基于阈值协整的我国猪肉价格与CPI关系研究  

Study on Relationship between Pork Price and CPI in China:Based on Threshold Coordination Model

作　　者：于爱芝[1] 王鹤[1] 

机构地区：[1]中央财经大学经济学院,北京100081

出　　处：《华中农业大学学报（社会科学版）》2016年第3期1-8,132,共8页Journal of Huazhong Agricultural University(Social Sciences Edition)

基　　金：国家自然科学基金项目"鲜活农产品价格波动:非对称传递;福利效应与政策选择"(71473282);教育部人文社会科学一般项目"我国生鲜农产品价格波动的非对称传递及其福利效应研究"(13YJA790142)

摘　　要：为准确把握猪肉价格和物价水平两者之间的关系,提高政府宏观调控的效率,本文在非线性框架下利用阈值协整模型研究猪肉价格与消费价格指数之间的关系。结果表明,猪肉价格以19.45元/千克为阈值,分别出现两种机制,即猪肉价格低于19.45元/千克时,猪肉价格变动对消费价格指数影响较小,猪肉价格偏离均衡时调整速度较快;当猪肉价格高于19.45元/千克时,猪肉价格变动对消费价格指数影响较大,猪肉价格偏离均衡时调整速度较慢。猪肉价格对消费价格指数作用机制的非线性特征的政策意义在于,政府一方面应以生猪产业政策调控为基础,稳定猪肉供给和价格;另一方面,理性对待猪肉价格波动,猪肉在低价区间波动时,应以市场机制发挥调节作用为主,政策不宜过度干预,猪肉在高价位区间波动时,需要政府加强调控力度,降低猪肉价格对消费价格指数的冲击。In order to exactly know the relationship between pork price and CPI and improve the efficiency of macroeconomic control by the government,this paper uses Threshold Coordination Model in nonlinear framework to study the relations between pork price and CPI.The result shows that that 19.45 yuan per kilogram is the threshold value of the pork price.On the one hand,when the pork price is lower than 19.45 yuan per kilogram,fluctuation on the pork price has weak influence on CPI,and the price returns quickly when there is deviation from equilibrium.On the other hand,when the pork price is higher than 19.45 yuan per kilogram,fluctuation on the pork price has strong influence on CPI,and the price returns slowly when deviation exists.Accordingly,the government should aim at stabilizing the supply and price.Moreover,fluctuation on the pork price should be rationally treated.When the pork price fluctuates in a lower price,market mechanism will be the first consideration,the government should not take over intervention.When the pork price fluctuates in a higher price,the government should tighten the control and reduce pork price against the shock of CPI.

关 键 词：猪肉价格 消费价格指数(CPI) 阈值协整 误差修正模型 

分 类 号：F326.3[经济管理—产业经济]