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      2. 我國生豬價格的影響因素是時變的嗎?基于動態模型平均的分析與預測
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        作者單位:

        1.湖北大學 鄉村振興研究院;2.華中農業大學 經濟管理學院

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        中圖分類號:

        F 306

        基金項目:

        國家自然科學基金項目(面上項目,重點項目,重大項目),中國博士后科學基金


        Do The Influencing Factors of Hog Price Change Over Time: The Analysis and Forecasting based on Dynamic Model Averaging
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        Affiliation:

        1.Rural Revitalization Institute, Hubei University;2.College of Economics and Management, Huazhong Agricultural University

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          摘要:

          近年來,我國生豬價格的超常波動給人民生活與相關產業發展帶來不利影響。為此,有效識別生豬價格影響因素并對生豬價格進行準確預測,具有重要現實意義。本文從生豬價格影響因素的時變特征入手,提出一套基于動態模型平均理論的生豬價格影響因素與預測分析框架。具體的,本文考慮生豬供給、生豬需求、我國經濟環境和國際市場等四方面的13個生豬價格影響因素,研究并識別生豬價格影響因素的時變特征,進而構建生豬價格預測模型,并通過預測誤差指標和DM檢驗比較其與基準模型的預測能力。研究發現:我國生豬價格影響因素存在顯著的時變特征,且因素間差異明顯;自2009年以來,生豬價格的決定機制更為復雜,影響因素更為多元;基于動態模型平均的生豬價格預測模型的預測表現明顯優于基準模型。

          Abstract:

          In recent years, the extraordinary fluctuations of hog price in China exert adverse effects on people’s livelihood and the development of related industries. Thus, exploring the influencing factors of hog price and obtaining the accurate forecasts of hog price are of great practical significance. In view of the time-varying characteristics of hog price's influencing factors, this paper puts forward an influencing factors analysis and hog price forecasting framework based on dynamic model averaging theory. Specifically, In view of thirteen influencing factors derived from the supply of hog, demand of hog, economics environment of China, and international markets, this paper investigates the time-varying characteristics of influencing factors, and then construct the hog price forecasting model, by introducing the dynamic model averaging. Furthermore, we compare the ability of the proposed model and benchmarks used to forecast the hog price by accuracy measures and DM test. The empirical results indicate that the influencing factors of hog price exhibit significant time-varying characteristics. Since 2009, the decision mechanism and influencing factors of hog price have become more complicated and diverse, respectively. Furthermore, the hog price forecasting model based on dynamic model averaging achieves more accurate forecasts than benchmarks.

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        • 收稿日期:2019-12-05
        • 最后修改日期:2020-03-23
        • 錄用日期:2020-05-15
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