基于网络传播视角的广东消费品价格波动关联效应研究

发布时间：2018-08-01 17:09

【摘要】：当前，我国价格运行又开始出现新的上涨苗头。中国央行2012年第四季度货币政策执行情况报告提出要警惕通胀预期风险，防范输入性通胀压力。英国《金融时报》刊登文章，建议各国政府要提前防范2013年全球性通胀压力，采取先发制人措施来控制通胀。这些新情况可以从价格波动关联效应角度来探索通胀形成的机理和过程，为价格调控提出有针对性的对策和建议。以往学者主要运用投入产出价格影响模型研究价格波动关联效应，由于存在拆并投入产出表非常困难的问题，导致对大样本消费品价格波动之间的关联效应研究成果比较少。需要探索更为简单有效的方法来研究价格波动关联效应，为价格研究工作者和政府价格管理部门提供简易可行的研究工具和测算方法。本文将价格波动关联效应视为服从某种传播规律的网络传播机制，引入网络传播视角研究了广东价格波动关联效应。首先从经济学中常用于研究价格波动关联效应的模型——基于投入产出理论的价格影响模型出发，以2007年广东省135部门价值型投入产出表为基础，通过拆并的办法，建立了分别包括9个部门和30个部门（或消费品）的投入产出表，在此基础上建立了广东价格影响模型，测算了价格波动关联效应。并引入金融财务管理中的贝塔系数(β)、传导率（γ）以及对外敏感度（θ）3个参数对价格影响模型进行了新的改进，建立了供求关系变化和开放条件下广东价格波动关联效应模型。为克服因运用价格影响模型研究价格波动关联效应而遇到拆并投入产出表的困难，尝试运用网络传播的方法，把价格影响模型下价格波动关联效应投射到网络上，通过建立价格波动网络传播模型来模拟价格影响模型下的价格波动关联效应，发现吻合程度较高。在模拟基础上，将价格波动网络传播模型推广到研究240种消费品价格波动关联效应情况，建立了价格波动关联效应综合网络传播模型，并针对2008年国际金融危机前后消费品价格波动关联效应的变异情况进行了应用研究。研究取得了如下创新性成果： 1.引入网络传播视角，将价格波动关联效应视为服从某种传播规律的网络传播机制，构建了价格波动网络传播模型，测算了大样本消费品价格波动关联效应，可为研究消费品价格波动关联效应提供相对简易的方法。以往学者运用投入产出价格影响模型来研究消费品价格波动关联效应，必然碰到拆并投入产出表的难题，往往只能研究单个或少量消费品价格波动关联效应，无法测算出大样本消费品之间价格波动关联影响。构建价格波动网络传播模型研究消费品价格波动关联效应，，可避免因运用价格影响模型研究价格波动关联效应而遇到的拆并投入产出表的困难，同时可测算广东大样本消费品价格波动关联效应，为政府价格调控决策提供参考依据。 2.探索了与投入产出价格影响模型下价格波动关联效应效果一致的网络传播机理。把基于价格影响模型下得到的价格波动关联效应投射到网络上，构建了价格波动关联效应投射网络，在分析网络拓扑结构的基础上，引入网络传播方法，通过消费品价格指数时间序列之间的相关系数，建立价格波动关联网络及其传播方程（即价格波动网络传播机制）来模拟价格影响模型下的价格波动关联效应，发现模拟吻合度较高。在构建网络传播机制中采取先探索出传播方程，并固定传播方程不变，再不断调整修正网络阈值（相应改变网络拓扑结构），比较成功地使得通过网络传播模拟的消费品价格波动关联效应与价格影响模型下价格波动关联效应基本接近，可为构建价格波动网络传播机制提供新的途径。 3.建立了反映供求关系变化和开放条件下的价格影响模型，测算了市场竞争激烈、对外依存度高条件下消费品价格波动之间的相互影响。文章引入金融财务管理中的贝塔系数(β)、传导率（γ）以及对外敏感度（θ）3个参数来分别表示市场供求关系、价格之间传导以及价格对外敏感度等因素，建立了供求关系变化和开放条件下广东价格波动关联效应模型。运用该模型测算了广东消费品价格波动之间的关联效应。这在一定程度上弥补了以往运用投入产出价格影响模型研究价格波动关联效应时，无法充分反映市场供求关系、国际市场等因素对价格波动关联效应影响的不足。
[Abstract]:At present, China's price operation has begun to rise again. The Central Bank of China's monetary policy implementation report in the fourth quarter of 2012 has proposed to guard against inflation expected risk and prevent input inflationary pressure. The UK Financial Times published an article suggesting that governments should take precautions against global inflation pressure in 2013 and take preemptive measures. To control inflation, these new situations can explore the mechanism and process of inflation formation from the angle of price fluctuation correlation, and put forward some pertinent countermeasures and suggestions for price regulation.
The previous scholars mainly use the input and output price model to study the correlation effect of price fluctuation. Because there are very difficult problems in the dismantling and input-output table, there are few research results on the correlation effect between the price fluctuation of large sample consumer goods. Price researchers and government price management departments provide simple and feasible research tools and methods.
In this paper, price volatility association effect is regarded as a network communication mechanism that obeys a certain law of communication. The relationship effect of price fluctuation in Guangdong is studied by introducing the perspective of network communication. First, the model of price fluctuation, which is often used in economics, is based on the model of price impact based on input-output theory, in 2007, 135 in Guangdong province. Based on the Department value input-output table, the input and output table of 9 departments and 30 sectors (or consumer goods) is established by the method of dismantling and dismantling. On this basis, the price impact model of Guangdong is established, the correlation effect of price fluctuation is calculated, and the beta coefficient (beta), the conductivity (gamma) and the external of the financial management are introduced. The 3 parameters of sensitivity (theta) have been improved on the price impact model, and the model of Guangdong price fluctuation is established under the change of supply and demand and the open condition. In order to overcome the difficulty of dismantling and input-output table due to the use of price influence model to study the correlation effect of price fluctuation, the method of network communication is tried to use the price. The correlation effect of price fluctuation under the model is projected onto the network, and the price fluctuation network model is established to simulate the price fluctuation correlation effect under the price influence model, and it is found that the agreement degree is high. On the basis of simulation, the price fluctuation network propagation model is extended to study the correlation effect of the price fluctuation of 240 kinds of consumer goods. A comprehensive network communication model of price fluctuation association effect is established, and the variation of the correlation effect of price fluctuation in consumer goods before and after the 2008 international financial crisis is studied.
