基于空间CPD模型的中国食品空间价格指数研究

发布时间：2018-06-21 04:12

本文选题：食品价格 + 空间价格指数　；参考：《东北财经大学》2016年硕士论文

【摘要】：食品价格与人民生活息息相关,其价格指数能够反映一国经济发展状况,本文采用空间国家产品虚设(country product dummy,简称CPD)模型对食品空间价格指数进行研究。采用2015年9月的食品价格,所选食品来自国际比较项目(International Comparison Program,简称ICP)的核心产品列表。首先对食品价格进行空间检验,发现其存在显著空间相关性。其次,在传统CPD模型基础上引入空间误差项或空间滞后项,构建空间CPD模型;将新旧模型用于食品空间价格指数推算及结果比较。最后是食品空间价格指数的应用研究。本文分为5章。第一章绪论:主要对文章的研究背数景,研究意义进行阐述,并进行文献综述。另外,对本文的创新以及结构做简要说明。第二章价格指数理论和空间CPD模型:主要对价格指数理论和空间CPD模型两个方面介绍;价格指数理论从价格指数理论、基本价格指数以及空间价格指数三个方面进行阐述的。空间CPD模型从CPD法的介绍、传统CPD模型、空间计量经济学、空间CPD模型以及空间价格指数的构建5个部分说明。这其中包括另外对本文需要理论,方法,这包括传统CPD模型、空间CPD模型。第三章食品价格描述统计及空间属性检验:主要对食品分类及价格来源、食品价格描述统计分析以及食品价格空间属性检验三个部分,这为后面实证部分做个简单的铺垫。第四章我国食品空间价格指数的估计与应用:这章是实证分析部分,这部分是本文的最重要的章节。这部分第一节先介绍传统CPD模型,并在这模型的基础上计算空间价格指数以及对传统CPD模型作了空间相关性检验。通过这个检验确定食品价格在区域间存在着空间效应。另外进一步借助拉格朗日检验确定具体空间CPD模型形式。第二节是介绍空间CPD模型,并对空间CPD模型进行检验。再通过空间CPD模型,来汇总新的空间价格指数。第三节主要将传统CPD模型与空间CPD模型进行简单的一个对比,说明空间CPD模型的优势。本章最后就计算出来的空间价格指数的应用作了一些的介绍。第五章结论、建议与研究展望:主要总结本文研究结论并提出相应的建议。另外,对本文的局限和展望进行说明。本文的创新之处总结归纳集中在三点:第一:本文在前人研究的基础上,通过空间CPD模型构建食品空间价格指数,为后来的研究者研究食品价格指数或食品空间价格指数提供一些指导。第二:本文在计算空间价格指数,将食品类分成豆制品、油脂、肉类、蛋类、水产品、蔬菜、水果、粮食这8大类,并分析各类的价格指数,详细的计算出了这八大类的空间价格指数,能够更加细化的说明目前我国的食品市场的具体价格情况,这给国家宏观经济调控带来了更具体的指导。第三:本文在计算空间价格指数,运用了购买力平价的计算方法CPD法,另外,在考察了食品价格的时候,并结合前人的研究,发现,食品价格存在空间效应,即区域之间的价格是存在相互影响的,本文在此发现的基础上,大胆的利用空间计量经济学的知识,在传统CPD模型的基础上,构建了空间CPD模型,并在此模型的基础上构建了新的空间价格指数,消除了空间效应的影响。利用空间计量经济学来分析模型,是本文建立模型的过程中一大创新之处。本文的不足之处在于我国目前的数据收集体系不够系统,因此,本文在研究食品空间价格指数的时候,只找到了 23类基本类的价格,对于食品这一大类,这些数据不能算很多,因此,会对研究的结果带来一定的误差,但是整体结论会保持正确。另外,本文在建立空间模型的过程中,设定了相邻距离作为空间权重。但知道,空间权重包括空间距离权重和经济距离权重,因此,在研究建模过程中,可以使用经济距离作为空间权重,来对价格数据做空间相关性分析,可能会使结果更加准确。这方面的研究留给后人进行研究分析。
[Abstract]:Food price is closely related to people's life, and its price index can reflect the state of a country's economic development. This paper uses country product dummy (CPD) model to study the food space price index. The food price in September 2015, the selected food from the international comparison project (International Comparis) The core product list of on Program, referred to as ICP). First, the food price is tested in space, and it is found that there is a significant spatial correlation. Secondly, spatial error items or space lag items are introduced on the basis of traditional CPD model, and space CPD model is constructed. The new and old models are used to calculate and compare the food space price index. Finally, food is the food. The application of space price index. This article is divided into 5 chapters. The first chapter is introduction: the main research of the paper, the significance of the research, and the literature review. In addition, the paper gives a brief description of the innovation and structure of this paper. The second chapter price index theory and space CPD model: the price index theory and the spatial CPD model are mainly two. The price index theory is expounded from three aspects: the price index theory, the basic price index and the space price index. The spatial CPD model is explained from the introduction of the CPD method, the traditional CPD model, the spatial econometrics, the spatial CPD model and the construction of the space price index. On the basis of the traditional CPD model, the spatial CPD model, the third chapter food price description and the spatial attribute test: the food classification and the price source, the food price description statistics analysis and the food price spatial attribute test three parts, this is the simple paving for