ֻ13जֻ4௹ܵ ॓ ࿐ ࿐ Б 2010୍4ᄅ JOURNASINCH ၂ࡎمᄵaֹࡎ۬ҵၳა૫ϰֆ໊۴ဒ 行伟波1,李善同2(1.ᇏနҍࣜն࿐ඥༀ࿐ჽ,Кࣘ100081;2.ݓༀჽؿᅚ࣮ᇏྏ,Кࣘ100010)ᅋေ:采用1995 2005年中国城市间33类生产资料价格数据来分析中国的产品市场一体化.根据Levin Lin Chu面板单位根方法来检验城市间产品价格差异的长期收敛性,得出如下结论:(1)十年间,大多数生产资料在地区间的价格差异越来越小,且各类生产资料在城市间的价格差异程度有所不同;(2)在设定的三类面板模型中,大多数检验都拒绝了面板单位根的假设,即城市间各类产品的价格差异大都是收敛的,且收敛的速度非常快.这说明中国地区间的市场一体化已具备较高水平.ܱՍ:一价法则;价格差异;收敛;市场一体化ᇏٳোݼ: ໓ངѓ്:A ໓ᅣщݼ:1007-9807(2010)04-0076-090 ႄ ໙ี֥ࠎЧམمটሱႿ၂ࡎمᄵ(lawofoneprice).၂ࡎمᄵಪ:ູೂݔ۲൧ӆࡗ҂թᄝૼཁ୍࣍ট֥൧ӆٳ۩,ᄵ൧ӆࡗ֥Ӂࡎ۬ႋھնᇁཌྷ.,ᇏݓݓଽ൧ӆ၂ุ߄ބთླྀטؿᅚӮູഠ߶ಣׄ໙ีᆭ၂.ෛሢಆ౯߄ࣉӱބᇏᄝཨԢਔ؋௹ѯᆭު,ֹࡗӁ֥ࡎ۬ҵၳݓࡆೆWTOӁြЌ௹֥ࢲඏ,ᄀটᄀ؟֥ݓᄝӉ௹ᇏ߶Ӂള൬৻;ّᆭ,ೂݔֹࡗթᄝཁᇷຓఒြ๙ݖѩܓaᇗቆ֩ٚൔնईࣉೆᇏݓ൧ӆ֥ࡎ۬ҵၳ,ᄵֹࡗ߶ؿളࡎ۬ส০ࢌၞ,ᆰ֞ѩֹϜ൧ӆঔᅦ֞ಆݓٓ,ຶᆃࠞնֹ՜ࣉࡎҵФཨԢൈส০ࢌၞ๔ᆸ,ᆃൈӁ൧ӆҌղਔֹࡗ֥ӁሱႮࢌੀބಆݓ൧ӆ֥ᆜކ֞ྍ֥नޙሑ..ಖط၂ུ࣮[1,2]ಪູ,ᇏݓ୍֥࣍ڿ۪҂ࣇֹؓࡗӁ֥ࡎ۬ҵၳࠣൈࡗਙྛູ֥ીႵ՜ࣉᇏݓݓଽ൧ӆ၂ุ߄֥ࣉӱ,۲ֹࡗ࣮ିܔࢠݺֹٳ༅ᇏݓݓଽӁ൧ӆ၂ุ߄ّ֥طԛགྷᄀটᄀն֥સၞуৈགྷሑބඣ.Ч໓൮༵ٳ༅ֹࡗࡎ۬ҵၳ֥ն,ఃᇗေંऌ൞ᇏݓ۲ֹ۽ြളӁࡎ۬ᆷඔބ୪ြളӁࡎ۬ᆷඔཬ,؎Ӭ൧ࡗ൧ӆٳ۩֥ሑঃ,ಖު০Ⴈ૫ϰֆऎႵᄀটᄀն֥ѯ໊۴ٚمဒֹࡗӁࡎ۬ҵၳ൞ڎᄝൈࡗഈ,ֹࡗ۲োӁ֥ࡎ۬ҵၳѩીႵૼཁࢆ.֮൞,ᆃ۱ࢲંაૌ֥ರթᄝ൬৻൝,ೂݔ൬৻ᄵіૼᇏݓ֥൧ӆ၂ุӈളࠃࣜဒѩ҂ཌྷژ߄ӱ؇ᄝᇯࡶิ.ۚႮႿᇏݓთࡗ֥൧ӆٳ۩.ၹՎ,ູਔ۷ࡆਔࢳᇏݓଽ҆൧ӆ֥ᆇൌ૫ષ,Ч࣮ࡼ০Ⴈ၂สಆྍ֥Ӂିܔ႕ཙთࣜ࠶ᄹӉaთࡗླྀטؿᅚၛࠣᇏࡎ۬ඔऌটٳ༅ᇏݓֹࡗࡎ۬ҵၳࠣݓଽ൧နᆟکҍᆟᆟҦaࠊлᆟҦႵིྟ,ၹՎЧ࣮ؓӆ၂ุ߄Ⴟٳ༅ೂޅࣉྛთླྀטؿᅚऎႵ၂ק֥གྷൌ.ႨֹࡗӁࡎ۬ҵၳটٳ༅൧ӆ၂ุ߄ၩၬ. ൬۠ರ௹:2008-10-20;ྩרರ௹:2009-11-12.ࠎࣁཛଢ:ݓࡅሱಖ॓࿐ࠎࣁᇗׄሧᇹཛଢ(70233002).ቔᆀࡥࢺ:ྛѯ(1978 ),ଳ,ފଲࢊቔದ,Ѱൖ,ࢃഽ.Emai:lxingweibo@
