基于網(wǎng)絡(luò)傳播視角的廣東消費(fèi)品價格波動關(guān)聯(lián)效應(yīng)研究
發(fā)布時間：2018-08-01 17:09
【摘要】：當(dāng)前，我國價格運(yùn)行又開始出現(xiàn)新的上漲苗頭。中國央行2012年第四季度貨幣政策執(zhí)行情況報告提出要警惕通脹預(yù)期風(fēng)險，防范輸入性通脹壓力。英國《金融時報》刊登文章，建議各國政府要提前防范2013年全球性通脹壓力，采取先發(fā)制人措施來控制通脹。這些新情況可以從價格波動關(guān)聯(lián)效應(yīng)角度來探索通脹形成的機(jī)理和過程，為價格調(diào)控提出有針對性的對策和建議。 以往學(xué)者主要運(yùn)用投入產(chǎn)出價格影響模型研究價格波動關(guān)聯(lián)效應(yīng)，由于存在拆并投入產(chǎn)出表非常困難的問題，導(dǎo)致對大樣本消費(fèi)品價格波動之間的關(guān)聯(lián)效應(yīng)研究成果比較少。需要探索更為簡單有效的方法來研究價格波動關(guān)聯(lián)效應(yīng)，為價格研究工作者和政府價格管理部門提供簡易可行的研究工具和測算方法。 本文將價格波動關(guān)聯(lián)效應(yīng)視為服從某種傳播規(guī)律的網(wǎng)絡(luò)傳播機(jī)制，引入網(wǎng)絡(luò)傳播視角研究了廣東價格波動關(guān)聯(lián)效應(yīng)。首先從經(jīng)濟(jì)學(xué)中常用于研究價格波動關(guān)聯(lián)效應(yīng)的模型——基于投入產(chǎn)出理論的價格影響模型出發(fā)，以2007年廣東省135部門價值型投入產(chǎn)出表為基礎(chǔ)，通過拆并的辦法，建立了分別包括9個部門和30個部門（或消費(fèi)品）的投入產(chǎn)出表，在此基礎(chǔ)上建立了廣東價格影響模型，測算了價格波動關(guān)聯(lián)效應(yīng)。并引入金融財務(wù)管理中的貝塔系數(shù)(β)、傳導(dǎo)率（γ）以及對外敏感度（θ）3個參數(shù)對價格影響模型進(jìn)行了新的改進(jìn)，建立了供求關(guān)系變化和開放條件下廣東價格波動關(guān)聯(lián)效應(yīng)模型。為克服因運(yùn)用價格影響模型研究價格波動關(guān)聯(lián)效應(yīng)而遇到拆并投入產(chǎn)出表的困難，嘗試運(yùn)用網(wǎng)絡(luò)傳播的方法，把價格影響模型下價格波動關(guān)聯(lián)效應(yīng)投射到網(wǎng)絡(luò)上，通過建立價格波動網(wǎng)絡(luò)傳播模型來模擬價格影響模型下的價格波動關(guān)聯(lián)效應(yīng)，發(fā)現(xiàn)吻合程度較高。在模擬基礎(chǔ)上，將價格波動網(wǎng)絡(luò)傳播模型推廣到研究240種消費(fèi)品價格波動關(guān)聯(lián)效應(yīng)情況，建立了價格波動關(guān)聯(lián)效應(yīng)綜合網(wǎng)絡(luò)傳播模型，并針對2008年國際金融危機(jī)前后消費(fèi)品價格波動關(guān)聯(lián)效應(yīng)的變異情況進(jìn)行了應(yīng)用研究。 研究取得了如下創(chuàng)新性成果： 1.引入網(wǎng)絡(luò)傳播視角，將價格波動關(guān)聯(lián)效應(yīng)視為服從某種傳播規(guī)律的網(wǎng)絡(luò)傳播機(jī)制，構(gòu)建了價格波動網(wǎng)絡(luò)傳播模型，測算了大樣本消費(fèi)品價格波動關(guān)聯(lián)效應(yīng)，可為研究消費(fèi)品價格波動關(guān)聯(lián)效應(yīng)提供相對簡易的方法。