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易腐农产品价格波动非对称效应分析——以荔枝价格波动为例 被引量:4

Analysis of Asymmetric Effect of Price Fluctuation of Perishable Agricultural Products——Taking the price fluctuation of litchi as an example
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摘要 为探究易腐性生鲜农产品价格波动规律,本文以易腐农产品荔枝为例,基于2012—2016年我国荔枝收购价格和批发价格的日度数据,从非对称波动的视角出发,采用HP滤波法分析我国荔枝产地收购价以及销地批发价波动特征及其背后的原因。结果显示:荔枝产地收购价波动符合既有农产品价格波动“火箭与羽毛”非对称特征;而荔枝销地收购价波动则呈反“火箭与羽毛”非对称特征,这与其易腐易烂的特性有关。 In order to explore the price fluctuation law of perishable fresh agricultural products,this paper takes the litchi of agricultural products as an example, based on the daily data of China’s litchi purchase price and wholesale price from 2012 to 2016, from the perspective of asymmetric fluctuation,using HP filter analysis The acquisition price of the litchi origin in China and the fluctuation characteristics of the wholesale price of the land and the reasons behind it. The results show that the fluctuation of the purchase price of Litchi origin is in line with the asymmetric characteristics of the "rocket and feather" of the price fluctuation of the existing agricultural products; while the fluctuation of the purchase price of the litchi is anti-"rocket and feather" asymmetric characteristics, which is related to its perishable and rotten characteristics.
出处 《价格理论与实践》 CSSCI 北大核心 2018年第5期75-78,共4页 Price:Theory & Practice
关键词 易腐农产品 荔枝价格 HP滤波法 非对称性 Perishable Agricultural Products Litchi Price HP filtering method Asymmetry
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