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本文主要分析了猪肉价格指数的非对称性变动原理,为政策调控提供一定的指导。经过检验发现猪肉价格指数存在显著的门限效应且存在滞后1期的门限值为124.4。通过构建滞后13项的门限自回归模型,得出超过门限值后猪肉价格指数出现膨胀性增长,而小于门限值猪肉价格指数则上涨较温和或处于自发的上涨,只要未突破门限值则不会继续上涨,所以门限值可以看成是猪肉价格指数上涨的一个支点。政府对猪肉价格的宏观调控可参照门限值做出相应的政策措施。
This paper analyzes the principle of pork price index asymmetry change, to provide some guidance for policy control. After testing, we found that there is a significant threshold effect on the price index of pork and there is a threshold of 124.4 in the lag period. By constructing the threshold autoregressive model with 13 lags behind, it is concluded that the pork price index will increase swollen beyond the threshold value, while the pork price index, which is less than the threshold value, will rise more moderately or spontaneously, as long as the threshold value is not exceeded It will not continue to rise, so the threshold can be seen as a pivot pork price index rose. The macro-control of pork prices by the government can refer to the threshold to make the appropriate policy measures.