【摘要】：我國物流成本較發(fā)達國家一直偏高,2010年以來油價高企推動物流成本上升,物流成本對價格水平的影響受到廣泛關(guān)注,但鮮有關(guān)于物流成本對價格水平的定量研究.本文通過構(gòu)建因子增廣向量自回歸(FAVAR)模型深入研究了我國物流成本對工業(yè)產(chǎn)品產(chǎn)量和價格水平的影響與傳導(dǎo)機制,結(jié)果表明:1)物流成本對主要工業(yè)產(chǎn)品產(chǎn)量和社會物流總額存在長期負向影響.2)物流成本對價格水平存在正向影響,并且CPI對物流成本沖擊的反應(yīng)比PPI更加靈敏,反應(yīng)幅度也更大.3)物流成本對CPI和PPI的沖擊主要通過食品價格傳導(dǎo).總之,物流成本是通貨膨脹的重要"推動力"之一,降低物流成本對于擴大產(chǎn)出和穩(wěn)定物價水平具有重要意義.
[Abstract]:The logistics cost of our country is higher than that of the developed countries all the time. Since 2010, the high oil price has promoted the logistics cost to rise, and the influence of the logistics cost on the price level has received extensive attention, but there is little quantitative research on the logistics cost to the price level. In this paper, the influence and conduction mechanism of logistics cost on the output and price level of industrial products in China are studied by constructing factor augmentation vector autoregressive (FAVAR) model. The results show that: 1) Logistics cost has a long-term negative effect on the output of major industrial products and the total amount of social logistics, 2) logistics cost has a positive effect on the price level, and CPI is more sensitive to the impact of logistics cost than PPI. The impact of logistics costs on CPI and PPI is mainly transmitted through food prices. In a word, logistics cost is one of the important driving forces of inflation, and it is of great significance to reduce logistics cost for expanding output and stabilizing price level.
【作者單位】： 中國科學(xué)院數(shù)學(xué)與系統(tǒng)科學(xué)研究院;
【基金】：國家自然科學(xué)基金(71001096,70933003,71071170) 中國科學(xué)院重大支撐項目(KACX1-YW-0906)
【分類號】：F224;F259.2;F253.7

【參考文獻】

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本文編號：2327078