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商品价格总是处在围绕价值上下波动的过程之中,而地区间价格的联动情况能够反映市场机制是否有效。本文从动态角度考察“一价定律”的现实表现及其影响因素,并根据不同产品的特性进行比较分析。利用全国近百个地级市、四大类30多种生鲜农产品在2014年1月至2015年3月的实际价格旬数据,本文采用时间序列方法测度了配对城市间商品价格偏离一价定律的持续性。进一步地,围绕影响因素的计量分析发现,距离效应、省际边界以及价格粘性与偏离持续度之间存在显著的正向关系,相邻省份间边界效应大约相当于2600公里的运输距离。这些影响因素的表现在分产品回归中存在差异,蔬菜类最接近全样本结果。本文自行构建指标刻画了价格波动发生与扩散的距离特点及跨省关系,其中体现的地域特征可以对这种产品间差异加以解释。
Commodity prices are always in the process of fluctuating around the value, and the inter-regional price linkage can reflect the effectiveness of the market mechanism. This paper examines the reality of “one-price law ” and its influencing factors from a dynamic perspective and makes a comparative analysis based on the characteristics of different products. Using the data of nearly 100 prefecture-level cities in China and the actual prices of more than 30 kinds of fresh agricultural products in four categories from January 2014 to March 2015, this paper uses the time series method to measure the deviations from the one-price law The continuity. Further, the econometric analysis around the influencing factors shows that there is a significant positive relationship between the distance effect, the inter-provincial border and the price stickiness and the continuity of deviation, and the border effect between adjacent provinces is approximately equivalent to the transportation distance of 2,600 km. The performance of these influencing factors is different in sub-product regression, and the vegetables are the closest to the full sample results. This article constructs the index by itself to depict the distance characteristic of the occurrence and spread of the price fluctuation and the inter-provincial relations. The regional characteristics reflected in this article can explain the differences among these products.