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研究猪肉价格波动的非对称性特征对掌握猪肉价格波动规律,降低猪肉价格波动水平具有重要意义。笔者运用自回归条件异方差(GARCH)族模型对2002年1月份—2016年6月份间黑龙江省猪肉价格波动的非对称性特征进行分析。结果表明:黑龙江省猪肉价格存在非对称性波动,且为“正的非对称性”波动。具体表现为猪肉价格受到正向冲击时的波动水平显著大于其受到负向冲击时的波动水平;价格非对称性波动产生的主要原因是由于价格调控政策的时滞性和猪肉供给方不当的供给行为而导致的。基于上述结论提出相应的政策建议。
Studying the asymmetry characteristics of pork price fluctuation is of great significance to master the fluctuation of pork price and reduce the fluctuation of pork price. The author uses the autoregressive conditional heteroscedasticity (GARCH) family model to analyze the asymmetric characteristics of pork price in Heilongjiang Province from January 2002 to June 2016. The results showed that the price of pork in Heilongjiang Province fluctuated asymmetrically, and was a “positive asymmetry”. The main reason for the asymmetric price fluctuation is the lag of price control policy and the improper supply of pork suppliers Caused by behavior Based on the above conclusions, the corresponding policy recommendations are put forward.