非线性非均衡蛛网模型框架下猪肉价格循环波动研究——基于可变参数模型的实证  

Study on Fluctuation of Pork Price under Nonlinear and Disquilibrium Cobweb Model——Based on Empirical Analysis of Time-varying Parameter Model

作　　者：宋长鸣[1] 

机构地区：[1]华中农业大学经济管理学院,湖北武汉430070

出　　处：《华中农业大学学报（社会科学版）》2016年第6期1-7,142,共7页Journal of Huazhong Agricultural University(Social Sciences Edition)

基　　金：国家自然科学基金项目"产品替代对蔬菜价格不规则波动的影响及作用机制研究"(71503093);国家社会科学基金项目"安全与效率视角下的鲜活农产品供应链结构优化研究"(13CGL055);中央高校基本科研业务费专项基金项目"替代品对果蔬价格波动的动态影响机理研究"(2662015RW009)

摘　　要：本文尝试运用可变参数模型实证分析非线性非均衡蛛网理论模型框架"猪周期"是否满足稳定的条件。研究表明,利用非线性非均衡蛛网理论模型框架下价格趋于收敛的充要条件:每一期价格对前期价格的一阶导数恒小于1,再结合可变参数模型可以对猪肉价格等具有周期性波动的时序数据是否趋于收敛进行实证检验。该分析框架下猪肉价格缺乏稳定性条件,并有发散的趋势。相对于猪肉市场的需求,供给对猪肉价格变化更为敏感,以致"猪周期"反复出现。基于此,政府有必要平衡猪肉市场"高价"和"低价"情况下出台的支持政策,加大"猪肉低价"状态下的支持力度;其次是推广生猪价格指数保险,降低"低价"时养殖户的损失,保证生猪供给的稳定;最后,尝试试点生猪期货交易,提高"预期价格"在养殖户生产决策中的重要性。This paper attempts to use time-varying parameter model to empirically explore the commodity price stability in the framework of nonlinear and disquilibrium cobweb model and takes pork price for example.The result shows that one of the judging theorem of commodity price stability in the frame of nonlinear and disquilibrium cobweb model,that is,the first-order derivative of product price to its first-order lag price is less than 1constantly,could be used for empirical analysis by time-varying parameter model.And China's pork price did not meet the stability condition,which results in the appearing of'pig-cycle'repeatedly.Consequently,firstly,government should make policies to balance the high and low pork price and strengthen the support under the condition of low pork price in the market.Secondly,pork price index insurance shall be popularized to reduce the loss of pig breeding farmers when the pork price is low so that the supply of pork can be guaranteed.Finally,hog futures trading could be adopted to increase the importance of'expected price'in the production decision of pig breeding farmers.

关 键 词：猪肉 价格 循环波动 蛛网模型 可变参数模型 

分 类 号：F323.7[经济管理—产业经济]