市场整合研究方法的演进及其在经济史研究中的应用  

The Evolution of Methods on Market Integration and its Application in Economic History Research

作　　者：余开亮[1] YU Kai-liang(Institute of Economics,Shanghai Academy of Social Sciences,200020)

机构地区：[1]上海社会科学院经济研究所,200020

出　　处：《上海经济研究》2020年第11期104-112,共9页Shanghai Journal of Economics

基　　金：用友基金会“商的长城”重点项目“近代海关贸易数据库及传统农商向现代工商转型研究”(2018-Z07)阶段性成果。

摘　　要：本文梳理了市场整合的基本理论和测度原理,回顾了市场整合研究方法的演进过程及其在经济史研究中的应用,并比较了不同研究方法的异同及其优缺点。首先,相关分析和回归分析是相对简单的统计方法,可以在研究的初期用来进行数据探索,但对于非平稳数据的处理结果不可靠;其次,协整分析等动态时间序列分析方法在处理非平稳的时间序列数据上较有优势,可以对市场整合的状态进行精确检验,但其结果会受到交易成本变化带来的干扰,也无法对市场整合的动态过程和地区差异进行比较;最后,相对价格法将交易成本纳入构建市场整合的测度指标,且可以对市场整合程度进行定量测度,可以对市场整合程度进行跨时段和跨空间的比较研究,但其缺点是在对单个市场间的整合性检验方面不及协整分析方法精确。本文认为研究方法并无绝对的优劣之分,应根据研究数据和研究目标选取最适当的方法进行研究,同时指出需要加强对要素市场整合问题的研究。This paper summarizes the definitions and the principles of measurement of market integration,reviews the literatures on the analytical methods of market integration applied in the research of economic history and compares the advantages and disadvantages of them.Firstly,the correlation and regression analysis,as relatively simple methods,have advantages on data exploration at the preliminary stage of the research,but don’t have a reliable result on analysis of non-stationary data series.Secondly,cointegration analysis has advantages on analyzing non-stationary data series and accurately testing the condition of market integration,but its results could be influenced by the change of transaction cost and can’t compare the degree of market integration between different periods and regions.Thirdly,relative price analysis can quantitatively measure the degree of market integration taking the transaction cost into consideration,and it can make comparisons between periods and regions.This paper suggests that the methods should be applied according to the character of data and the aim of research,and more attention should be paid to the integration of factor markets in history.

关 键 词：市场整合 经济史 相关分析 协整分析 相对价格法 

分 类 号：F129[经济管理—世界经济]