北京市居民消费价格指数波动规律及其驱动因素研究

发布时间：2018-03-28 20:29

本文选题：居民消费价格指数　切入点：面板数据聚类分析　出处：《首都经济贸易大学》2014年硕士论文

【摘要】：北京市作为中国的首都，是备受世人所瞩目的国际化大都市，经济发展一直得到广泛的关注。在“十一五”期间，北京市的经济水平再一次实现了快速增长，尤其是城镇居民的收入水平有了大幅度提升。美中不足的是，城镇居民消费性支出呈现增速放缓，消费结构变动不尽理想等现象。这其中商品消费价格上涨过快制约了消费性支出的增长是主要原因之一，表现为消费价格指数趋势不断走高。在近五年内，消费价格指数体系中八大类的商品指数均呈现出不同程度的增长态势，特别以食品类指数表现明显。因此研究北京市消费价格指数的波动规律与驱动因素显得尤为重要。本文以北京市居民消费价格指数及其体系作为主要研究对象。首先选取了全国31个省市三种不同类型的价格指数作为经济指标，通过省际间面板数据的聚类分析发现地理位置相邻的区域被划分在同一类别中，这说明京津冀三个地区上中下游的商品价格水平相近，消费模式逐渐趋同，北京市商品价格具有一定的区域代表性。其次运用了自回归移动平均模型、指数平滑法以及条件异方差模型等多种方法探究了北京市居民消费价格指数在近一段时期以来的走势以及波动情况，得出了季节变化是指数序列波动的主要影响因素，同时无规律因素表现出波动的集群性。接着针对作为体系中占比近三分之一的食品价格指数进行了相应研究，利用主成分回归法探讨了食品价格指数各类二级指标对于总指标的影响程度，得到食品价格受粮食、水产与蛋类影响较大，而水果与蔬菜价格对其影响较弱。运用多方程模型分析了蔬菜价格指数与水果价格指数间的互动关系，结果显示两者间存在有同向的价格变动关系，而且水果对于蔬菜的价格影响要更强一些。最后研究了作为外部变量的居民可支配收入以及银行同行业拆借利率对于城镇居民消费价格指数的影响，发现收入中的季节因子是价格指数波动的关键性影响因素，同时利用价格指数计算得到的通货膨胀率对于利率存在单方向的影响关系。由此得出北京市消费价格指数受到内外部多种因素驱动影响。一方面在其体系内部的食品价格指数占有近三分之一比重，对于总体指数驱动较强，另一方面以可支配收入为代表的外部变量，其中的季节成分是指数波动的又一影响因素。同时消费价格指数本身的季节因子是决定其长期走势的关键成分，通货膨胀率在不同时期对利率的作用不同。
[Abstract]:Beijing, as the capital of China, is an international metropolis that has attracted worldwide attention, and its economic development has been receiving extensive attention. During the 11th Five-Year Plan period, the economic level of Beijing has once again achieved rapid growth. In particular, the income level of urban residents has increased by a large margin. What is lacking in the ointment is that the growth rate of consumption expenditure of urban residents has slowed down. One of the main reasons for the increase in consumption expenditure is the excessive increase in commodity consumption prices, which is reflected in the rising trend of consumer price indices. In the past five years, In the consumer price index system, the commodity indices of the eight major categories show different growth trends, especially the food index, so it is very important to study the fluctuation law and driving factors of the consumer price index in Beijing. This paper takes the consumer price index and its system of Beijing as the main research object. Firstly, three different types of price index of 31 provinces and cities in China are selected as economic indicators. Through the cluster analysis of inter-provincial panel data, it is found that the regions adjacent to each other are divided into the same category, which indicates that the price level of goods in the upper, middle and lower reaches of the three regions of Beijing-Tianjin-Hebei is similar, and the consumption patterns are gradually converging. Beijing commodity price has certain regional representativeness. Secondly, the autoregressive moving average model is used. The index smoothing method and conditional heteroscedasticity model are used to study the trend and fluctuation of the consumer price index of Beijing residents in the recent period. It is concluded that the seasonal variation is the main influencing factor of the index series fluctuation. At the same time, the irregular factors show the fluctuation of the cluster. Then the food price index, which accounts for nearly 1/3 percent in the system, is studied, and the degree of influence of various second-order indexes of food price index on the total index is discussed by principal component regression method, and the food price is affected by grain. The effect of aquatic products and eggs is great, but the effect of fruit and vegetable price is weak. The interaction between vegetable price index and fruit price index is analyzed by using multi-equation model. The results show that there is a codirectional price change relationship between them. And the effect of fruit on the price of vegetables is stronger. Finally, the paper studies the influence of the disposable income of residents as an external variable and the interest rate of bank borrowing in the same industry on the consumer price index of urban residents. It is found that the seasonal factor in the income is the key factor of the fluctuation of the price index, and the inflation rate calculated by the price index has a unidirectional influence on the interest rate. It is concluded that the consumer price index of Beijing is driven by many internal and external factors. On the one hand, the food price index within its system accounts for nearly 1/3, and the overall index is strongly driven. On the other hand, with disposable income as the representative external variable, the seasonal component is another factor influencing the volatility of the index. Meanwhile, the seasonal factor of the consumer price index itself is the key component to determine its long-term trend. Inflation rates have different effects on interest rates in different periods.
【学位授予单位】：首都经济贸易大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F224;F726

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