ֻ4௹ྛѯ֩:၂ࡎمᄵaֹࡎ۬ҵၳა૫ϰֆ໊۴ဒ 77 ۱ໂ؇֥૫ϰඔऌ,طࠎႿᆃᇕඔऌؓ၂ࡎمᄵ1 ໓ང߭ܤބ࣮ٚم֥ဒᄵ၂ϮҐ౼૫ϰֆ໊۴ဒ֥ٚم(panelunitroottest)টљ۲োӁᄝֹބൈࡗਆ۱ᄝປಆࣩᆚ֥၂ุ߄൧ӆᇏ,၂ࡎمᄵӮ৫.ົ؇ഈ֥૫ϰඔऌ൞ڎ൞໗ਙ.ఘࣂູᆸ,ಆ൞ᄝགྷൌᇏ,ࠧཨԢᄎൻӮЧ֥ၹ,၂ࡎمൗࢸ֥࣮ᆀૌၘࣜิԛਔ؟ᇕ૫ϰֆ໊۴ဒᄵ္ສສ߶ാ,ིࠧཌྷ֥Ӂᄝ҂ֹ֥ཧٚم,ೂLevin Lin Chuဒ[12]aIPShဒ[13]a൲҂֥ࡎ۬,ᆃၩሢགྷൌᇏ۲൧ӆࡗ҂൞ປMWဒ[14].֩ऋध૫ϰֆ໊۴ࡌഡၩሢࡎ۬ಆ၂ุ߄.֥ଢభ,ၘࣜႵྸ؟ൌᆣ࣮ҐႨӁҵၳਙ൞໗,ֹ֥ࠧࡗࡎ۬ҵၳᄝӉ௹൞ࡎ۬ҵၳބ൬৻൝࣮ݓࡅଽ҆൧ӆ၂ุ߄֥൬৻;֥ೂݔીႵऋधࡌഡ,ପહֹࡗࡎ۬ҵၳ໙ี.ParsleyandW[3]eiႨ1975୍֞1992୍ૅݓڛՖෛࠏႳሼ,෮ၛֹࡗࡎ۬ҵၳ൞ؿ,֥48۱Ӭ൧֥51ᇕቋᇔӁބڛༀ֥࠱؇ࡎ۬ඔޅؓ၂ࡎمᄵ֥ொ൞ӻࣲ֥.ऌ࣮ૅݓӬ൧ࡗࡎ۬ҵၳ֥൬৻؇,ؿགྷૅଢభؓႿݓଽ۲൧ӆࡗࡎ۬ҵၳ૫ϰֆ໊۴ݓӬ൧ࡗࡎ۬ҵၳ֥൬৻٤ӈॹ.Engelandဒ֥ൌᆣ္࣮ᄀটᄀ؟.ೂParsleyandWeiR[4]ogersႨૅݓބࡆଦն23۱Ӭ൧14ᇕཨٮႨLevin Lin૫ϰֆ໊۴ဒܙ࠹ૅݓӬ൧ࡗ֥ཨٮᆀࡎ۬ᆷඔটဒთࡗࡎ۬ඣؓ၂ࡎӁࡎ۬ཟܓઙ৯ࡎ֥൬৻ੱ,E[15]sakaႨمᄵ֥ொ.োර֥࣮ߎЇওEngelandIPShဒބMWဒٳ༅1960୍ᇀ1998୍ࡗR[5]6]ogers,Ceglow[ski.֩ರЧᇶေӬ൧ࡗӁܓઙ৯ࡎ֥ѯ.Fanand୍࣍ট,္ԛགྷਔ၂ུႨࡎ۬ҵၳဒᇏݓWeiᄵႨMWဒؿགྷᇏݓֹࡗࡎ۬൬৻ֹ֥ࡗ൧ӆ၂ุ߄֥࣮.၂ུ࣮ಪູᇏݓ֥ଆൔބ؇ॖၛაૅݓaࡆଦն֩ؿղݓࡅݓଽ൧ӆ၂ุ߄ѩીႵૼཁิ.ۚYoungٳљॉҳਔࡎ۬൬৻ཌྷб,ၹՎૌ֥ࢲં൞ᇏݓ֥൧ӆၘཨٮa۽ြჰਘބ୪ြӁസ࠽ࡎ۬ҵ֥၂ϮࣜޓႵིਔ,ࣜ࠶ڿ۪ၘࣜӮۿֹᇏݓ൧ӆሇ൝,ᆷԛᄝᆜ۱1990୍ս,ᇏݓӬ൧ࡗ֥ࡎູ۬൧ӆࣜ࠶.