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キョウ コウキ
Kyo Koki
姜 興起 所属 デジタルトランスフォーメーション（DX）推進センター 職種 教授 |
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| 言語種別 | 英語 |
| 発行・発表の年月 | 2023/03 |
| 形態種別 | 研究論文（学術雑誌） |
| 査読 | 査読あり |
| 標題 | Dynamic relationships among changes in prices of beef, pork, and chicken in Japan: A Bayesian approach
（日本における生鮮肉類の価格変動間のダイナミック関係のベイズ統計分析） |
| 執筆形態 | 共著 |
| 掲載誌名 | Journal of Agriculture and Food Research |
| 掲載区分 | 国外 |
| 巻・号・頁 | 11,pp.1-11 |
| 総ページ数 | 1-11 |
| 担当区分 | 最終著者 |
| 概要 | In this paper, we investigate the interdependence among changes in the prices of beef, pork, and chicken in Japan using a time-varying coefficient vector autoregressive model. Our empirical analysis using monthly data from January 1990 to March 2014 shows that changes in beef prices have long-term influences on changes in pork and chicken prices. Moreover, current changes in the prices of beef, pork, and chicken are closely related to changes in their prices in the preceding two months. Additionally, we do not find that the bovine spongiform encephalopathy outbreak announced by the Japanese government in September 2001 had a long-term influence on the dynamic relationships among changes in the prices of beef, pork, and chicken in Japan. |