基于门限自回归的我国羊肉价格波动分析

Analysis on the mutton price fluctuations based on the threshold autoregressive model

羊肉价格的适度上涨会刺激我国羊肉产业的发展,但上涨过快,则会损害我国羊肉市场的稳定,对于政策制定者来说,确定羊肉价格大幅上涨的先期指标,以在恰当时机进行合理和适度地调控是非常必要的,可通过建立两体制TAR模型为政府实施调控的时机提供参考值。选取的羊肉月度价格时间序列样本区间为1994年6月至2014年2月,TAR模型估计结果表明,我国羊肉价格同比指数序列门限值为4.678,对应的价格同比指数为107.57%;如果羊肉价格同比指数高于107.57%,羊肉价格波动幅度将会增大,此时会对羊肉市场产生较大冲击,政府需要及时采取调控措施;如果羊肉价格同比指数低于107.57%,那么价格指数的波动相对较为稳定,此时政府不必采取调控措施。另外,政府在制定调控政策时还要充分考虑政策实施效果的时滞性,避免推动羊肉价格产生较大波动。

A modest rise of mutton price will stimulate the development of mutton industry, but a rapid rise of mutton price will damage the stability of mutton market. For policy makers, it is necessary to find early indicators of mutton price＇ s sharp rise, put forward reasonable and moderate regulation at the appropriate time. Therefore, this paper will provide reference for the government to implement regulation by establishing a system of two TAR models. The sample interval of mutton price time series is from June 1994 to February 2014, the TAR model estimation results show that the threshold of mutton price index series is 4.678, and the corresponding price index is 107.57%; If the lamb price index is higher than 107.57%, mutton price volatility will increase, which will have a large impact on the mutton market, and the government then needs to take measures timely; If the mutton price index is lower than 107.57%, the fluctuation of price index is relatively stable, and the government don＇t have to take measures at this time. In addition, the government should fully consider the time lag of the implementation effect of policy, in order to avoid promoting the mutton price volatility.