ҵીႵૼཁࢆ֥֮൝.Poncet۴ऌ1987୍֞1997୍ᇏݓ170۱Ӭ൧֥7ᇕ୪Ӂᄅ؇ࡎ۬2 ඔऌඪૼඔऌ,ᆷԛᇏݓ֥സ࠽шࢸ൞၂ᇕࢠն֥ݓଽસၞуৈ,طസ࠽൧ӆٳ۩֥གྷའѩીႵݺሇЧ࣮ҐႨ֥ඔऌটሱᇏݓੀྐ༏ᇏྏ൝[7].࣮ਔᇏݓܡ֥൧ӆส০౦࠹֥!ሧࡎ۬ࡓҩᇛБ∀.!ᇛБ∀ૄ୍ิ܂ᇗׄঃ,ؿགྷ20%~25%֥൧ӆࡎ۬Ⴕ܋֥э߄Ӭ൧8նো܋࠹200ᇕളӁሧਘ֥ૄᇛࡎ۬൝,ն҆ٳֹหљ൞ֹѩીႵྙӮປಆྐ༏.ၹՎ,ૌҐႨ֥ᆃสඔऌቀܔಆ૫ބپ֥၂൧ӆ.ਸ਼၂ུ࣮ࢲݔіૼᇏݓ֥ݓଽ൧ڶ,۴ऌᆃสඔऌٳ༅ᇏݓଽ൧ӆ၂ุ߄໙ีႵӆ၂ุ߄ᄝ҂؎ิ.ۚFanandW[8]eiಪູᇏݓݓࢠ఼֥ඪڛ৯.ଽ൧ӆࡎ۬Ⴕ൬৻֥൝,ଢభ֥ࡶ࣍ൔڿ۪ඔऌ֥ࠎЧྙൔ൞ົ૫ϰ۬ൔ:ᄝൈࡗົࣉਔ൧ӆ֥၂.ᇛᅣᄁބຣܼ[9]ሸඍਔႨࡎ؇ഈ൞Ֆ1995୍1ᄅֻ1ᇛᇀ2005୍12ᄅቋ۬مٳ༅൧ӆᆜކ֥۲োླྀᆜଆ,ნ໔ބߛ࠱ު၂ᇛ;ᄝӬ൧ົ؇ഈ൞ૄᇛ࿊౼18۱თᇏྏ[10]ᄵ۴ऌӁࡎ֥۬ླྀᆜٚمᆷԛᇏݓ֥ਁӬ൧(ն؟ඔ൞സ߶Ӭ൧);ᄝӁົ؇ഈ൞200ൊ൧ӆᆞӔሢ၂ุ߄ٚཟؿᅚ.݉ᠱݥ֩[11]ႨᇕളӁሧਘ֥ࡎ۬.ၹՎ,ંഈ܋Ⴕ572#18#1985 2001୍ࡗ۲ֹӁࡎ۬ᆷඔඔऌ࠹ෘਔ200=2059200۱ܴҩᆴ.൞,ႮႿ۲ᇕჰၹᇏݓཌྷਣസٺ֥Ӂᆜކӱ؇ࠣэ߄൝,ؿགྷૌቋުೱ࿊ԛ֥ඔऌࠢჹཬႿՎ.൧ӆ֥ᆜކӱ؇ሹุഈӯགྷഈശ൝.൮༵,ჰඔऌ൞ૄᇛטҰ၂Ց,൞ႮႿၛᆃུ࣮၂ϮҐႨЇওֹaӁބൈࡗࠆ֤෮Ⴕൈࡗਙ֥ඔऌ,ૌᄝ1995୍1ᄅᇀ
78 ܵ ॓ ࿐ ࿐ Б2010୍4ᄅ2005୍12ᄅᇏૄᄅෛࠏ࿊౼၂ᇛ֥Ӂࡎ۬ቔಖުႨః෮ႵӬ൧֥ଖᇕӁაࠎሙӬ൧ᇕູ֒ᄅӁࡎ֥۬࣍ර,ၹՎЧ࣮ඔऌ֥ൈࡗӁ֥ࡎ۬ᆭбቔູھӁᄝఃӬ൧֥ཌྷؓࡎॴ؇൞ᄅ,ඔऌ֥ࠢൈࡗਙሹ࠹ູ128۱ᄅ.Ⴎ.۬ࠎሙӬ൧၂Ϯ߶࿊౼ఃӁࡎ۬ቋ֥֮ӬႿૄ۱ᄅ۲ᇛ֥ࡎ۬эࢠཬ,ၹՎႨᇛࡎ۬ቔ൧,ࠇᆀ࿊౼ऎႵቋնܴҩᆴ֥Ӭ൧.նਈູ࣮֒ᄅ֥ᄅࡎ۬ѩ҂߶ؓቋު֥ࢲંӁളն֥іૼ:Ⴈᆃਆᇕٚمٳљ֤֥֞ࡎ۬ҵၳٚҵ႕ཙ∃.֥ൈࡗэ߄൝ѩીႵնљ,҂႕ཙٳ༅ఃՑ,҂ൈ௹ࣉೆࡎ۬ࡓҩ֥18۱Ӭ൧ѩ֥ࢲݔ.҂ປಆཌྷ.ᄝ෮Ⴕ֥128۱ܴҩᄅٺᇏԛགྷЧ໓ҐႨਆӬ൧ࡗଖᇕӁ֥ཌྷؓࡎ۬ቔູ֥Ӭ൧൞КࣘaӮaܼᇜaݳᇜaধᇜaഈݚaഫӬ൧ࡗھӁ֥ࡎ۬ҵၳ.ູਔିაParsleyandဝa฿ࣃaݱa༆νaᆢᇜ֩11۱.ႮႿު૫ҐႨWei֥ࢲݔࣉྛбࢠ,ૌ္Ⴈᄝหקൈࡗଽ෮֥Levin Lin Chu૫ϰֆ໊۴ဒٚمсྶ൞ႵӬ൧ھӁࡎ۬ҵၳ֥ٚҵ(ࠇѓሙҵ)টޙྛ૫ϰඔऌ,ၹՎૌᆺԎ౼ਔᆃ11۱Ӭ൧֥Ӂਈھൈࡗଽࡎ۬ҵၳѯ֥նཬ.