發(fā)布時(shí)間：2018-03-28 20:29

  本文選題：居民消費(fèi)價(jià)格指數(shù)　切入點(diǎn)：面板數(shù)據(jù)聚類分析　出處：《首都經(jīng)濟(jì)貿(mào)易大學(xué)》2014年碩士論文

【摘要】：北京市作為中國的首都，是備受世人所矚目的國際化大都市，經(jīng)濟(jì)發(fā)展一直得到廣泛的關(guān)注。在“十一五”期間，北京市的經(jīng)濟(jì)水平再一次實(shí)現(xiàn)了快速增長，尤其是城鎮(zhèn)居民的收入水平有了大幅度提升。美中不足的是，城鎮(zhèn)居民消費(fèi)性支出呈現(xiàn)增速放緩，消費(fèi)結(jié)構(gòu)變動(dòng)不盡理想等現(xiàn)象。這其中商品消費(fèi)價(jià)格上漲過快制約了消費(fèi)性支出的增長是主要原因之一，表現(xiàn)為消費(fèi)價(jià)格指數(shù)趨勢(shì)不斷走高。在近五年內(nèi)，消費(fèi)價(jià)格指數(shù)體系中八大類的商品指數(shù)均呈現(xiàn)出不同程度的增長態(tài)勢(shì)，特別以食品類指數(shù)表現(xiàn)明顯。因此研究北京市消費(fèi)價(jià)格指數(shù)的波動(dòng)規(guī)律與驅(qū)動(dòng)因素顯得尤為重要。 本文以北京市居民消費(fèi)價(jià)格指數(shù)及其體系作為主要研究對(duì)象。首先選取了全國31個(gè)省市三種不同類型的價(jià)格指數(shù)作為經(jīng)濟(jì)指標(biāo)，通過省際間面板數(shù)據(jù)的聚類分析發(fā)現(xiàn)地理位置相鄰的區(qū)域被劃分在同一類別中，這說明京津冀三個(gè)地區(qū)上中下游的商品價(jià)格水平相近，消費(fèi)模式逐漸趨同，北京市商品價(jià)格具有一定的區(qū)域代表性。其次運(yùn)用了自回歸移動(dòng)平均模型、指數(shù)平滑法以及條件異方差模型等多種方法探究了北京市居民消費(fèi)價(jià)格指數(shù)在近一段時(shí)期以來的走勢(shì)以及波動(dòng)情況，得出了季節(jié)變化是指數(shù)序列波動(dòng)的主要影響因素，同時(shí)無規(guī)律因素表現(xiàn)出波動(dòng)的集群性。 接著針對(duì)作為體系中占比近三分之一的食品價(jià)格指數(shù)進(jìn)行了相應(yīng)研究，利用主成分回歸法探討了食品價(jià)格指數(shù)各類二級(jí)指標(biāo)對(duì)于總指標(biāo)的影響程度，得到食品價(jià)格受糧食、水產(chǎn)與蛋類影響較大，而水果與蔬菜價(jià)格對(duì)其影響較弱。運(yùn)用多方程模型分析了蔬菜價(jià)格指數(shù)與水果價(jià)格指數(shù)間的互動(dòng)關(guān)系，結(jié)果顯示兩者間存在有同向的價(jià)格變動(dòng)關(guān)系，而且水果對(duì)于蔬菜的價(jià)格影響要更強(qiáng)一些。最后研究了作為外部變量的居民可支配收入以及銀行同行業(yè)拆借利率對(duì)于城鎮(zhèn)居民消費(fèi)價(jià)格指數(shù)的影響，發(fā)現(xiàn)收入中的季節(jié)因子是價(jià)格指數(shù)波動(dòng)的關(guān)鍵性影響因素，同時(shí)利用價(jià)格指數(shù)計(jì)算得到的通貨膨脹率對(duì)于利率存在單方向的影響關(guān)系。 由此得出北京市消費(fèi)價(jià)格指數(shù)受到內(nèi)外部多種因素驅(qū)動(dòng)影響。一方面在其體系內(nèi)部的食品價(jià)格指數(shù)占有近三分之一比重，對(duì)于總體指數(shù)驅(qū)動(dòng)較強(qiáng)，另一方面以可支配收入為代表的外部變量，其中的季節(jié)成分是指數(shù)波動(dòng)的又一影響因素。同時(shí)消費(fèi)價(jià)格指數(shù)本身的季節(jié)因子是決定其長期走勢(shì)的關(guān)鍵成分，通貨膨脹率在不同時(shí)期對(duì)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.
【學(xué)位授予單位】：首都經(jīng)濟(jì)貿(mào)易大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F224;F726

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