基于ARCH(自回归条件异方差)模型的我国药品价格波动的实证分析

摘要

Objective To study the characteristics and trends of drug price fluctuation in our country in order to provide reference for the governments in evaluating their policy for the macro-control and management of drug price. Methods The drug price fluctuation was empirically analyzed using the ARCH model according to the monthly drug price data from 2011 to 2017. Results The drug price presented a fluctuant increasing trend with an even fluctuation amplitude and frequency, especially after its reform in 2015. The fluctuation of drug price did not show any clustered feature and significant impact on information but a rather strong memory. Conclusion The fluctuation of drug price is relatively stable in our country. The drug price control policy plays a rather effectively role in stabilizing thefluctuation of drug price. It is thus suggested that the governments should bring their role into full play in controlling drug price, regulating drug marketing, and supervising drug price.%目的:探讨药品价格变动特征和变化趋势,为政府评估政策效果、做好宏观调控和价格监管提供参考.方法:基于2011-2017年我国药品价格月度数据,采用ARCH(自回归条件异方差)类模型,对药品价格波动进行实证分析.结果:我国药品价格总体呈波动上升趋势,特别是2015年药品价格改革之后,价格上升趋势较为明显.药品价格波动的幅度和频率比较均匀,价格波动不具有集簇性,没有显著的信息冲击效应,但药品价格波动的记忆性较强.结论:我国药品价格变动相对平稳,药品市场的价格调控政策在平抑价格波动方面具有较强的作用.建议在积极稳妥推进药品价格市场化改革的同时,充分发挥政府对药品价格形成的调控作用,把握好政策调节市场的力度,并加强药品市场价格监测.