ࡎ۬ҵၳ֥ࡎ۬ࣉೆဢЧ.ٚҵෛൈࡗэ߄Ⴟࡨཬ,ࠧཌྷؓࡎ֥۬ѯٓቋު,ૄՑטҰ֥Ӂᇕো္҂ປಆཌྷ.ᄝຶᄝ෪ཬ,ᄵၩ൧ӆ၂ุ߄Ⴕ෮ᄹ఼;ّᆭ,ᄵჰඔऌࠢᇏ֥200ᇕӁᇏ,Ⴕޓ؟ܴҩᆴؿֹࡗ֥൧ӆٳ۩Ⴟᄹն.࿊౼ᄝဢЧᇏऎႵളਔնਈಌാ,෮ၛૌᆺ࿊౼ऎႵࢠ؟ܴҩᆴቋնܴҩᆴ֥ܼᇜ൧ቔູࠎሙӬ൧%,ᆃဢॖၛ֥6նোളӁሧਘᇏ֥33ᇕӁ.ᆃ6նোളӁሧਘٳљ൞ޑࣁඋaႵࣁඋa߄۽Ӂaࠏቋնཋ؇ֹ০ႨטҰඔऌ.Ӂaಗਘބଡҋࡹҋ,ఃᇏޑࣁඋЇওۑҋ֩קၬཌྷؓࡎ۬Qij,k,tֻູt௹ӁkᄝӬ൧iބࠎሙӬ൧jᆭࡗࡎ۬б֥ؓඔ:14ᇕӁ,ࠏӁЇওӚԵ֩3োӁ,ႵࣁඋЇও֩6োӁ,߄۽ӁЇওנЦࢋ֩Qi,k,t=ln(Pi,k,t/Pb,k,t)ఃᇏ,Pi,k,t൞ֻt௹ᄝӬ൧iᇏӁk֥ၬࡎ۬,4োӁ,ಗਘЇওਆᇕݼ֥ҸႲބచႲ,ଡҋࡹҋЇওࢋކϰބඣୃӁ۲ਆোPb,k,t൞ֻt௹ᄝࠎሙӬ൧ᇏӁk֥ၬࡎ.۬ק.ࣜݖഈඍטᆜ,Ч໓෮ҐႨ֥ဢЧඔऌܴҩၬਆ۱ޙਈࡎ۬ҵၳѯ֥ᆷѓᆴູ1)ֻt௹ൈ,ӁkᄝӬ൧ࡗࡎ۬бؓඔ֥:Ӂඔ(33)#Ӭ൧ඔ(11)#ൈࡗਙܴҩ௹ѓሙҵ:Dk,t=Var(Qi,k,t);(128)=46464۱,ඔऌ֥ֆູ໊ჭ/ૄֆ໊.ᆃ൞၂۱ົ૫ϰඔऌ,ೂݔૌϜ۲োӁࡎ2)ֻt௹ൈ,ӁkᄝӬ൧ࡗࡎ۬бؓඔ֥۬ቔູ۲Ӭ൧֥ܴҩэਈ,ࣼϜົඔऌэູؽ&Q|i,k,t|ົඔऌਔधؓनҵiSk,t=(ႨႿૹۋྟ֥.nဒބҩ).3 ֹࡗࡎ۬ҵၳ:૭ඍ࠹ೂݔࡎ۬ҵၳ֥ѯᆷѓෛሢൈࡗtᄹӉ,ᄵӁk҂Ӭ൧ࡗӁࡎ۬ҵၳ֥ѯᄀটᄀགྷႵ֥໓ངҐႨਔ؟ᇕٚمট࠹ෘӁᄝֹն,ࠧݓଽ൧ӆэ֥ᄀটᄀٳ۩ਔ;ೂݔෛሢൈࡗࡗ֥ࡎ۬ҵၳ.ᆃུҩਈٚمᇶေႵਆᇕනਫ਼:tࢆ֮ਔ,ᄵӁk֥ࡎ۬ҵၳ൞൬৻֥,ࠧݓଽ၂ᇕනਫ਼൞бࢠၩਆ۱Ӭ൧ࡗᇕӁ֥ཌྷؓ൧ӆэ֥ᄀটᄀ၂ุ߄ਔ.ᄝ෮Ⴕൈ௹ᇏ෮ႵӬࡎ۬,ਸ਼၂ᇕනਫ਼൞࿊౼ଖ۱Ӭ൧ቔູࠎሙӬ൧,൧֥෮ႵӁࡎ۬ေԢၛܼᇜ൧ཌྷႋൈ௹ཌྷႋ∃ᆃ൞ၹູ:ֻ၂,ૄᇛӁࡎ္۬ିّ႘֒ᄅӁࡎ۬;ֻؽ,৵࿃ࠫ۱ᄅଽ၂ᇕӁᄝ၂Ӭ൧֥ࡎ۬э߄٤ӈཬ.ૌෛࠏ࿊ԛਔКࣘaᆢᇜaܼᇜֹ֥োӁ( 12~14mm໕ۑaྊa௴๙ඣୃ425#)ࣉྛбࢠ,ؿགྷބభ၂۱ᄅཌྷб,֒ᄅ֥ࡎ۬э߄धն؟ඔᄝ2%ၛ༯,ߎႵޓ؟ᄅࡎ֥۬э߄ੱ൞0%.ၹՎ,၂Ӂᄝ၂۱ᄅଽ۲ᇛࡗ֥ࡎ۬ඣႋھऎႵ۷ཬ֥э߄.%္ॖၛᄜ࿊ఃቔູࠎሙӬ൧ࣉྛૹۋྟဒ,ؓࢲݔ֥႕ཙѩ҂ն.
