电商发展对CPI的影响研究——基于大数据背景下线上线下价格波动的同步性分析

A Study of the Impact of Development of Electronic Business on the CPI

该文利用阿里巴巴研究院公布的ASPI指数以及国家统计局公布的CPI历史数据作为反映线上和线下商品价格变动的指示变量并采用动态相关模型分析了两种价格指数之间的波动溢出效应。研究表明,线上、线下商品价格水平变动虽然存在相互显著的波动溢出效应,但是线上商品对于线下商品价格的影响要更大一些,说明现阶段CPI统计制度没有将线上商品价格纳入CPI篮子的非科学性。两类指数动态相关系数的实证分析表明电子商务的快速发展虽然整体推动了线上消费在居民消费中的比重,但是受到CPI统计制度的影响以及商品自身消费属性以及物理、化学属性的差异使得线上商品价格与线下商品价格之间的联系越来越小,两类指数呈现独立化发展趋势并直接影响了CPI的真实性与准确性。

Using ASPI index and CPI index which is published by Alibaba research institute and the National Bureau of statistics,This paper analyzes the volatility spillover effect between online and offline product by taking DCC-MVGARCH（1,1）-BEKK model.The research shows that the fluctuation of the online and offline products have a significant mutual effect on the volatility spillover effect,but the change of CPI has more significant effect on the offline product and it demonstrates that it is unreasonable of not putting online commodity prices into the CPI basket.The empirical result shows that the rapid development of electronic commerce has promoted the proportion of online shopping consumption in consumer spending,but the CPI statistical system as well as the differences between the attributes and physical and chemical attributes of the product itself,the relationship between ASPI index and the CPI index of commodity price fluctuation is becoming smaller.The two category Present independence trend and has a direct impact on the authenticity and accuracy of CPI.