以往學(xué)者運(yùn)用投入產(chǎn)出價格影響模型來研究消費(fèi)品價格波動關(guān)聯(lián)效應(yīng)，必然碰到拆并投入產(chǎn)出表的難題，往往只能研究單個或少量消費(fèi)品價格波動關(guān)聯(lián)效應(yīng)，無法測算出大樣本消費(fèi)品之間價格波動關(guān)聯(lián)影響。構(gòu)建價格波動網(wǎng)絡(luò)傳播模型研究消費(fèi)品價格波動關(guān)聯(lián)效應(yīng)，，可避免因運(yùn)用價格影響模型研究價格波動關(guān)聯(lián)效應(yīng)而遇到的拆并投入產(chǎn)出表的困難，同時可測算廣東大樣本消費(fèi)品價格波動關(guān)聯(lián)效應(yīng)，為政府價格調(diào)控決策提供參考依據(jù)。 2.探索了與投入產(chǎn)出價格影響模型下價格波動關(guān)聯(lián)效應(yīng)效果一致的網(wǎng)絡(luò)傳播機(jī)理。把基于價格影響模型下得到的價格波動關(guān)聯(lián)效應(yīng)投射到網(wǎng)絡(luò)上，構(gòu)建了價格波動關(guān)聯(lián)效應(yīng)投射網(wǎng)絡(luò)，在分析網(wǎng)絡(luò)拓?fù)浣Y(jié)構(gòu)的基礎(chǔ)上，引入網(wǎng)絡(luò)傳播方法，通過消費(fèi)品價格指數(shù)時間序列之間的相關(guān)系數(shù)，建立價格波動關(guān)聯(lián)網(wǎng)絡(luò)及其傳播方程（即價格波動網(wǎng)絡(luò)傳播機(jī)制）來模擬價格影響模型下的價格波動關(guān)聯(lián)效應(yīng)，發(fā)現(xiàn)模擬吻合度較高。在構(gòu)建網(wǎng)絡(luò)傳播機(jī)制中采取先探索出傳播方程，并固定傳播方程不變，再不斷調(diào)整修正網(wǎng)絡(luò)閾值（相應(yīng)改變網(wǎng)絡(luò)拓?fù)浣Y(jié)構(gòu)），比較成功地使得通過網(wǎng)絡(luò)傳播模擬的消費(fèi)品價格波動關(guān)聯(lián)效應(yīng)與價格影響模型下價格波動關(guān)聯(lián)效應(yīng)基本接近，可為構(gòu)建價格波動網(wǎng)絡(luò)傳播機(jī)制提供新的途徑。 3.建立了反映供求關(guān)系變化和開放條件下的價格影響模型，測算了市場競爭激烈、對外依存度高條件下消費(fèi)品價格波動之間的相互影響。文章引入金融財務(wù)管理中的貝塔系數(shù)(β)、傳導(dǎo)率（γ）以及對外敏感度（θ）3個參數(shù)來分別表示市場供求關(guān)系、價格之間傳導(dǎo)以及價格對外敏感度等因素，建立了供求關(guān)系變化和開放條件下廣東價格波動關(guān)聯(lián)效應(yīng)模型。運(yùn)用該模型測算了廣東消費(fèi)品價格波動之間的關(guān)聯(lián)效應(yīng)。這在一定程度上彌補(bǔ)了以往運(yùn)用投入產(chǎn)出價格影響模型研究價格波動關(guān)聯(lián)效應(yīng)時，無法充分反映市場供求關(guān)系、國際市場等因素對價格波動關(guān)聯(lián)效應(yīng)影響的不足。
[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.
【學(xué)位授予單位】：華南理工大學(xué)
【學(xué)位級別】：博士
【學(xué)位授予年份】：2013
【分類號】：F726;F822.0;F224
本文編號：2158261
[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.
【學(xué)位授予單位】：華南理工大學(xué)
【學(xué)位級別】：博士
【學(xué)位授予年份】：2013
【分類號】：F726;F822.0;F224
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