ֻ4௹ྛѯ֩:၂ࡎمᄵaֹࡎ۬ҵၳა૫ϰֆ໊۴ဒ 79 Ӂ֥ࡎ۬,ၹՎૄᇕӁҵၳ֥ܴҩᆴ܋10(Ԣुԛଧ၂োӁ֥ࡎ۬ҵၳႵ෮༯ࢆ,ੂোӁਔࠎሙӬ൧ᆭຓ֥Ӭ൧ඔ)#128(ൈ௹ඔ)=֥ࡎ۬ҵၳࠫެ൞໗֥.Ֆ୍؇൝ট,ुර1280۱,طဢЧᇏ෮Ⴕ֥ࡎ۬ҵၳ܋Ⴕ10#128#ެૄোӁ֥ࡎ۬ҵၳෛሢൈࡗႵ෮༯ࢆ,Ⴍ33=42240۱.ః൞ႵোӁ֥ࡎ۬ҵၳᄝ2005୍ࢆ֞ਔ൮༵,ᇗׄбࢠੂնোӁࡎ۬ҵၳ֥ѯ.ൎቋ֮ׄ.ၹՎ,ᄝ༥ٳ֥Ӂࡆሹູ۷նো֥Ӂֻ1,҄࠹ෘᄝ෮Ⴕൈ௹ᇏ෮ႵӬ൧֥෮ႵӁᆭ,ުࡎ۬ҵၳ֥ٳٚൔაֆ۱Ӂࡎ۬ҵᆌؓࠎሙӬ൧ܼᇜ֥ൈ௹োӁ֥ࡎ۬бؓၳ֥ٳٚൔ҂࣐ཌྷ.෮ၛYoung۴ऌᇏݓࡆඔQi,k,t;ֻ2҄,ЌӻൈࡗtބӁk҂э,࠹ෘᄝሹ֥۽ြӁࡎ۬ᆷඔބ୪Ӂࡎ۬ᆷඔ֤֞ᇏૄ၂௹ᇏ෮Ⴕ֥Ӭ൧ࡗࡎ۬бؓඔ֥ѓሙҵބधݓݓଽ൧ӆуৈᄹࡆ֥ࢲંໃс൞ᆞಒ.֥ؓनҵ,ٳљ֤֞၂۱ྛބਙູt#k(128#ቋު,ٳ༅ֆ۱Ӂ֥ࡎ۬ҵၳ౦ঃ.ᄝ133)֥૫ϰඔऌ∋;ֻ3҄,Ϝ෮ႵӁٳູੂնᇏ߂ԛਔ6ᇕۑҋ֥30ᇕӁࡎ۬ҵၳ֥ൈࡗቆ,࠹ෘ۲ቆӁࡎ۬ҵၳٚҵ֥नᆴބٚҵ;ֻ൝(ః27ᇕӁ֥൝ಀ).ॖၛु֞,ඹ҄,бࢠ۲ቆӁࠇֆᇕӁૄ௹ࡎ۬ҵၳٚЇওࠫެ෮Ⴕ֥ޑࣁඋaಆ֥҆߄۽Ӂބಗҵ,ቓԛൈࡗ൝,ܴҳ۲ቆӁࡎ۬ҵၳٚҵਘaࡹҋଡҋaࠏӁ֩ն؟ඔӁ֥ࡎ۬ҵၳ֥नᆴ൞ڎթᄝэཬ֥൝.Ⴕૼཁ༯ࢆ֥൝,္Ⴕ҆ٳӁೂӚԵބଖႮі1ॖၛुԛ,ᄝࡎ۬ҵၳ֥ѓሙҵקၬུᇕো֥ۑҋ൞ഈശ.֥ط6োႵࣁඋ֥ࡎ۬༯,ᄝ࿊౼֥ޑࣁඋa߄۽ӁaႵࣁඋaࠏҵၳѯ൞٤ӈห൹֥,ᄝ10୍ࡗఃֹࡗ֥ࡎӁaಗਘaଡҋࡹҋ6նোളӁሧਘӁᇏ,ଡ۬ҵၳࠫެીႵޅэ߄,ѩࢤ࣍Ⴟ0.ᆃაҋࡹҋaࠏӁ֥ࡎ۬ҵၳѯ֥नᆴࢠն,ٳӉ௹ၛটᆟکؓ֩ᅞሧ֥ࡎ۬॥ᇅ൞ૡ్љղ֞ބ,طनᆴࢠཬ֥Ⴕࣁඋჿཌྷܱ.ູ֥0і1 ٳቆӁֹ֥ࡎ۬ҵၳ࠹ਈ.040aಗਘჿູޑࣁඋჿູၛࠣ߄۽Ӂჿູ.ᄝࡎ۬ҵၳ֥धؓनTable1Summaryofregionalpricedisparitybyproductsҵקၬ༯ᇕোनᆴѓሙҵܴҩᆴ,္ॖၛ֤֞٤ӈཌྷර֥ࢲં.აFanandWei֥࣮ཌྷб,֤֥֞ࡎ۬ҵၳѯཌྷؓࡎ۬ҵၳ֥ѓሙҵࢠཬޑࣁඋ.၂۱ॖି֥ჰၹ൞ඔऌᇏಆ҆൞ളӁሧਘ,طᄝః࣮ᇏЇݣਔ۷؟֥ᄪၘ൧ӆ߄֥Ӂ߄۽ӁႵࣁඋ,൳ᆟکࡎ۬॥ᇅ֥႕ཙཬ,෮ၛ۴ऌ܂ླܱ༢ᄝֹࡗ֥ࡎ۬ҵၳཌྷؓࢠն.ޑࣁඋaႵࣁࠏӁඋaಗਘ֩ჰҋਘࡎ۬ҵၳᄝֹࡗऎႵࢠཬ֥ಗਘѯଡҋࡹҋ,္൞ၹູᄝૌ֥ඔऌᄪ௹,ࠧ1990୍սު௹,ޓ؟ᇕӁࡎ۬ಯ൳ᆟک॥ᇅ,ࡎ۬ᄝࡎ۬ҵၳ֥धؓन۲ֹᆭࡗ֥ҵၳ҂ିܔّ႘߭БބᄎൻӮЧ֩ޑࣁඋ֥ҵၳ߄۽Ӂ,ֹࡗࡎ۬ҵएѩ҂ն.طଡҋࡹҋaࠏӁa߄۽Ӂ֥नᆴࢠն,ᆃॖିބᆃུႵࣁඋӁ֥קࡎᄝࠏӁ୍սࠧၘࣜ൧ӆ߄Ⴕܱ༢.ಖު,ࡥֆٳ༅۲োӁࡎ۬ҵၳෛൈࡗဆಗਘଡҋࡹҋ߄֥൝.Ֆᄅ؇টुીႵૼཁ֥൝,රެޓ∋௹ᇏૄোӁؓႿ෮ႵӬ൧֥ѯᆴཌྷ֩,෮Ⴕᇗگѯᆴෘູ၂۱.
