基于非线性视角下的蔬菜价格波动特征研究能够有效捕捉到蔬菜价格的非线性调整过程,从而有助于进一步完善蔬菜价格的波动机制。以大宗蔬菜中的大白菜、黄瓜、四季豆为例,选取2002年1月到2013年9月的全国集贸市场价格数据,对蔬菜市场价格的非线性动态调整过程进行了分析。研究表明:蔬菜价格具有非线性波动特征,存在机制之间的平滑转换过程,门限值是其转换的转折点,可以作为国家调控蔬菜市场价格异常波动的重要依据;蔬菜前期市场价格是发生非线性波动的一个潜在的重要变量,因此有必要加强对蔬菜市场价格的监控和分析;从3类蔬菜价格的函数形式、转换速率以及门限值来看,蔬菜市场内部的异质性明显。
Study on vegetable price volatility from the nonlinear perspective can effectively capture the nonlinear adjustment process of the vegetable prices ,which is helpful to the further improvement of fluctuation mechanism of vegetable prices. This paper,taking the cabbage, cucumber and green beans for example, selects the data of market price between January of 2002 and September of 2013 to analyze the nonlinear dynamic adjustment process of vegetable market prices. The result shows that vegetable prices fluctuate with nonlinear characteristics, which has mechanism transformation, and the threshold is the turning point of the transition,which can be used as the important basis for regulation of abnormal fluc- tuations in vegetables'market prices. The early vegetable market price is a potentially important variable of nonlinear fluctuation, so it is necessary to strengthen the process of monitoring and analyzing market price of vegetables. Finally, from the function forms, switching rate and threshold of these three kinds of vegetable prices, internal heterogeneity is obvious among vegetable market.