本文選題：食品價(jià)格 + 空間價(jià)格指數(shù)　； 參考：《東北財(cái)經(jīng)大學(xué)》2016年碩士論文

【摘要】：食品價(jià)格與人民生活息息相關(guān),其價(jià)格指數(shù)能夠反映一國(guó)經(jīng)濟(jì)發(fā)展?fàn)顩r,本文采用空間國(guó)家產(chǎn)品虛設(shè)(country product dummy,簡(jiǎn)稱(chēng)CPD)模型對(duì)食品空間價(jià)格指數(shù)進(jìn)行研究。采用2015年9月的食品價(jià)格,所選食品來(lái)自國(guó)際比較項(xiàng)目(International Comparison Program,簡(jiǎn)稱(chēng)ICP)的核心產(chǎn)品列表。首先對(duì)食品價(jià)格進(jìn)行空間檢驗(yàn),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(xiàng)或空間滯后項(xiàng),構(gòu)建空間CPD模型;將新舊模型用于食品空間價(jià)格指數(shù)推算及結(jié)果比較。最后是食品空間價(jià)格指數(shù)的應(yīng)用研究。本文分為5章。第一章緒論:主要對(duì)文章的研究背數(shù)景,研究意義進(jìn)行闡述,并進(jìn)行文獻(xiàn)綜述。另外,對(duì)本文的創(chuàng)新以及結(jié)構(gòu)做簡(jiǎn)要說(shuō)明。第二章價(jià)格指數(shù)理論和空間CPD模型:主要對(duì)價(jià)格指數(shù)理論和空間CPD模型兩個(gè)方面介紹;價(jià)格指數(shù)理論從價(jià)格指數(shù)理論、基本價(jià)格指數(shù)以及空間價(jià)格指數(shù)三個(gè)方面進(jìn)行闡述的。空間CPD模型從CPD法的介紹、傳統(tǒng)CPD模型、空間計(jì)量經(jīng)濟(jì)學(xué)、空間CPD模型以及空間價(jià)格指數(shù)的構(gòu)建5個(gè)部分說(shuō)明。這其中包括另外對(duì)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(jià)格描述統(tǒng)計(jì)及空間屬性檢驗(yàn):主要對(duì)食品分類(lèi)及價(jià)格來(lái)源、食品價(jià)格描述統(tǒng)計(jì)分析以及食品價(jià)格空間屬性檢驗(yàn)三個(gè)部分,這為后面實(shí)證部分做個(gè)簡(jiǎn)單的鋪墊。第四章我國(guó)食品空間價(jià)格指數(shù)的估計(jì)與應(yīng)用:這章是實(shí)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(jì)算空間價(jià)格指數(shù)以及對(duì)傳統(tǒng)CPD模型作了空間相關(guān)性檢驗(yàn)。通過(guò)這個(gè)檢驗(yàn)確定食品價(jià)格在區(qū)域間存在著空間效應(yīng)。另外進(jìn)一步借助拉格朗日檢驗(yàn)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(duì)空間CPD模型進(jìn)行檢驗(yàn)。再通過(guò)空間CPD模型,來(lái)匯總新的空間價(jià)格指數(shù)。第三節(jié)主要將傳統(tǒng)CPD模型與空間CPD模型進(jìn)行簡(jiǎn)單的一個(gè)對(duì)比,說(shuō)明空間CPD模型的優(yōu)勢(shì)。本章最后就計(jì)算出來(lái)的空間價(jià)格指數(shù)的應(yīng)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(yīng)的建議。另外,對(duì)本文的局限和展望進(jìn)行說(shuō)明。本文的創(chuàng)新之處總結(jié)歸納集中在三點(diǎn):第一:本文在前人研究的基礎(chǔ)上,通過(guò)空間CPD模型構(gòu)建食品空間價(jià)格指數(shù),為后來(lái)的研究者研究食品價(jià)格指數(shù)或食品空間價(jià)格指數(shù)提供一些指導(dǎo)。第二:本文在計(jì)算空間價(jià)格指數(shù),將食品類(lèi)分成豆制品、油脂、肉類(lèi)、蛋類(lèi)、水產(chǎn)品、蔬菜、水果、糧食這8大類(lèi),并分析各類(lèi)的價(jià)格指數(shù),詳細(xì)的計(jì)算出了這八大類(lèi)的空間價(jià)格指數(shù),能夠更加細(xì)化的說(shuō)明目前我國(guó)的食品市場(chǎng)的具體價(jià)格情況,這給國(guó)家宏觀經(jīng)濟(jì)調(diào)控帶來(lái)了更具體的指導(dǎo)。第三:本文在計(jì)算空間價(jià)格指數(shù),運(yùn)用了購(gòu)買(mǎi)力平價(jià)的計(jì)算方法CPD法,另外,在考察了食品價(jià)格的時(shí)候,并結(jié)合前人的研究,發(fā)現(xiàn),食品價(jià)格存在空間效應(yīng),即區(qū)域之間的價(jià)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(jì)量經(jīng)濟(jì)學(xué)的知識(shí),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(jià)格指數(shù),消除了空間效應(yīng)的影響。利用空間計(jì)量經(jīng)濟(jì)學(xué)來(lái)分析模型,是本文建立模型的過(guò)程中一大創(chuàng)新之處。本文的不足之處在于我國(guó)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(jià)格指數(shù)的時(shí)候,只找到了 23類(lèi)基本類(lèi)的價(jià)格,對(duì)于食品這一大類(lèi),這些數(shù)據(jù)不能算很多,因此,會(huì)對(duì)研究的結(jié)果帶來(lái)一定的誤差,但是整體結(jié)論會(huì)保持正確。另外,本文在建立空間模型的過(guò)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(jì)距離權(quán)重,因此,在研究建模過(guò)程中,可以使用經(jīng)濟(jì)距離作為空間權(quán)重,來(lái)對(duì)價(jià)格數(shù)據(jù)做空間相關(guān)性分析,可能會(huì)使結(jié)果更加準(zhǔn)確。這方面的研究留給后人進(jìn)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(xué)位授予單位】：東北財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2016
【分類(lèi)號(hào)】：F323.7

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