80 ܵ ॓ ࿐ ࿐ Б2010୍4ᄅ1 ੂোۑҋӁࡎ۬ҵၳ֥ൈࡗ൝֥Ӭ൧ބൈ௹ᇏ൞৫ٳ֥҃. ູሱ߭i4݂༢ඔ,ޙਈФဒэਈyit૫ਢԊࠌൈ֥൬৻ ࡎ۬ҵၳ֥൬৻ྟ:Levin Lin Chu૫ϰֆ໊۴ဒ؇.ࣉ၂҄,ADFྙൔ֥૫ϰֆ໊۴ଆೂ༯s(i)؎ࡎ۬ҵၳ֥໗ྟॖၛّ႘ֹࡗ൧∀yit=#i+∃iyi,t-1+&%j∀yi,t-j+!it(2)ӆ၂ุ߄֥ӱ؇.ೂݔֹࡗ֥ࡎ۬ҵၳڛՖj=1ఃᇏ,∀൞၂ࢨҵٳෘሰ,#iіൕܥק۱ุིႋ,ֆ໊۴ݖӱ,ᄵࡎ۬ҵၳ൞ؿ,ֹ֥ࠧࡗ֥ၛ॥ᇅ҂ֹ৫Ⴟൈࡗ֥หקིႋ.ଆᇏࡎ۬ҵљӻ࿃թᄝ;ೂݔऋधֆ໊۴ࡌഡ,ᄵࡎಀוਔఃຓളэਈ.҂ো֥ֆ໊۴ဒؓ۬ҵၳ൞၂۱໗ݖӱ,ՖӉ௹টु߶Ⴟ၂#i֥ࡌק္҂,ᇉ૫ϰֆ໊۴ဒࡌק෮Ⴕ۱໗קᆴ.#iཌྷ,ၳᇉ૫ϰֆ໊۴ဒᄵࡌק#i҂აADFဒᆃဢ֥ѓሙֆ۱ൈࡗਙֆ໊ཌྷ.۴ဒٚمཌྷб,૫ϰֆ໊۴ဒႮႿႨਔ۷Levin Lin Chuဒࡌק෮Ⴕਙ֥ሱ݂߭؟֥ܴҩᆴ,ିܔ০Ⴈ҂ൈࡗਙ֥tᆴܒ༢ඔ൞ཌྷ֥,ࠧ i= ,ࡌഡ෮Ⴕਙ֥ᇌުᄯࡶ࣍ٳ҃,ၹՎऎႵ۷֥ۚဒི৯.၂Ϯطࢲܒ൞ᇉ֥.ჰࡌഡބСᄴࡌഡٳљູ,૫ϰֆ໊۴ဒࠎႿ༯ඍٚӱH0∗∃=0yit= iyi,t-1+xit( i+!it(1)H1∗∃<0ఃᇏ,yit൞Фဒ֥эਈ,xitູຓളэਈ,Їওࠧᄝჰࡌഡ༯Ⴕ၂۱ֆ໊۴,ࡎ۬ҵၳڛܥק۱ุིႋބൈࡗ൝ཛ,i=1,2,),N,ՖෛࠏႳሼ;طᄝСᄴࡌഡ༯ીႵֆ໊۴,ࡎ۬t=1,2,),T.ෛࠏಠཛ!itࡌקູᄝ҂ҵၳ൞໗֥.ࢤ൳ਬࡌഡၩሢࡎ۬ҵၳ൞
ֻ4௹ྛѯ֩:၂ࡎمᄵaֹࡎ۬ҵၳა૫ϰֆ໊۴ဒ 81 ၂۱҂໗֥ൈࡗਙ,ࡎ۬ҵၳᄝӉ௹൞ؿ༯ཁᇷऋधਔ૫ϰֆ໊۴֥ࡌഡ,ӚԵބࢌੀ;֥ऋधਬࡌഡၩࡎ۬ҵၳ൞໗֥,Ֆطࠏᄝ5%ඣ༯ऋधਔჰࡌഡ,ط௴๙ඣୃ525#ᄝӉ௹൞൬৻.֥Levin Lin ChuဒႵᇕࠎࣇᄝ10%ඣ༯ऋधჰࡌഡ;ᄝࡌഡؽࢨᇌުЧଆ,ೂ༯෮ൕ:ൈ,26ᇕӁᄝ1%ඣ༯ཁᇷऋधਔ૫ϰֆ໊LLC1:ࢩएཛ,ൈࡗ൝ཛ,݂߭ഡקູ۴֥ࡌഡ,28#~36#۽ሳۑaנЦࢋaࢋކϰ(ݓs(k)Ӂ)aݯ่֩4ᇕӁᄝ5%ඣ༯ऋधਔჰࡌ∀Qi,k,t=∃Qi,k,t-1+&%m∀Qi,k,t-m+m=1ഡ,طӚԵa௴๙ඣୃ525#a௴๙ඣୃ425#ᄵ҂ି!i,k,t(3)ऋधჰࡌഡ.LLC2:Ⴕࢩएཛ,ൈࡗ൝ཛ,݂߭ഡᄝഈ၂ࢫ,ؿགྷն؟ඔӁࡎ۬ҵၳթᄝൈקູ:ࡗ൝,ၹՎҐႨॉ੮ਔ҂Ӂࡗթᄝ֥ܥק∀Qi,k,t=#i,k+∃i,kQi,k,t-1+ིႋၛࠣൈࡗ൝ིႋ֥LLC3ଆ,݂߭ࢲݔs(k)္ಀ.