异质性会影响城市间价格差异吗?——基于ESTAR模型的收敛性分析  

Will Heterogeneity Result in the Difference of Commodity Price among Cities?——A Convergent Analysis Based on ESTAR Model

作　　者：刘发跃[1,2] 孟望生[3] 

机构地区：[1]西南财经大学,成都61130 [2]中铁信托博士后创新实践基地,成都610041 [3]甘肃政法学院经济管理学院,兰州730070

出　　处：《浙江工商大学学报》2016年第1期111-121,共11页Journal of Zhejiang Gongshang University

基　　金：国家社会科学基金重大项目"转变经济增长方式的重点和难点:风险分析;控制系统和激励机制研究"(12&ZD067);教育部人文社会科学基地重大项目"企业研发活动外部激励机制的优化与协调研究"(12JJD790008);教育部人文社会科学青年基金项目"要素替代视角的FDI对本土企业技术创新影响研究"(15YJC790157)

摘　　要：地区间价格差异反映了市场分割的程度,本文关注的是地理位置、规模等城市的异质性对价格差异的影响及内在机理。在建立价格形成机制和套利模型的基础上,对国内36个城市的CPI分项按照是否本地生产分为两类后利用ESTAR模型检验了价格差异的非线性变动特征。结论显示城市异质性对价格差异产生明显影响,低交易成本使大城市(沿海城市)收敛比例总体上高于小城市(内地城市),但是高劳动力成本和居住成本使本地产商品在大城市的收敛比例反而更低。这说明,劳动力成本和居住成本正成为城市间价格差异的主要来源,并妨碍市场一体化过程的深入,而运输成本至少在大城市价格形成中已不再重要。Inter-regional price differences reflect the degree of market segmentation. This paper focuses on the heterogeneity factors,such as location,size,which impact on the price differences. We divided the CPI sub-items of 36 cities by local production,and verified the nonlinear variation features for price differences by Exponential Smooth Transition Autoregressive（ ESTAR） model. The conclusions are as follows： the most cities＇ price differences are convergent,about 50% of the cities in line with the nonlinear of the lower the price deviation,the slower the convergence rate; the heterogeneity has significant impact on price differences,low transaction costs causing big cities（ coastal cities） to have higher convergence ratio than small cities（ Mainland cities）,but the high labor and living cost making the convergence ratio of locally-produced Commodity in big city become lower. The results illustrate that the labor and living cost are becoming a major source of price differences between cities,which also hinder the market integration process,and transport costs at least no longer important in big cities.

关 键 词：价格差异 城市异质性 一价定理 ESTAR 市场一体化 

分 类 号：F726[经济管理—产业经济]