我国牛肉价格波动的门限及政策研究

Research on the threshold and policy of beef price fluctuation in China

为研究我国牛肉价格波动的非线性,挖掘其波动原因,利用两体制门限自回归模型对1995年6月—2012年12月牛肉价格同比指数序列进行分析,结果表明:我国牛肉价格同比指数是平稳的时间序列,其具有显著的非线性特征,估计的门限值为4.698,对应的同比价格指数为109.73%。通过构建13阶滞后模型,发现牛肉价格指数超过门限值后,牛肉价格受到的外部冲击大;低于门限值其波动主要源于自身,对后期影响更大。制定牛肉价格调控政策时,应将门限值作为政策出台的参考点,要注重市场的自我调控能力,适当适时介入市场。

The price fluctuation of beef in China with a two-regime threshold autoregressive model was analyzed in this paper.The monthly data was from 1995to 2012.The result showed that the price index of beef was a stationary time series,and presented the significant nonlinear characteristics.The threshold value was 4.698,and the corresponding price index was 109.73%.Through constructing the 13lags TAR model,it showed when the beef price index was more than the threshold value,the impact was large and lasting.The impact came mainly from itself when the index was less than the threshold,and it had a greater impact on the later period.When formulating the beef price policies,attention should be paid to the threshold value,and the market's self-regulation ability should be emphasized.