ᄝ၂ࢨᇌު֥౦ঃ༯,ᆺႵӚԵᄝ5%ඣ &%i,k,m∀Qi,k,t-m+!i,k,t(4)m=1༯ऋधჰࡌഡ,ఃӁᄝ1%ඣ༯ࠧऋLLC3:Ⴕࢩएཛ,Ⴕൈࡗ൝ཛ,݂߭ഡधਔჰࡌഡ;ᄝؽࢨᇌު֥౦ঃ༯,27ᇕӁ֥קູ:ࡎ۬ҵၳᄝ1%ඣ༯ऋधჰࡌഡ,௴๙ඣୃ∀Qi,k,t=#i,k+∃i,kQi,k,t-1+525#a40mm௴๙ᇏϰބ28#~36#۽ሳۑᇕӁs(k)ᄝ5%ඣ༯ऋधჰࡌഡ,ݯ่ᄝ10%ඣ &%i,k,m∀Qi,k,t-m+&i,kt+!i,k,t(5)m=1༯ऋधჰࡌഡ,ط௴๙ඣୃ425#ބӚԵਆᇕӁఃᇏ,aikatٳљսіӬ൧aӁބൈࡗ,Qi,k,t൞ֻᄵ҂ିऋधჰࡌഡ.t௹Ӭ൧iཌྷؓႿࠎሙӬ൧ࡎ۬ҵၳ֥ؓඔ,!i,k൞ሸഈ෮ඍ,ॖၛ֤֞ೂ༯ࢲં:ն؟ඔӁᄝ৫ٳ֥҃༂ҵཛ.ᇌުࢲܒs(k)ႨটཨԢ༂ᇏݓ۲Ӭ൧ࡗ֥ࡎ۬ҵၳऋधਔֆ໊۴ࡌഡ,ࡎҵཛॖିթᄝ֥ਙཌྷܱ.Levin Lin Chuဒ૫۬ҵၳൈࡗਙ൞໗,֥ၹՎࡎ۬ҵၳࡼᄝӉϰඔऌ൞ڎڛՖཌྷ֥0नᆴARݖӱ.ᄝЧ໓௹ଽ൬৻֞नޙᆴ,,ݓଽთࡗ֥ࡎ۬ҵၳ൞ᇏ,ೂݔऋधᄵֹࡗࡎ۬ҵၳ൞൬৻,֥ࠧթᄝᇯࡶࡨཬ,֥൧ӆ၂ุ߄ӱ؇Ⴕ෮ഈശ.ਸ਼ຓ,҂൧ӆ၂ุ߄൝,ڎᄵࡎ۬ҵၳ҂൞൬৻֥.ູਔো֥Ӂؓֆ໊۴ऋध֥ӱ؇҂.ն؟ඔࡥьఏ,ؓႿ෮ႵӁ,ૌᆺဒਆᇕཌྷ֥Ӂࡎ۬ҵၳཁᇷऋधਔֆ໊۴ࡌഡ,طӚԵa௴ᇌު௹:AR(1)ބAR(2+).๙ඣୃ֩ഒඔӁౠཟႿ҂ऋधֆ໊۴ࡌഡ,ᆃؓૄᇕӁࣉྛਔLevin Lin Chu૫ϰֆ໊ུӁ֥ࡎ۬ҵၳॖିᄝӉ௹ଽ҂թᄝ൬৻۴ဒ.ॖၛु֞ં൞ଧ۱ଆ,္ં൞Ґ౼൝.ଧᇕᇌުཛ,෮Ⴕ֥݂߭ଆ༢ඔ∃൞ڵ.֥і༯૫࠹ෘૄোӁ֥൬৻؇.ࡌഡࡎ۬ҵ2൞LLC1ଆ֥݂߭ࢲݔ,ဒਔቋࠎЧ֥౦ၳQi,k,tڛՖ0नᆴAR(1)ݖӱ,࣮іૼᄝીႵ:ྙ҂ॉ੮ܥקིႋބൈࡗིႋ.ॖၛु֞,෮Ⴕҩਈ༂ҵ֥౦ঃ༯,Qi,k,t֥൬৻؇აܙ࠹ԛ֥33ᇕӁᄝ၂ࢨᇌުaؽࢨᇌު֥ଆᇏᄝ∃֥धؓᆴᆞཌྷ.ܱ൬৻؇၂ϮႨ϶ක௹টі1%ඣ༯ཁᇷऋधਔ૫ϰֆ໊۴֥ࡌഡ.LLC2ൕ,ࠧᄠൈྟࡎ۬ҵၳ֥э߄ཨࡨ၂϶෮Ⴈ֥ൈଆॉ੮ਔ҂Ӂࡗթᄝ֥ܥקིႋ,݂߭ࢲࡗ,࣍ර࠹ෘ܄ൔູݔಀ.ᄝࡌഡ၂ࢨᇌުൈ,30ᇕӁᄝ1%ඣ϶ක௹=ln0 5/ln(∃+1)+Ч໓ٳљഡקࢨඔ=1)10,ࣉྛ࠹ෘ.ູࢫസږ,ࣇਙԛਔ1ࢨބ2ࢨARݖӱ֥ࢲݔ.҂ࢨඔ֥ഡק֤֞ਔ࣍ර֥ࢲં.,ᆃ၂नޙᆴაֹࡗܥႵ֥۲োસၞӮЧཌྷܱ,ೂ҂ෛൈࡗэ߄ֹ֥ए֩.ႮႿᆃུӮЧ֥թᄝ,ֹࡗࡎ۬ҵၳ҂ॖିປಆཨԢ.
