偶发冲击与增益分解:猪肉价格周期波动效应检验  

Contingency Shocks and Gain Decomposition: An Empirical Research on Pork Price Cyclical Fluctuation Effect

作　　者：高中理[1] 邵祥东[2] 

机构地区：[1]辽宁省委党校省情所,辽宁沈阳110004 [2]沈阳农业大学经济管理学院,辽宁沈阳110161

出　　处：《农业现代化研究》2010年第6期670-673,共4页Research of Agricultural Modernization

摘　　要：2010年3月份以来,猪肉价格波动对CPI周期波动的动态冲击效应成为理论界关注的热点,归纳而言主要有支持论、短期冲击论和否定论三种代表性观点。本文在2000年1月至2010年6月间月度统计数据基础上,运用增益谱频域分析法,检验了猪肉、肉禽及其制品、粮食、水产品、鲜蛋、鲜果、鲜菜7种食品价格周期波动对CPI周期波动的增益贡献。结果发现:猪肉价格周期波动对CPI周期波动仅具有短期偶发冲击作用,其对CPI周期波动增益贡献在13%～18%之间;粮食价格和水产品价格波动对CPI周期波动的增益贡献大于猪肉价格波动的冲击贡献;鲜蛋价格和鲜菜价格波动的冲击效应具有明显的节假日特征。建立核心食品类CPI制度,降低肉禽及其制品价格占食品类的权重对稳定物价周期波动,具有一定的现实意义和政策价值。The dynamic impulse which pork price cyclical fluctuation affects on CPI cyclical fluctuation becomes the academic focus since March 2010. Summarily speaking, there are three representative viewpoints of support theory, short-term shock and negativism. By using Gain Spectrum Method, this paper analyses the gain contribution of pork price, poultry and their products, grain, aquatic product, fresh egg, fresh fruit, fresh vegetables cyclical fluctuation to CPI cyclical fluctuation with monthly data of time series from January, 2000 to June, 2010, it is found that contingency shock of pork price affects CPI fluctuation; the gain contribution of pork price cyclical fluctuation to CPI cyclical fluctuation is between 13% and 18%. The gain contributions of grain price and aquatic product price play a greater role as compared with pork price, and fresh egg, fresh vegetables display greatest influence only during the holidays. Establishing the core CPI system and reducing weight of poultry and their products over food prices are of great practical significance and policy value to stabilizing the cyclical fluctuation of CPI.

关 键 词：猪肉价格 CPI 增益谱 周期波动 

分 类 号：F019.3[经济管理—政治经济学] F326.3