基于重构蛛网模型的我国猪肉价格波动分析

Analysis of China's Pork Price Fluctuations Based on the Reconstructed Cobweb Model

在回顾传统蛛网理论及其相关修正蛛网模型的基础之上,通过引入广义投机预期假说,对传统蛛网模型进行了重新构建;然后定量地分析了改进模型的动态与稳定性;最后,运用H-P滤波技术与重构蛛网理论分别从实证与理论两个方面对我国2000年1月-2016年3月猪肉价格序列进行了探讨。结果表明:相对传统蛛网理论,广义投机预期蛛网模型在解释我国猪肉价格的波动特征及其原因时更显合理性。

In this paper, we established a traditional cobweb model by introducing generalized speculative expectations hypothe- sis after giving a review of the concepts of the traditional cobweb theory and related correction based on the cobweb model. The dy- namics and stability of the improved model is analyzed. It discussed China＇s pork price sequences from two aspects of theory and practice by using the H - P filter technique and the improved model. Results show that, compared with the traditional cobweb mod- el, the generalized speculative expectations model are more reasonable in explaining the features and causes of fluctuations in China pork prices.