迈向消费品统一大市场:基于价格溢出视角的消费品市场一体化水平测度与分析  

Towards a unified large market for consumer goods:Measurement and analysis of the level of consumer goods market integration based on the perspective of price spillover

作　　者：陈明华[1] 史楠 王山 张边秀 CHEN Minghua;SHI Nan;WANG Shan;ZHANG Bianxiu(School of Economics,Shandong University of Finance and Economics,Jinan 250014,China;School of Economics,Shandong University,Jinan 250100,China)

机构地区：[1]山东财经大学经济学院,山东济南250014 [2]山东大学经济学院,山东济南250100

出　　处：《中国软科学》2024年第11期87-99,共13页China Soft Science

基　　金：国家社会科学基金一般项目“高质量发展背景下黄河流域生态福利绩效的空间格局及协同提升路径研究”(22BJY191)。

摘　　要：基于2016年1月—2022年7月居民消费价格总指数及细分消费价格指数,采用非线性Granger因果关系检验、滚动窗口技术、社会网络分析等方法,首次从空间和结构双重视角测度并分析中国消费品市场一体化水平。研究发现:第一,消费价格的省份间溢出关系普遍存在,呈现先减小再增加最后趋于稳定的演进趋势,最终形成了“全国消费价格一张网”的空间一体化联动特征,然而由于价格信息空间传递存在时滞,形成市场空间一体化具有时间滞后性,就细分消费品市场而言,交通通信和医疗保健市场空间一体化水平较高,居住和教育文化娱乐市场较低,不同消费品市场的价格传递时滞存在异质特征;第二,全国消费价格的部门间溢出关系普遍存在,呈现先减小再增加最后减小的演进趋势,最终形成了八个消费部门间价格一体化联动网络,由于价格信息部门间横向传递存在时滞,形成市场结构一体化同样具有时间滞后性,而东西中部消费品市场结构一体化水平依次递减,南方高于北方,省际消费品市场呈现不同程度的结构一体化特征。Based on the total consumer price index and subdivision consumer price index from January 2016 to July 2022,this paper adopts nonlinear Granger causality test,rolling window technology,social network analysis to measure and analyze the integration level of China’s consumer goods market from both spatial and structural perspectives for the first time.The research findings are as follows:First,the spillover relationship between provinces of consumer prices is universal,showing an evolutionary trend of first declining,then rising and finally stable,and forming a spatial integration linkage feature of“national consumer prices are a network”.Due to the time lag in the spatial transmission of price information,the formation of market spatial integration has a time lag.In terms of subdivided consumer goods markets,the spatial integration level of transportation and health care markets is high,and the housing and education and culture markets are low.The price time-lag of different consumer goods markets is heterogeneous.Second,the inter-departmental spillover relationship of national consumer prices is widespread,showing an evolutionary trend of first declining,then rising and finally falling,and forming a linkage network of price integration among eight consumer departments.Due to the time lag in the horizontal transmission of price information between departments,the integration of market structure has a time lag.In addition,the level of structural integration of the eastern,central and western consumer goods markets decreases successively,and the southern consumer goods market is higher than the northern.The level of structural integration of inter-provincial consumer goods markets is different.

关 键 词：消费品市场 非线性Granger因果关系 社会网络分析 滚动窗口技术 

分 类 号：F063.2[经济管理—政治经济学]