the later empirical part. The fourth chapter of China's food space price. The estimation and application of the lattice index: this chapter is an empirical analysis part, and this part is the most important chapter in this article. This section first introduces the traditional CPD model, and then calculates the spatial price index and the spatial correlation test on the traditional CPD model based on the model. In addition, the spatial CPD model is further determined with the help of Lagrange test. The second section introduces the spatial CPD model, and tests the spatial CPD model. Then the spatial CPD model is used to collect the new spatial price index. The third section mainly compares the traditional CPD model with the spatial CPD model, and explains the simple comparison between the spatial CPD model and the traditional CPD model. The advantage of space CPD model. Finally, this chapter introduces the application of the calculated spatial price index. Fifth chapters, conclusions, suggestions and research prospects: the main conclusion of this paper and the corresponding suggestions. In addition, the limitations and prospects of this article are explained. The innovation of this article is summed up at three points: first On the basis of previous research, this paper constructs food space price index through spatial CPD model, and provides some guidance for researchers to study food price index or food space price index. Second: in this paper, we calculate the spatial price index and divide food categories into bean products, oil, meat, eggs, aquatic products, vegetables, fruits, and grain. These 8 categories, and analyze all kinds of price index, detailed the calculation of the eight categories of space price index, can more elaborate the specific price situation in the food market in China, which has brought more specific guidance to the national macroeconomic regulation. Third: in this paper, the space price index is calculated and the purchasing power parity is used. In addition, the CPD method is used to calculate the price of food. In addition, it is found that the price of food has a spatial effect, that is, the price of food is interdependent. On the basis of this discovery, this paper makes bold use of the knowledge of spatial econometrics, and builds spatial CPD on the basis of the traditional CPD model. A new space price index is built on the basis of this model, which eliminates the effect of space effect. Using spatial econometrics to analyze the model is a major innovation in the process of establishing the model. The deficiency of this paper is that the current data collection system in China is not systematic enough. Therefore, this paper is to study food empty. At the time of price index, only the price of 23 classes of basic classes can be found. For the big class of food, these data can't be calculated much. Therefore, it will bring some errors to the results of the study, but the whole conclusion will remain correct. In addition, in the process of building the space model, the adjacent distance is set as the space weight. But know, empty. The inter - weight includes space distance weight and economic distance weight. Therefore, in the process of modeling, the economic distance can be used as the spatial weight to make spatial correlation analysis on the price data, which may make the result more accurate.
【学位授予单位】：东北财经大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F323.7

【参考文献】