宏观背景下来考察。根据饲料粮中的主要作物和畜禽生产中的主要产品,本研究选择玉米、生猪和猪肉市场为研究对象,重点分析长期和短期中世界粮食(玉米)价格变动对饲料粮(玉米)价格、生猪市场、猪肉市场以及对农村居民收入和城镇居民的消费的影响,以及在宏观经济的背景下饲料粮价格的变动通过中国食品(主要是畜产品)价格的传导对中国宏观经济中重要变量的影响。农业的宏观经济关系的有关理论是饲料粮市场对宏观经济影响分析的理论基石,其中的逻辑关系为：饲料粮市场价格波动引起生猪市场、猪肉市场价格波动,后者再对居民消费与收入产生影响,进而引起经济波动；饲料粮市场作为农业中的一个重要部门,是引起经济波动的部分基础和原因。基于上述研究目标,本文根据前人相关研究,将饲料粮市场划分为猪肉消费模块,生猪市场模块,价格模块,农村居民收入模块等四个模块,把宏观经济划分为居民收入和消费模块,劳动力和雇佣模块,生产模块(供给方面),投资模块,政府模块,对外贸易模块,价格和工资模块,金融货币模块等八个模块,运用Lin-Chow插值方法进行数据频率的处理,应用误差修正模型(ECM)进行模型的估计,得到变量之间长期和短期的相互影响。通过实证分析我们得出以下几点主要结论：(1)世界粮食价格对中国饲料粮价格的长期影响和短期影响是不同的,在短期内,世界粮食价格对中国饲料粮价格的影响并不显著,但在长期中,世界粮食价格对中国饲料粮价格的影响是显著的；饲料粮价格对生猪价格的长期影响亦比对其的短期影响显著；生猪价格对猪肉价格的短期影响和长期影响基本一致；(2)生猪价格是影响农村居民收入的因素之一；猪肉价格能够影响城镇居民的消费,但与城镇居民收入相比,并不是主要影响因素；(3)农村居民收入变动能够影响第三产业产值；城镇居民工资水平是影响CPI变动的因素之一,同时有效的影响了城镇居民的消费,对生猪市场的生产有导向作用；农村居民消费增长是社会居民总消费增长的主要力量；(4)国际粮食市场、中国饲料粮市场与宏观经济存在较为明显的联系。以农村居民收入和城镇居民消费为媒介,世界粮食价格对我国产业增值和CPI的影响显著。针对研究得到的有关结论,本文最后提出了以长期的眼光看待国际粮食市场对我国经济的冲击；要解决物价问题,首先要解决农业生产问题；探索适合农村的经济项目,注重畜牧业的发展,提高农村居民收入；积极引导改变农村居民的消费方式等政策建议。更多还原

【Abstract】 In recent years, with our country’s rapid economic growth, and improvement of people’s living standards, consumption of animal products is becoming more and more important, the development of animal husbandry has become an irreversible trend of development; and the steady development of feed grain market is backing to ensure the development of animal husbandry, and also has an important influence to the development of the market. Domestic feed grain market research focused on the supply of feed grain, feed grain demand and equilibrium in the market, feed grain inter-regional transport, feed grain market liquidity and reflect of the price and so on, however, feed grain market as a department of agriculture, have a significant impact on the farming and animal husbandry. So the study of feed grain market can not be separated from the production and consumption of animal husbandry. At the same time, the changing Chinese agriculture as a industry sector is becoming more and more close to the national’s and the world’s economy. Therefore, from the logical point of view, the traditional research methods setting up in the "partial equilibrium assumption" on the closed, static, micro-and local are more and more unsuitable for the operation of the agricultural departments. It must be replaced by open, dynamic, macro-and the overall research methodology, the department of agricultural economics at the entire national economy and the world’s macro-economic context of study.This study focused on analysis of long-term and short-term changes in world food prices feed grain prices, the market of live pigs, pork market, as well as the income of rural residents and urban residents in the impact of consumption, as well as in the context of macro-economic changes in the prices of feed grain by China food (mainly livestock) prices in the conductivity of the Chinese macro-economic impact of important variables. The relationship between agriculture and macroeconomic theory is on the feed grain market impact analysis of macroeconomic theory the cornerstone of one of the logic of relations: the market price of feed grain market fluctuations of live pigs, pork to market price fluctuations, which further consumption and income to residents have an impact, thereby causing fluctuations in the economy; feed grain market as an important agricultural sector, is caused by fluctuations in the economy and the basic part of the reason.Based on the aim of the study, using structural equation, the feed grain market, pork consumption is divided into modules, modules live market, the price module, modules and other income of rural residents in four modules, Macroeconomic put into people’s income and consumption modules, labor and employment modules, production modules (supply side), the investment module, the government module, module of foreign trade, prices and wages module, financial and monetary module eight modules, The use of Lin-Chow interpolation method for data treatment frequency, the application of error correction model (ECM) of the estimated model, the variables between the long-term and short-term interaction. Through the empirical analysis we have come to the following major conclusions:(1) world food prices feed grain prices to China’s long-term impact and short-term impact is different in the short term, the World Food Price of China’s feed grain prices is not significant, but in the long term, the world feed grain prices on the Chinese the impact of food prices is significant; feed grain prices on the price of live pigs than the long-term impact of short-term impact of its significant; Price of pork from pigs of short-term prices and long-term effects are basically the same; (2) the price of live pigs affected the income of rural residents is one of the factors; pork prices can affect the consumption of urban residents, but compared with the incomes of urban residents was not the main influencing factors; (3) changes in income of rural residents can affect the value-added of tertiary industry; wages of urban residents is the impact of CPI changes in the level of one of the factors that simultaneously affect the effective consumption of urban residents, the production of pigs has driven the market effect; the growth of consumption of rural residents is a society of consumption growth in the total population of the main force; (4) the international grain market, China’s feed grain market and the more obvious macro-economic linkages exist. To the income of rural residents and urban residents for media consumption, the World Food Price of China’s industrial value-added and significant impact on CPI.For the research conclusions, the paper concludes as follows:with a long-term look at the international grain market impact on China’s economy; to solve the price problem, first of all to solve the problem of agricultural production; fit to explore the economic projects in rural areas, pay attention to the development of animal husbandry, improve the income of rural residents; actively guide the change of consumption patterns of rural residents, such as policy recommendations.更多还原