中国畜产品价格的实证分析——基于季节调整模型与两阶段协方差方法

发布时间：2018-03-13 20:12

本文选题：畜产品　切入点：价格　出处：《经济与管理研究》2015年04期 　论文类型：期刊论文

【摘要】：本文以2001年1月—2014年5月的畜产品价格为研究对象,利用X-12-ARIMA季节调整模型分析影响畜产品价格波动的相关因素,并利用协方差计算季节性影响、长期周期性影响、不规则影响对畜产品价格波动的贡献程度,进一步利用两阶段协方差纵向对比分析各影响因素贡献度的变化,最后发现长期驱动因素和季节性因素是中国畜产品价格波动的主要因素;从纵向对比来说,鸡蛋、鸡肉、猪肉价格的不规则影响因素的影响作用在减弱,鸡肉、猪肉价格的季节性影响因素的作用在减弱。
[Abstract]:In this paper, the price of livestock products from January 2001 to May 2014 was used as the research object. The X-12-Arima seasonal adjustment model was used to analyze the related factors affecting the fluctuation of livestock product prices, and the seasonal effects and the long-term periodic effects were calculated by covariance. The contribution degree of irregular influence to the fluctuation of livestock product price was further analyzed by using two-stage covariance to analyze the change of contribution degree of each influence factor. Finally, it is found that long-term driving factors and seasonal factors are the main factors of the fluctuation of Chinese animal products price. From the vertical comparison, the influence of irregular factors on the price of eggs, chicken and pork is weakened. The seasonal effect of pork prices is weakening.
【作者单位】：中国人民大学农业与农村发展学院;广西大学商学院;
【基金】：国家社会科学基金重大项目“开放经济条件下完善我国农产品价格形成机制和调控机制研究——基于产业链联动优化的视角”(09&ZD044)
【分类号】：F323.7;F224

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