大数据背景下线上商品价格变动对CPI的影响

Impact of the Online Commodity Prices Fluctuation on CPI under the Background of Big Data

文章利用2011年2月至2015年9月阿里巴巴研究院公布的网络零售价格(ASPI)指数及其各分类商品价格指数与国家统计局公布的CPI历史数据分别作为线上、线下一般商品价格变动的代理变量,在协整检验的基础上采用向量误差修正模型对线上、线下商品价格变动的关联关系进行了定量分析,并对构成ASPI的各分项商品价格指数与CPI之间的关系进行了分析。研究表明:在误差修正机制的作用下,线上、线下商品价格之间存在稳定均衡的关系。

This paper uses the Alibaba Shopping Price Indices （ASPI） Alibaba Research Institute published from February 2011 to September 2015, its classified commodity price indices, and CPI historical data from the National Bureau of Statistics as the proxy variables of the online and offline general commodity prices to make a quantitative analysis of the relationship between the goods price variation on the line and that off the line by employing vector error correction model on the basis of co-integration test. The paper also analyzes the relationship between CPI and various subentry goods price indices constituting ASPI. The re- search shows that under the action of the error correction mechanism there appears a stable equilibrium relationship between the merchandise price on the line and that off the line.