我国全药价格指数波动特征及其规律研究——基于ARCH类模型的分析

Analysis on Characteristic and regulation of drug price index fluctuations by ARCH Type Models in China

药品价格指数是反映我国医疗市场价格信号的重要指标,研究其波动特征对政府评估政策效果、更好地进行宏观调控和药价监测具有重要参考价值。本文以2015年1月至2022年3月中国药学会全国医药信息网采集的我国31个省级行政区1500余家样本医院的全药价格指数为研究对象,运用ARCH类模型分析其波动特征和波动规律。研究发现:我国全药价格指数波动具有一定的聚集效应、记忆性、不对称性和杠杆效应,药品价格下降的信息比上涨信息的影响更大。因此,应当加强药品价格的实时监测,密切关注重点药品和重点品种,建立预警机制,防止价格报复性上涨;加强药价监测预警的全局性、长期性和动态性,遏制投机行为的产生,引导药品价格回归合理区间。

Drug price index is an essential parameter to reflect the price signal of medical market.Analysis on the fluctuate characteristic of the drug price index could offer importance references for the policy evaluation,macro-regulation and price surveillance by the government.The total drug price index from January 2015 to March 2022 were established based on the data from more than1500 hospitals which belonged to the drug database of CPA.The ARCH type models were used to analyze the characteristic and regulation of the index.Research findings:The fluctuation of the total drug price index had certain aggregation effect,memory effect,asymmetry effect and leverage effect.The signals of drug price decline are more influential than that of price increase.The real-time monitoring of drug prices should be strengthened and more close attention should be paid to essential drugs.An early warning mechanism should be established to prevent retaliatory price increases.The overall,long-term,and dynamic drug price monitoring should be strengthened to constrain the speculation and guide drug prices back to a reasonable range.