摘要
"猪周期"问题一直是困扰生猪产业健康发展的难题,以往研究大都是建立在谱分析和滤波分析方法基础上的,本文则采用三区制马尔科夫区制转移模型方法,对中国生猪价格周期波动的特征与成因进行了深入分析。研究结果表明,中国生猪价格周期波动中表现出显著的非对称性特征,即生猪价格在"下跌阶段"、"稳定阶段"和"上涨阶段"上的方差、区制转移概率、自持续概率和平均持续期存在着显著差异。此外,"猪周期"产生的主要原因在于疫病、政策、自然灾害等外界冲击导致的供需关系失衡,而生猪饲养是生猪产业链上抵御外界冲击能力最差,遭受损失可能性最高的环节。因此,为了缓解猪周期,一方面应该依据区制的非对称性特征来制定价格调控政策,另一方面可以通过完善牲畜疾病防疫体系和价格风险预警机制,以及提升生猪产业规模化和一体化水平等措施来增强生猪产业的抗风险能力。
Hog price cycle is a problem that has plagued the development of the hog industry in China. Most of the previous studies were based on spectral analysis and filtering analysis methods. The paper applied the Markov regime switching model with three regimes to analyze the characteristics and causes of hog price cycles in China. Results show that hog price cycles did not show symmetric characteristics： hog prices have different variances, probabilities of regime switching, probabilities of persistence and average durations on ＂decline stage＂, ＂stabilization stage＂ and ＂rising stage＂ respectively. In addition, the driving force of hog price cycles is the imbalance between hog supply and demand caused by external shocks, including diseases, policy changes, and natural disasters. Hog production is the weakest one among other sectors of the pork supply chain and with the highest possibility of suffering loss from external shocks. Therefore, in order to alleviate the hog price cycle and increase the risk managing ability of the hog industry, this paper suggests： 1） to take into account the asymmetric characteristics of regimes when establishing the price control policies; 2） to enhance the epidemic disease prevention system and the price risk warning mechanism; and 3） to increase production scale and integration level of the hog industry.
出处
《农业现代化研究》
CSCD
北大核心
2016年第1期79-86,共8页
Research of Agricultural Modernization
基金
国家自然科学基金青年项目(71503036)
中国博士后科学基金面上项目(2013M540267)
黑龙江省博士后基金项目(LBH-Z13048)~~
作者简介
．芦方卉（1982-），女，黑龙江齐齐哈尔人，经济学博士，副教授，主要从事畜牧经济和农产品流通研究，E-mail：pfh_nd@126．com；
通讯作者：庞金波（1972-），男，黑龙江密山人，博士，副教授，硕士研究生导师，主要从事农业经济及农村金融研究，E-mail：pangjinbo@sina．com。
