本文選題：食品價格 + 空間價格指數(shù)��； 參考：《東北財經(jīng)大學》2016年碩士論文

【摘要】：食品價格與人民生活息息相關(guān),其價格指數(shù)能夠反映一國經(jīng)濟發(fā)展狀況,本文采用空間國家產(chǎn)品虛設(shè)(country product dummy,簡稱CPD)模型對食品空間價格指數(shù)進行研究。采用2015年9月的食品價格,所選食品來自國際比較項目(International Comparison Program,簡稱ICP)的核心產(chǎn)品列表。首先對食品價格進行空間檢驗,發(fā)現(xiàn)其存在顯著空間相關(guān)性。其次,在傳統(tǒng)CPD模型基礎(chǔ)上引入空間誤差項或空間滯后項,構(gòu)建空間CPD模型;將新舊模型用于食品空間價格指數(shù)推算及結(jié)果比較。最后是食品空間價格指數(shù)的應用研究。本文分為5章。第一章緒論:主要對文章的研究背數(shù)景,研究意義進行闡述,并進行文獻綜述。另外,對本文的創(chuàng)新以及結(jié)構(gòu)做簡要說明。第二章價格指數(shù)理論和空間CPD模型:主要對價格指數(shù)理論和空間CPD模型兩個方面介紹;價格指數(shù)理論從價格指數(shù)理論、基本價格指數(shù)以及空間價格指數(shù)三個方面進行闡述的�？臻gCPD模型從CPD法的介紹、傳統(tǒng)CPD模型、空間計量經(jīng)濟學、空間CPD模型以及空間價格指數(shù)的構(gòu)建5個部分說明。這其中包括另外對本文需要理論,方法,這包括傳統(tǒng)CPD模型、空間CPD模型。第三章食品價格描述統(tǒng)計及空間屬性檢驗:主要對食品分類及價格來源、食品價格描述統(tǒng)計分析以及食品價格空間屬性檢驗三個部分,這為后面實證部分做個簡單的鋪墊。第四章我國食品空間價格指數(shù)的估計與應用:這章是實證分析部分,這部分是本文的最重要的章節(jié)。這部分第一節(jié)先介紹傳統(tǒng)CPD模型,并在這模型的基礎(chǔ)上計算空間價格指數(shù)以及對傳統(tǒng)CPD模型作了空間相關(guān)性檢驗。通過這個檢驗確定食品價格在區(qū)域間存在著空間效應。另外進一步借助拉格朗日檢驗確定具體空間CPD模型形式。第二節(jié)是介紹空間CPD模型,并對空間CPD模型進行檢驗。再通過空間CPD模型,來匯總新的空間價格指數(shù)。第三節(jié)主要將傳統(tǒng)CPD模型與空間CPD模型進行簡單的一個對比,說明空間CPD模型的優(yōu)勢。本章最后就計算出來的空間價格指數(shù)的應用作了一些的介紹。第五章結(jié)論、建議與研究展望:主要總結(jié)本文研究結(jié)論并提出相應的建議。另外,對本文的局限和展望進行說明。本文的創(chuàng)新之處總結(jié)歸納集中在三點:第一:本文在前人研究的基礎(chǔ)上,通過空間CPD模型構(gòu)建食品空間價格指數(shù),為后來的研究者研究食品價格指數(shù)或食品空間價格指數(shù)提供一些指導。第二:本文在計算空間價格指數(shù),將食品類分成豆制品、油脂、肉類、蛋類、水產(chǎn)品、蔬菜、水果、糧食這8大類,并分析各類的價格指數(shù),詳細的計算出了這八大類的空間價格指數(shù),能夠更加細化的說明目前我國的食品市場的具體價格情況,這給國家宏觀經(jīng)濟調(diào)控帶來了更具體的指導。第三:本文在計算空間價格指數(shù),運用了購買力平價的計算方法CPD法,另外,在考察了食品價格的時候,并結(jié)合前人的研究,發(fā)現(xiàn),食品價格存在空間效應,即區(qū)域之間的價格是存在相互影響的,本文在此發(fā)現(xiàn)的基礎(chǔ)上,大膽的利用空間計量經(jīng)濟學的知識,在傳統(tǒng)CPD模型的基礎(chǔ)上,構(gòu)建了空間CPD模型,并在此模型的基礎(chǔ)上構(gòu)建了新的空間價格指數(shù),消除了空間效應的影響。利用空間計量經(jīng)濟學來分析模型,是本文建立模型的過程中一大創(chuàng)新之處。本文的不足之處在于我國目前的數(shù)據(jù)收集體系不夠系統(tǒng),因此,本文在研究食品空間價格指數(shù)的時候,只找到了 23類基本類的價格,對于食品這一大類,這些數(shù)據(jù)不能算很多,因此,會對研究的結(jié)果帶來一定的誤差,但是整體結(jié)論會保持正確。另外,本文在建立空間模型的過程中,設(shè)定了相鄰距離作為空間權(quán)重。但知道,空間權(quán)重包括空間距離權(quán)重和經(jīng)濟距離權(quán)重,因此,在研究建模過程中,可以使用經(jīng)濟距離作為空間權(quán)重,來對價格數(shù)據(jù)做空間相關(guān)性分析,可能會使結(jié)果更加準確。這方面的研究留給后人進行研究分析。
[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.
【學位授予單位】：東北財經(jīng)大學
【學位級別】：碩士
【學位授予年份】：2016
【分類號】：F323.7

【參考文獻】

相關(guān)期刊論文 前10條

1 "我國地區(qū)價差指數(shù)方法和應用研究"課題組;;我國地區(qū)間價格水平差異比較研究[J];統(tǒng)計研究;2014年04期

2 張權(quán);;對不同收入群體編制分層消費價格指數(shù)的探討[J];統(tǒng)計與決策;2010年13期

3 薛慧敏;;多角度透析食品價格上漲[J];中國民營科技與經(jīng)濟;2008年06期

4 李寶瑜;張帥;;現(xiàn)階段我國利率對CPI影響的有效性研究[J];價格理論與實踐;2008年06期

5 崔瑛;;我國各地區(qū)城鎮(zhèn)居民消費價格水平的購買力平價分析[J];河南社會科學;2007年04期

6 張樹忠;李天忠;丁濤;;農(nóng)產(chǎn)品期貨價格指數(shù)與CPI關(guān)系的實證研究[J];金融研究;2006年11期

7 周浩;朱啟貴;;外匯儲備快速增加與物價指數(shù)變動[J];財經(jīng)科學;2006年06期

8 王焱;魏慧豐;郭希明;;居民消費價格影響因素的協(xié)整分析[J];統(tǒng)計與決策;2006年09期

9 王婧,田澎;小波神經(jīng)網(wǎng)絡在房地產(chǎn)價格指數(shù)預測中的應用[J];計算機仿真;2005年07期

10 劉滿平;建立我國煤炭價格指數(shù)的理論設(shè)計與探討[J];中國能源;2005年06期

，

本文編號：2047162