中国生猪价格发现形成机制研究___基于区域间价格关系的实证分析.pdfVIP

中国农业科学 2011,44 15 :3279-3288 Scientia Agricultura Sinica doi: 10.3864/j.issn.0578-1752.2011.15.024 中国生猪价格发现形成机制研究 ——基于区域间价格关系的实证分析 1 1 1 2 陈永福 ，马国英 ，吴蓓蓓 ，钱小平 1 2 （中国农业大学经济管理学院，中国北京 100083 ； 日本国际农林水产业中心，筑波305-8686） 摘要：【目的】揭示生猪价格波动的形成机制。【方法】运用持续-短暂（P-T）模型和信息份额（IS）模型测 算生猪主产区间生猪价格的共因子、持续-短暂因素的分解及其在生猪市场所占市场份额。【结果】四川、湖南和 河南生猪价格对长期生猪价格形成有显著作用；四川和湖南生猪价格的上升对共因子有负向作用，而河南生猪价 格的上升则对共因子有正向作用；各主要生产地区生猪价格的持续性因素比重总体呈上升态势，四川和河南生猪 价格形成中短暂性因素比重相对较高；四川和河南生猪价格所占市场信息份额相对较高。【结论】确保湖南、四川 生猪价格稳定作为重点关注对象；尽可能减少河南生猪价格剧烈波动的影响，从而降低生猪价格共因子的变动幅 度；关注疫情和下游需求（猪肉需求）等因子引起的四川和河南生猪价格中短暂性因素部分的变动态势，尽可能 减少具有扰乱作用的负效应。 关键词：生猪价格；持续-短暂（P-T）模型；信息份额（IS）模型 Study on China’s Swine Price Discovery Forming Mechanism ——Empirical Analysis on the Relationship Between Interregional Price 1 1 1 2 CHEN Yong-fu , MA Guo-ying , WU Bei-bei , QIAN Xiao-ping 1 2 College of Economics and Management, China Agricultural University, Beijing 100083, China ; Japan International Research Center for Agricultural Sciences, Tsukuba 305-8686 Abstract: 【Objective 】The objective of this study is to provide the transmission mechanism of swine price. 【Method 】The common factors and information shares in major swine producing areas were measured by the permanent-transitory model and information share model based on the swine prices in these areas under the rising price volatility in China’s swine market. 【Result 】 The empirical results show that the swine prices in the three provinces of Sichuan, Hunan and Henan have an significant effect on China’s swine price formation and the rising swine price in Sichuan and Hunan plays a negative role in common factors, while in Henan has a positive effect. The permanent factor’s proportion of swine price in different provinces continues to show an upward trend generally, and the transitory factor’s proportion of swine price in Sichuan and Henan provinces is relatively high, as well as the swine price has a relatively high information share in market. 【Conclusion 】M