美国生猪价格突变识别及对我国的启示

Identification and Analysis of the Breaking Point of Hog Prices in the United States

国际肉类市场及其价格突变为我国肉类发展带来不可估量的冲击。文章首先对商品价格突变相关概念进行了科学阐述;其次,结合历史背景从供求关系、政策变动、金融因素等角度出发,利用R 3.1.1软件bcp程序包,基于PPM模型识别全美生猪价格的历史突变,并测算生猪价格与相关变量的突变点后验概率与后验均值。实证结果显示,21世纪以来美国生猪市场共经历了五次价格突变,各阶段生猪价格突变的形成原因不尽相同。文末探讨了美国生猪价格突变对我国肉类安全可能带来的影响,试图对国内肉类安全相关战略制定提供相应建议。

International meat prices＇ mutation can bring immeasurable impacts on the development of China＇s meat market. This paper first introduces the related concept of commodity price mutations. Secondly, from multiple angles, it uses PPM model to analyze the breaking point of hog prices in 2000-2014 from the perspectives of supply and demand relationship, policy changes and financial factors and so on. The results show that American hog prices altogether have five mutations in the 21st century. In the end. it further explores the new feature of the U.S. hog price fluctuations and their possible impact on the meat safety in our country, and tries to make some corresponding suggestions to the development of meat-safety-related strategies in China.