我国消费品价格变动的主要特征——基于生存分析方法  

The Main Characteristics of Price Changes of Consumer Goods in China——Based on the Approach of Survival Analysis

作　　者：邓翔[1] 吕一清[1] 

机构地区：[1]四川大学经济学院,成都610064

出　　处：《云南财经大学学报》2014年第5期48-55,共8页Journal of Yunnan University of Finance and Economics

基　　金：国家自然科学基金项目"中国物价调整和变动的微观证据与特征分析"(71173149);四川大学中央高校基本科研业务费研究专项项目(skqy201110)

摘　　要：利用中国消费品价格变动的微观数据,采用生存分析方法对中国物价变动特征进行了研究,推导出了价格粘性的基准模型,分别给出了参数估计和非参数描述的价格粘性值,研究结果表明中国七类主要食品的价格持续时间为2.3~5.6周,平均变动时间为1.36个月,与其他国家的研究结果比较,价格调整的频率更高。此外,还从季度和地区的角度,分别分析了中国微观物价变动的季节性和地区性变动特征,为政府的价格管理和预测提供了有价值的启示。By using the micro- data about the price changes of China＇s consumer goods and approach of survival analysis, the paper studies the characteristics of the product price changes in China, and derives the benchmark model of price stickiness. The price stickiness values of parametric and non -parametric estimations are given respectively. Research results show that the price durations of 7 major food commodities in China range from 2.3 to 5.6 weeks and the average time change is about 1.36 month, which has higher frequency of price adjustments in comparison with the research results of other countries. The paper also explores the characteristics of seasonal and regional changes of China＇s micro product price change, and sheds light on the price management and forecast of the government.

关 键 词：价格粘性 生存分析 参数估计 

分 类 号：C812[社会学—统计学]