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选取2003年1月~2014年12月活鸡价格与肉鸡料价格的月度数据,采用协整检验、脉冲响应函数及非对称误差修正模型,对活鸡价格与肉鸡料价格之间是否存在非对称性传导进行了检验。研究发现:活鸡价格与肉鸡料价格之间存在长期均衡关系,价格波动的影响存在时滞性,且短期内这种关系具有显著的非对称性,两种价格对于“正向”与“负向”冲击的反应速度不一致,肉鸡价格对于肉鸡料价格的反向波动调整更快,肉鸡料价格对于肉鸡价格的正向波动反应更敏感。
The monthly data of live chicken price and broiler price from January 2003 to December 2014 were selected. The co-integration test, impulse response function and asymmetric error correction model were used to analyze the existence of asymmetry between live chicken price and broiler price Sex conduction was tested. The study found that there is a long-term equilibrium relationship between the price of live chickens and the price of broiler chickens, and the effect of price fluctuation is time-lag. In the short term, the relationship has significant asymmetry. “Negative ” impact of the reaction rate of inconsistencies, broiler prices for broiler feed price fluctuations in the reverse adjustment faster, Broiler material prices for broiler prices are more sensitive to positive fluctuations.