摘要
研究粮食价格的传导机制,对于保障粮食安全状态稳定至关重要。本文运用STL-NAR组合模型在价格分量基础上对四种粮食(稻谷、玉米、大豆、小麦)价格进行预测,采用符号动力学将粮食价格涨跌描述为不同的价格状态。同时,运用隐马尔科夫链模型构建了粮食价格与粮食安全的状态转移矩阵。研究结果表明,STL-NAR模型对稻谷、玉米、大豆和小麦价格具有良好的预测性。预测结果显示:2024年稻谷价格呈小幅上涨趋势,小麦价格呈倒“V”型趋势,玉米和大豆价格呈下降趋势。粮食安全稳定程度与价格传导之间存在一定的关系,但两者并不完全一致。当粮食安全稳定时,价格传导相对顺畅,粮食价格往往呈下降趋势;而当粮食安全的稳定性与粮食价格传导受阻时,则需要通过采取有效的政策调控措施,保障粮食安全和粮食价格稳定。
Understanding the transmission mechanisms of food prices is crucial for ensuring the stability of food security.This paper employs a combined STL-NAR model to forecast the prices of four types of grains(rice,corn,soybeans,and wheat)based on price components,and uses symbolic dynamics to describe the fluctuations in grain prices as different price states.Additionally,a hidden Markov chain model is used to construct a state transition matrix between grain prices and food security.The results indicate that the STL-NAR model provides accurate predictions for the prices of rice,corn,soybeans,and wheat.The forecast shows that in 2024,rice prices will experience a slight upward trend,wheat prices will follow an inverted"V"trend,and prices for corn and soybeans will decline.There is a certain relationship between the stability of food security and price transmission,but they are not entirely consistent.When food security is stable,price transmission tends to be smooth,and grain prices generally show a declining trend;however,when the stability of food security and the smoothness of price transmission are hindered,effective policy measures must be taken to ensure food security and stabilize food prices.
出处
《价格理论与实践》
北大核心
2024年第2期103-108,共6页
Price:Theory & Practice
基金
国家自然科学基金项目(编号:62103418)
中国农业科学院农业信息研究所基本科研业务费(JBYW-AII-2024-30)
