摘要
为刻画微小的价格变化对于策略行为和调整成本的影响,建立相容的门限自回归和动态门限自回归(TAR-consistent和M-TAR-consistent)模型,解析门限的经济含义和产业链内的价格波及效应产生的原因。研究表明,长期的价格不对称传递波及效应是存在的,然而,短期的价格变化返回到它的长期均衡值时,响应有差异。下游厂商调整它们的价格以适应上游价格的变化。这为宏观政策的调整提供理论依据,并以上海畜产业链为例给出验证。
In order to capture the influence of changes of tiny price on strategic actions and cost adjustment, construct a consistent threshold autoregressive model （TAR-consistent and M-TAR-consistent）, the author analyzed the economic meaning of threshold and the causes of price ripple effect along the industry chain. The result indicates there is a long-term price asymmetry transmission, whereas there are different responses when the changes of short-term price return to its long-term equilibrium. Downriver manufacturers adjust their price to adapt to upriver manufacturers. The study provides theoretical evidence for the adjustment of macroeconomic policy and it is illustrated through Shanghai livestock product industry chain.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
2009年第7期1-7,共7页
Systems Engineering-Theory & Practice
基金
国家自然科学基金(70773017)
四川农业大学青年科技创新基金(2005)
关键词
产业链
价格
不对称传递
波及效应
门限模型
industry chain
price
asymmetric transmission
ripple effect
threshold models
