代表性网络零售规格品纳入CPI核算的可行性分析.docVIP

代表性网络零售规格品纳入CPI核算的可行性分析 胡斌 浙江大学经济学院 X 关注成功！ 加关注后您将方便地在 我的关注中得到本文献的被引频次变化的通知！ 新浪微博 腾讯微博 人人网 开心网 豆瓣网 网易微博 摘????要： 文章利用阿里巴巴研究院公布的网络零售价格 (iSPI) 指数及其各中类指数与国家统计局公布的CPI历史数据作为反映线上、线下商品价格变动的指示变量, 利用DCC-MVGARCH模型分析了iSPI指数及其分类指数与CPI的动态关系。研究表明:网络零售规格品一般价格指数 (iSPI) 与CPI的关联性呈现不断下降的趋势。食品类、衣着类以及娱乐教育文化用品及服务等3类商品的线上零售价格与CPI的关联性较小, 将其纳入CPI核算体系时权数要相对较高;家庭设备用品及维修服务、交通和通信类、居住类、医疗保健及个人用品类、烟酒及用品类等5类商品的网络零售价格指数与CPI的关联性较大, 将其纳入CPI统计核算体系时权数可以相对较少甚至不需要单独赋予其权重以降低CPI抽样时的非系统性误差。 关键词： 大数据; CPI核算; 网络零售价格指数; 分类网络零售规格品; 非系统性误差; 作者简介：胡斌 (1978—) , 男, 浙江绍兴人, 博士研究生, 研究方向:互联网金融。 基金：浙江财经大学民营企业全球发展战略与海外投资协同创新中心课题 (CGS201501) Feasibility Analysis on CPI Accounting for Representative Network Retail Goods Hu Bin School of Economics, Zhejiang University; Abstract： By using Internet shopping price index (iSPI) and the group index number published by Alibaba Research Institute and historical CPI by the National Bureau of Statistics as variables reflecting the online, offline commodity price fluctuations, this paper employs the DCC-MVGARCH model to analyze the dynamic relationship between iSPI, its group index number and CPI. The research result shows that the relevance between iSPI and CPI presents a constant downward trend, while the online retail price of three-category goods such as food, clothing, entertainment and educational products has a relatively smaller relevance with CPI, hence a relatively higher weight demand when brought into CPI accounting system; the online retail price of five-category goods such as household appliance and its maintenance service, transportation and communication, housing, medical care, personal products, alcohol, tobacco and so on has a relatively bigger relevance with CPI, hence a relatively smaller weight demand when brought into CPI statistical accounting system, and even no need to separately give it weight in order to reduce the non-systematic error in CPI sampling Keyword： big data; CPI accounting; Internet shopping price index; classified online retail