杨斌清;张贤平;

• 1:江西理工大学应用科学学院

摘要(Abstract)：

我国稀土产品价格呈周期性波动,为了解其波动规律,选取了2006年1月²014年12月稀土Nd2O_3和Dy2O_3的月度价格数据为样本,应用X12季节调整法和H-P滤波模型对稀土Nd2O_3和Dy2O_3价格波动周期进行实证分析,获得了样本期间稀土产品价格的周期波动特征。研究表明:样本期间稀土氧化物产品价格经历了两个价格周期,两种产品的第2个波动周期波谷出现在2012年第四季度,鉴于2011年稀土产品价格的巨幅波动,必然出现一个长周期的价格波动,稀土氧化物产品第2个波动周期的波谷持续时间预计在43个月以上。因此,可以预测从2012第四季度到未来43个月稀土产品价格长期趋势处于下行通道,但稀土Nd2O_3的价格将率先走出下行通道。

关键词(KeyWords)： 稀土价格;波动周期;X12季节调整法;H-P滤波模型

Abstract:

Keywords:

基金项目(Foundation): 国家自然科学基金项目(71241022,41462016);; 江西省人文社科重点招标课题(jd1471)资助

作者(Authors): 杨斌清;张贤平;

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