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基于门限模型的我国猪肉产业链非对称价格传导研究 被引量:21

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摘要 选取2000年1月至2013年6月间全国大中城市生猪出场价格、猪肉批发价格、猪肉零售价格的月度价格数据,利用门限模型,发现猪肉产业链的四个阶段,都存在非对称的价格传导关系。在逆向传导阶段,下游价格下跌时都要比上涨时更快地传导给上游价格,在顺向传导阶段,生猪价格上涨时要比其下跌时更快地传导给猪肉批发价格,而猪肉批发价格下跌时要比其上涨时更快地传导给生猪价格。相关部门应关注生猪、猪肉价格门限值及其在不同阶段的调整幅度,维护价格传导机制的畅通。
出处 《经济问题探索》 CSSCI 北大核心 2014年第1期127-134,共8页 Inquiry Into Economic Issues
基金 教育部人文社会科学研究项目"基于非线性动态特征的我国农产品价格波动及其预警机制研究"(13YJC790226) 湖南省哲学社会科学基金项目"我国农产品价格波动的非线性动态特征及平抑机制研究"(11YBA148) 湖南省哲学社会科学基金项目"湖南生猪全要素生产率改进机制研究"(12YBA152) 教育部新世纪优秀人才支持计划资助项目(NCET-11-0120)
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参考文献36

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二级参考文献50

  • 1徐小华,陈正旭,何佳.基于门限协整的长短利率关系研究[J].统计研究,2006,23(12):62-65. 被引量:3
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