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本文利用1995年1月至2015年10月猪肉价格月度数据,通过构建持续依赖区制转换(DDMS)模型对猪肉价格波动的持续依赖及区制转换特征进行实证分析。研究结果表明,我国猪肉价格波动在扩张和收缩两种状态下均存在明显的持续依赖特性,区制转换特征明显。供需内部因素、制度性因素和随机因素是猪肉价格波动存在持续依赖及区制转换特征的重要原因。建议继续提升猪肉市场供给能力,科学引导城乡居民猪肉消费,完善猪肉市场信息预警机制。
In this paper, monthly data of pork prices from January 1995 to October 2015 are used to empirically analyze the continuous dependence of pork price volatility and the characteristics of zonal conversion by constructing DDMS model. The results show that there is a significant continuous dependence of pork price fluctuation in both states of expansion and contraction, and the characteristics of the transfer system are obvious. The internal and external factors of supply and demand, institutional factors and random factors are the important reasons for the continuous dependence of pork price fluctuation and the characteristics of the transfer system. Proposed to continue to enhance the supply capacity of the pork market, science and guide the consumption of pork in urban and rural residents, improve pork market information early warning mechanism.