| 猪肉的价格预期·价格波动及供给反映模型 |
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| 引用本文： | 谭莹,李大胜.猪肉的价格预期·价格波动及供给反映模型[J].安徽农业科学,2010,38(21):11527-11529. |
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| 作者姓名： | 谭莹 李大胜 |
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| 作者单位： | 华南农业大学经济管理学院,广东广州,510642 |
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| 基金项目： | 国家自然科学基金项目,教育部人文社科基金项目,广东省人文社科基金项目,2009广州市社科联基金项目 |
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| 摘 要： | 利用价格和供给方程分析了我国猪肉市场的供给反映模型,用GARCH模型估计我国猪肉价格预期及波动。利用了包括标准GARCH模型在内的几种对称及非线性GARCH模型进行分析,实证结果表明,EGARCH模型是较符合我国猪肉市场的模型,表明生产者对价格的＂好消息＂和＂坏消息＂反应是不对称的;饲料价格和母猪存栏量对猪肉的供给模型也存在着重要的影响。
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| 关 键 词： | 猪肉价格 GARCH模型 供给结构方程 |
Price Expectation, Volatility and Supply Reflection Model of Pork |
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| Institution: | TAN Ying et al(College of Economics and Management,South China Agriculture University,Guangzhou,Guangdong 510642) |
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| Abstract: | The supply reflection model for pork market in China was analyzed by using price and supply equation.The pork price expectation,volatility was estimated by using GARCH model.In addition to the standard GARCH,several different symmetric,asymmetric and nonlinear GARCH models were analyzed.The empirical results showed that,EGARCH model is more in line with the model of China's pork market,indicating that the producers' response to the "good news" and "bad news" is asymmetrical.The empirical results also showed that feed price and the supply of breeding stock have significant effect on pork supply model. |
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| Keywords: | Pork price GARCH model Supply structure equation |
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