The research has achieved the following innovative results:
1. as a network communication perspective, the price fluctuation association effect is regarded as a network communication mechanism that obeys the law of some kind of communication. The network propagation model of price fluctuation is constructed, and the correlation effect of the price fluctuation of large sample consumer goods is calculated, which can provide a relatively simple method for the study of the correlation effect of the price fluctuation of consumer goods. The price fluctuation model is used to study the correlation effect of the price fluctuation of consumer goods. It is inevitable to meet the problem of dismantling and input-output table. It can only study the correlation effect of the price fluctuation of single or small consumer goods, and can not calculate the influence of price fluctuation among the large sample consumer goods. The dynamic association effect can avoid the difficulty of the dismantling and input-output table due to the use of the price impact model to study the correlation effect of price fluctuation. At the same time, it can measure the correlation effect of the price fluctuation of the large sample consumer goods in Guangdong, and provide the reference basis for the government price regulation and control decision.
2. explore the network communication mechanism which is consistent with the effect of price fluctuation under the input-output price model, and project the price fluctuation correlation effect based on the price impact model to the network, and construct the price fluctuation association effect projection network. On the basis of analyzing the network extension structure, the network communication method is introduced. Through the correlation coefficient between the time series of the consumer price index, the price fluctuation association network and its propagation equation (namely the price fluctuation network transmission mechanism) are established to simulate the price fluctuation correlation effect under the price influence model, and it is found that the analog anastomosis is high. The fixed propagation equation is constant, and then the modified network threshold is constantly adjusted (the network topology is changed accordingly). The correlation effect of the price fluctuation of consumer goods through the network communication simulation is nearly close to the price fluctuation correlation effect under the price influence model, and it can provide a new way for the construction of the network propagation mechanism of the price lattice fluctuation.
3. the model is established to reflect the change of supply and demand and the price influence under the open condition. It calculates the market competition and the interaction between the price fluctuation of consumer goods under the high dependence degree. The article introduces the beta coefficient (beta), the conductivity (gamma) and the external sensitivity (theta) of the financial financial management to express the market supply respectively. The correlation effect model of Guangdong price fluctuation is established under the change of supply and demand and the open condition. The correlation effect between the price fluctuation of consumer goods in Guangdong is calculated by this model. This makes up for the former model of the use of input and output price. When the price fluctuation is related to the effect, it can not fully reflect the relationship between supply and demand of the market, the international market and other factors on the price fluctuation related effect of insufficient.
【学位授予单位】：华南理工大学
【学位级别】：博士
【学位授予年份】：2013
【分类号】：F726;F822.0;F224

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