体育消费价格波动与CPI、EPU的时变关系特征——基于TVP-SV-VAR模型  

Characteristics of the Time-varying Relationship Between Sports Consumption Price Fluctuations,CPI and EPU——A Study Based on TVP-SV-VAR model

作　　者：李震 赵晓青 LI Zhen;ZHAO Xiao-qing(School of Physical Education,Hubei University of Science and Technology,Xianning 437100,China)

机构地区：[1]湖北科技学院体育学院,湖北咸宁437100

出　　处：《湖北科技学院学报》2024年第6期81-87,共7页Journal of Hubei University of Science and Technology

基　　金：2021年国家社科基金青年项目(21CTY018);2020年湖北科技学院博士启动基金项目(BK202104)。

摘　　要：采用TVP-SV-VAR模型,研究湖北省体育消费价格波动与居民消费价格波动(CPI)、经济政策不确定性(EPU)的时变关系。采用Matlab软件实证分析发现,体育消费价格对居民消费价格的时变响应在短期为正向,响应波动幅度比较缓和,中期、长期响应方向比较接近,多以负向响应为主。体育消费价格波动对经济政策不确定性的时变响应在短期、中期、长期均呈波浪趋势,正向响应与负向响应交替出现,且长期响应程度较大。不同时点下,体育消费价格对居民消费价格波动、经济政策不确定性的响应存在显著差异,响应方向不同,波动幅度不同。建议增强经济政策稳定性,稳住体育消费预期;建立体育消费价格监测体系,加强体育市场监管;扩大体育消费有效供给,促进城镇、乡村体育消费协调增长。TVP-SV-VAR model is used to study the impact of economic policy uncertainty and consumer prices on sports consumption price fluctuations.Empirical analysis found that the consumer price of residents has a short-term positive impact on the sports consumption price,the impact fluctuation is relatively moderate,and the medium-term and long-term impact directions are relatively close,mainly negative impact.The impact of economic policy uncertainty on sports consumption price fluctuations shows wave trend in the short,medium and long term,with positive impact and negative impact alternating,and the impact of long-term impact is large.At different time points,there are significant differences in the impact of economic policy uncertainty and consumer prices on sports consumption prices,with different impact directions and fluctuations.It suggests to strengthen the stability of economic policy and stabilize the expectation of sports consumption;expand the effective supply of sports consumption;strengthen the supervision of sports market;and promote the coordinated growth of sports consumption in cities and rural areas.

关 键 词：体育消费价格 居民消费价格 经济政策不确定性 

分 类 号：G812[文化科学—体育学]