中国玉米价格对生猪价格的非线性传导效应及机制分解——基于STR模型的实证分析  

Non-linear Transmission Effect and Mechanism Decomposition of Chinese Corn Price versus Pig Price——The Empirical Analysis based on STR Model

作　　者：王刚毅[1] 司润祥 朱能跃 

机构地区：[1]东北农业大学经济管理学院,黑龙江哈尔滨150030

出　　处：《价格月刊》2016年第11期31-37,共7页

基　　金：国家自然科学基金(编号:71303040);国家自然科学基金项目(编号:71173035)资助;教育部人文社科基金(编号:13YJC790142);中国博士后研究基金(编号:2013M540268);黑龙江省创新人才项目

摘　　要：生猪市场价格的超常波动逆向加剧生猪养殖环节的不确定性,给中国生猪产业健康发展带来巨大风险。玉米是生猪饲养投入品的重要原料,选择STR模型,使用2000年1月-2015年6月玉米和生猪价格月度数据进行实证分析,证实并阐述玉米价格对生猪价格平滑转换的非线性传导机制及其过程。在此基础上,测度机制转化的阈值,根据平滑转化机制及其阈值,提出平抑生猪价格超常波动、维护生猪产业健康的策略。The abnormal fluctuation in pig market price reversely aggregated the uncertainty of pig cultivation section,which brought the huge risk to the healthy development of Chinese pig industry. Corn is a kind of important raw materials of pig feeding input, this article selected STR model and uses monthly data of corn and pig price from 2000.1 to 2015.6 to take an empirical analysis, manifests and discusses the non-linear transmission mechanism and process of smooth transition of corn price versus pig price. On this basis, this article measures the threshold value of the mechanism transition, puts forward the strategy to inhibit the abnormal fluctuation of pig price and maintain the health of pig industry according to the smooth transition mechanism and the threshold value.

关 键 词：玉米价格 生猪价格 非线性传导效应 STR模型 机制分解 

分 类 号：F726[经济管理—产业经济]