中国原料奶价格波动的阈值效应及政策启示  

Threshold Effect and Policy Enlightenment on Price Fluctuation of Raw Milk of China

作　　者：花俊国[1] 陈昱帆 杨涛 HUA Junguo;CHEN Yufan;YANG Tao(School of Economics and Management,Henan Agricultural University,Zhengzhou 450046,China)

机构地区：[1]河南农业大学经济与管理学院,郑州450046

出　　处：《农业经济与管理》2020年第3期74-84,共11页Agricultural Economics and Management

基　　金：教育部人文社会科学基金规划项目(20YJA790027);河南省教育厅人文社会科学研究一般项目(2017-ZZJH-232)。

摘　　要：原料奶价格剧烈波动导致的"倒奶杀牛"和"争抢奶源"频发现象成为影响奶业发展亟待解决的难题。运用均衡价格理论分析原料奶价格波动阈值效应的理论机制,根据2008年1月~2018年6月中国原料奶价格月度数据并运用双阈值三体制模型实证检验,以饲养成本、进口原料奶价格作为阈值变量研究原料奶价格波动特征。结果表明,原料奶价格波动的非线性特征明显,滞后二期的饲养成本、滞后三期的进口原料奶价格对原料奶价格影响阈值效应显著;滞后二期的饲养成本位于两个阈值6.5774~6.8221之间,滞后三期的进口原料奶价格位于两个阈值3.0098~3.2009之间时,原料奶价格正常运行,但低于第一个阈值或高于第二个阈值时,原料奶价格剧烈波动。据此,建议将阈值作为宏观预测先行指标参考值,建立原料奶价格管理预警机制和原料奶价格形成协商机制,形成市场调节与宏观调控结合的价格形成机制,对规避"倒奶杀牛"和"争抢奶源"极端现象发生具有重要参考价值。"Pouring milk and killing cows"and"scrambling for milk source"caused by the sharp fluctuation of raw milk price was always a difficult problem to be solved in the development of the dairy industry.Firstly,the equilibrium price theory was used to analyze the theoretical mechanism of threshold effect of raw milk price fluctuation.And then,it studied the fluctuation characteristics of raw milk prices with the threshold variables of feeding costs and imported raw milk prices by using the two-threshold threesystem model,based on the monthly data of raw milk prices in China from January 2008 to June 2018.The results showed that the non-linear characteristics of raw milk price fluctuation were obvious.And the threshold effect of feeding cost of lagged second stage and imported raw milk price of lagged third stage on raw milk price was significant.That was,the feeding cost of lagged second stage was between 6.5774 and 6.8221,while the imported raw milk price of lagged third stage was between 3.0098 and 3.2009.However,the raw milk price would be fluctuated sharply,when the threshold was lower than the first threshold or higher than the second threshold.Therefore,it had important reference value to taking threshold as the reference value of the leading indicators of macro-prediction,establishing the early warning mechanism of raw milk price management and the negotiation mechanism of raw milk price formation,forming a price formation mechanism combining market regulation and macro-control,and avoiding the extreme phenomena of"pouring milk and killing cows"and"scrambling for milk source".

关 键 词：原料奶价格 价格波动 非线性特征 阈值效应 

分 类 号：F323.7[经济管理—产业经济]