统计研究

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国际价格水平的趋同效应及其成因分析

余芳东   

  • 出版日期:2016-02-15 发布日期:2016-03-02

The Convergence Effect of International Price Level and Its Causes

Yu Fangdong   

  • Online:2016-02-15 Published:2016-03-02

摘要: 根据世界银行发布的180多个国家和地区购买力平价和价水平指数等指标时间序列数据,利用趋同计量模型,定量分析全球价格水平的趋同效应及其影响因素。研究表明,近20多年来,在经济快速发展、通胀上升、对外开放程度扩大、市场化程度提高、经济全球化和区域一体化等因素作用下,发展中经济体价格水平对发达经济体具有明显的追赶效应,全球价格水平际出现趋同效应。在现阶段,我国价格水平相对较低,与经济发展水平大体相适应。未来时期,我国价格水平继续上升的压力较大,与国际的差距将进一步缩小,即人民币汇率与购买力平价的偏差呈现收窄趋势。为此,应着力控制通胀水平,稳定人民币汇率,谨防人民币在国际化进程中过度升值的问题,继续保持价格水平与经济发展水平之间的适度平衡。

关键词: 价格水平, 购买力平价, 统计模型, 趋同效应, 追赶效应

Abstract: This paper, based on the PPP, price level index and other related indicator time series data of more than 180 economies by World Bank, using econometric models, quantitatively analyzes the convergence effect of the international price level and its influencing factors. Research shows that in the nearly 20 years, the price levels of developing economies have significant catch-up effect to developed economies, there is a obvious convergence effect of global price levels. At this stage, the price level of China is relatively low and is in general adapted to the low level of economic development. In the future, China’s price level has rising pressure and the gaps with international level will be further reduced. It means that PPP will be closer to RMB exchange rate. Therefore, it should be focused on controlling inflation and stabilizing RMB exchange rate in order to maintain the proper balance between the price level and the level of economic development.

Key words: Price Level, PPP, Statistical Model, Convergence Effect, Catch-up Effect