基于HP滤波法的我国猪肉价格波动周期性探究  

Periodic Study of Pork Price Fluctuation in China based on HP Filter

作　　者：叶锋 谢娟 马敬桂[1] YE Feng XIE Juan MA Jing-gui(School of Economics Hubei Rural Development Research Center Yangtze University, Jingzhou Hubei 43402)

机构地区：[1]长江大学经济学院湖北农村发展研究中心,湖北荆州434025

出　　处：《价格月刊》2017年第10期27-30,共4页

基　　金：国家社科基金项目"我国食品价格波动周期及平抑机制研究"(编号:12BJY105)的阶段性研究成果

摘　　要：以2000年1月~2015年12月我国集贸市场猪肉价格月度数据为样本,运用HP滤波法研究我国猪肉价格波动的周期性特征。结果表明,2003年以来我国猪肉价格波动十分频繁,且其波动具有明显的季节性,波动周期一般为3~4年。本轮猪肉价格波动自2015年9月开始,预计在2018年上半年猪肉价格跌至波谷,2019年夏季猪肉价格将回到波峰。猪肉价格波动可以通过供给层面的完善来予以平抑,建立全国统一、完善的生猪养殖信息平台及控制猪肉进口量是预防和抑制猪肉价格剧烈波动的主要途径。Based on monthly data of trade market pork price in within 2001.1-2015.12, this paper uses HP filter to study the periodic characteristic of China＇s pork price fluctuation. The results show that, the price fluctuation was very frequent from 2003, and the fluctuation had obvious seasonal characteristic with periodicity of 3-4 years. The current round fluctuation has started in 2015.9, it is predicted that the pork price decline to the minimal point in the 1st half of 2018, and the price will get back to maximal point in the summer of 2019. The fluctuation can be stabilized through the supply level. The establishment of a complete national pig breeding information platform and the control of the pork import are the main measures to prevent the sharp fluctuation in pork prices.

关 键 词：猪肉价格 周期性波动 HP滤波 季节性 

分 类 号：F726[经济管理—产业经济]