对不同属性农产品价格非对称性研究——农业供给侧改革背景下农产品价格波动特征分析  

Research on the asymmetry of prices of different agricultural products——Analysis on the characteristics of agricultural product price fluctuation under the background of agricultural supply side reform

作　　者：汤路昀[1] 祁春节[1] 

机构地区：[1]华中农业大学经济管理学院

出　　处：《价格理论与实践》2017年第8期20-23,共4页Price:Theory & Practice

基　　金：国家社会科学基金项目"改革农产品价格形成机制研究"(16BJY136)阶段性成果

摘　　要：农产品价格问题是深化供给侧改革的重点,对农产品价格波动的研究可以帮助厘清价格形成的真正原因。本文基于2000年1月-2017年9月我国粳稻、籼稻、红富士苹果等12种农产品月度价格数据,在对农产品进行重新分类的基础上,利用EGARCH模型对不同属性农产品价格的非对称性进行了实证分析。结果表明:三类农产品的价格收益率序列均非正态性分布;信息对不同类别农产品的影响大小不同;同类农产品中不同产品市场对于正向和负向信息的反应存在显著差异。Research on the price fluctuation of agricultural products can help to clarify the real cause of price formation,which is the key point of deepening the supply-side reform. Based on the monthly price data of 12 kinds of agricultural products, such as japonica rice, indica rice and red Fuji apple from January 2000 to September 2017, we make an empirical analysis on the asymmetry of prices of reclassified agricultural products by EGARCH model. The results show that the prices series of the three types of agricultural products are non-normal distribution. The impact of information on different types of agricultural products varies. There are significant differences in the reaction between positive and negative information in different product markets of similar agricultural products.

关 键 词：供给侧改革 农产品价格 土地密集型农产品 劳动密集型农产品 战略资源型农产品 

分 类 号：F323.7[经济管理—产业经济]