| 中国生猪价格波动特征分析 |
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| 引用本文： | 杨朝英,徐学荣.中国生猪价格波动特征分析[J].技术经济,2011,30(3):100-103,107. |
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| 作者姓名： | 杨朝英 徐学荣 |
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| 作者单位： | 福建农林大学,经济与管理学院,福州,350002 |
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| 基金项目： | 福建省教育厅课题"生猪价格波动机制研究--基于供给市场视角" |
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| 摘 要： | 使用2000—2009年中国生猪批发价格月度数据,分析了我国生猪批发价格运动的轨迹。研究结果表明:近年来我国生猪批发价格年度内震荡加剧且具有明显的季节性波动特征。并利用ARCH模型对生猪批发价格波动的动态过程进行了分析,发现滞后1期及滞后5期的生猪批发价格变动与当期价格变动的方向相同,而滞后2期的批发价格对当期价格有回调作用。
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| 关 键 词： | 生猪价格 生猪生产 价格波动 季节指数 |
Analysis on Characteristics of Hog Price Fluctuation in China |
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| Yang Chaoying,Xu Xuerong.Analysis on Characteristics of Hog Price Fluctuation in China[J].Technology Economics,2011,30(3):100-103,107. |
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| Authors: | Yang Chaoying Xu Xuerong |
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| Institution: | (College of Economics and Management,Fujian Agreculture and Forestry University,Fuzhou 350002,China) |
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| Abstract: | This paper analyzes the change track of wholesale price of hog through using the monthly data about wholesale price of hog from 2000 to 2009.The result shows as follows：in recent years the wholesale price of hog takes on annual intensifing concussion and the characteristics of obvious seasonal fluctuation,and the ARCH model can portray the dynamic mechanism of wholesale price fluctuation of hog;the same direction of change are keeped between the wholesale price of hog with one and five lag period and the current price,but that of two lag time actually has the call-back effect. |
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| Keywords: | hog price hog production price fluctuation seasonal index |
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