地区特征与中国地区间价格水平差异收敛性——基于PANIC方法的面板单位根检验  

Regional Characters and Convergence of Relative Price Level Difference among Regions within China——Unit Root Test Based on PANIC

作　　者：王磊[1,2] 

机构地区：[1]中国社会科学院研究生院投资经济系,北京100102 [2]国家统计局国际统计中心,北京100826

出　　处：《当代经济管理》2010年第9期35-39,共5页Contemporary Economic Management

摘　　要：为解决类似文献所采用的第一代检验方法无法克服截面相关性的问题,利用第二代面板数据的单位根检验方法(PANIC方法)对国内地区间相对价格水平差异的收敛性做了重新检验。检验结果修正了以往文献在收敛显著程度上得出的乐观结论,验证了不可贸易品的存在是长期相对购买力平价趋于发散的原因之一,同时也肯定了以往研究对中国市场一体化程度逐步趋高的判断。同时进一步以地区特征为视角,对样本地区进行分组研究,发现相对价格水平倾向于在国内较富裕以及较开放的地区间收敛,而经济增长和通胀水平对地区间价格水平差异收敛性的影响并不确定。To solve the problems of cross-sectional correlation which the commonly-used first generation panel unit root tests can not deal with,this paper re-assesses the panel unit root test evidence for the convergence of relative price level difference among regions within China by introducing PANIC method.The results show that the evidence derived from using the first generation tests become much weak.Moreover,from the perspective of regional characters,this paper further studies the potential factors which influence the convergence of relative price level difference by dividing the sample regions into different groups and finally finds that wealth and openness are more important than others.

关 键 词：相对价格水平 收敛性 地区特征 PANIC方法 

分 类 号：F015[经济管理—政治经济学]