中国省际煤炭价格是否存在趋同性?——基于非线性单位根检验的实证分析  

Does the Provincial Coal Price of China have Convergence?——based on the Empirical Analysis of Non-linear Unit Root Test

作　　者：侯建朝[1] 杨美臣 HOU Jian-chao YANG Mei-chen(College of Economics and Management Shanghai University of Electric Power, Shanghai 20009)

机构地区：[1]上海电力学院经济与管理学院,上海200090

出　　处：《价格月刊》2017年第1期29-34,共6页

基　　金：国家自然科学基金青年项目(编号:71103120);上海市哲学社会科学项目(编号:2012BJB006)

摘　　要：运用非线性单位根检验对中国31个省份煤炭价格是否存在趋同性进行了实证研究。首先,应用Wald检验来检测各省份煤炭价格与全国煤炭价格的平均数构建过渡函数是否为零来确定各省份煤炭价格是否存在非线性关系,结果表明7个省份存在非线性关系,24个省份存在线性关系;然后,应用非线性单位根检验和常规的线性ADF单位根检验进行检测,结果发现9个省份的煤炭价格存在趋同性,22个省份的煤炭价格不存在趋同性,即没有充足的证据表明中国省际煤炭价格具有趋同性,意味着全国未形成统一的煤炭市场;最后,结合实证分析提出煤炭市场化改革、平衡区域经济发展和优化能源运输体系等政策建议。This article uses non-linear unit root test to take an empirical study on the convergence of the coal price of 31 provinces in China. First, it uses Wald test to measure whether the transition function constructed by coal price in each province and average domestic coal price is zero or not to determine the non-linear correlation between the provincial coal price, and the result shows that there exists non-linear correlation in 7 provinces while the linear correlation exists in the other 24 provinces; Then, it uses non-linear unit root test and regular linear ADF unit root test for determination, and the result shows that the coal price in 9 provinces has convergence while the coal price in the other 22 provinces does not have conver- gence, namely that there is no sufficient evidence to prove that the provincial coal price in China has convergence, which in- dicate that the uniform coal market has not formed yet. At last, this article puts forward the policy suggestion to reform the coal marketization, balance regional economic development and optimize energy transportation system by combining the em- pirical analysis.

关 键 词：煤炭价格趋同性 Wald检测 非线性单位根检验 ADF单位根检验 

分 类 号：F726[经济管理—产业经济]