82 ܵ ॓ ࿐ ࿐ Б2010୍4ᄅі2 ࡎ۬ҵၳ֥૫ϰֆ໊۴ဒ:ࢩएTable2Panelunitroottestofpricedisparity:withoutintercepttermlag(1)lag(2)coefficientt valuet starP>tcoefficientt valuet starP>t28~36#۽ሳۑ~25#۽ሳۑ~16#۽ሳۑ~12#Ңۑ~20#֩ш࢘ۑ 16~22mm௴๙ჵۑ 12~14mm௴๙ჵۑ 0000 16~18mm໕ۑ 0000 12~14mm໕ۑ 0000 ௴๙ཌҋ 000040mm௴๙ᇏϰ 00005~8mm௴๙ᇏϰ 0000ᇼᄯളํ 0000 0000੨ 0000ణ 0000ྊ 0000༌ 0000 0000נЦࢋ 0000ඨנࢋ 0000చӚ 0000ABSඎᆫ 00000#ҸႲ 000090#చႲ 0000ࢋކϰ(ࣉ१) 0000ࢋކϰ(ݓӁ) 0000௴๙ඣୃ525# 0000௴๙ඣୃ425# 0000ӚԵ 0000ࢌੀࠏ 0000ݯ่ 0000 і3ਙԛਔLLC1aLLC2aLLC3ᇕଆᇏ෮ਙ҂൬৻֥ჸܣ.ᄝোර֥ݓ࠽ࣜ࠶၂ุ߄ႵӁࡎ۬ҵၳ֥϶ක௹.ն؟ඔӁ֥϶ක௹࣮ᇏ,֤ԛࢠત֥൬৻؇,၂Ϯ࣮֤֥֞϶ᄝ1۱ᄅᇀ3۱ᄅᆭࡗ,Ⴍః൞Ⴕࣁඋa߄۽Ӂක௹൞3~7۱ൈ௹.طݓࡅଽ҆۲ֹࡗႮႿ҂ၛࠣ҆ٳޑࣁඋ֥϶ක௹۷؋,طӚԵ֩ഒթᄝၬ߸ੱѯ֥໙,ีطસၞуৈބᄎൻඔӁ֥϶ක௹ᄝ10۱ᄅၛഈ,ᆃ൞ႮႿఃൈࡗӮЧཌྷؓࢠཬ,෮ၛݓଽֹࡗཌྷؓࡎ۬ඣ֥
ֻ4௹ྛѯ֩:၂ࡎمᄵaֹࡎ۬ҵၳა૫ϰֆ໊۴ဒ 83 ൬৻؇ႋھࢠݓࡅᆭࡗ۷ॹ.აFanandWei؟ඔӁᄝࢠ؋֥ൈࡗଽࣼ་൬ਔᄠൈྟ֥ࡎ֥۬ࢲݔཌྷб,Ч໓֤֥֞϶ක௹္൞ࢠ؋֥,ࠧնԊࠌ.і3 LLCଆᇏࡎ۬ҵၳ൬৻֥϶ක௹(ᄅ)Table3Half lifeofpricedisparityConvergenceinLLCmodel(months)Ӂ123Ӂ12328~36#۽ሳۑྊ~25#۽ሳۑ༌~16#۽ሳۑ~12#ҢۑנЦࢋ~20#֩ш࢘ۑඨנࢋ 16~22mm௴๙ჵۑඎᆫ 12~14mm௴๙ჵۑ 16~18mm໕ۑ 12~14mm໕ۑࢋކϰ(ࣉ१) ௴๙ཌҋࢋކϰ(ݓӁ)௴๙ᇏϰ௴๙ඣୃ525#~8mm௴๙ᇏϰ௴๙ඣୃ425#ᇼᄯളํӚԵࢌੀࠏ੨ݯ่ణ ᇿ:ٳљ࠹ෘLLC1aLLC2aLLC3ᇕଆ֥϶ක௹.5 ࢲ ંࣇࢠ,ۚطఃؿᅚ؇္൞٤ӈॹ֥.ᆃඪૼᇏݓڿ۪ष٢ၛট֥൧ӆ߄౼֤ਔཁЧ໓֥ଢ֥൞๙ݖᇏݓ۲Ӭ൧ࡗӁࡎ֥۬ᇷ֥Ӯࣼ,ѩ҂ၩሢᇏနᆟکࣼླᄜҵၳটޙਈᇏݓݓଽӁ൧ӆ၂ุ߄֥ӱ؇ࠣؿݓଽ൧ӆ֥ᆜކ,ၹູᇏݓଢభಯಖൈթᄝ֝ᅚ൝ᇁ൧ӆٳ۩ބ൧ӆ၂ุ߄֥۲ᇕ৯ਈ.ູਔඨ০.ᄝ၂ࡎمᄵ֥ࡌק༯,Ӭ൧ࡗӁࡎ֥۬ҵၳॖၛّ႘ֹ൧ӆ֥ٳ۩ӱ؇.๙ݖࣉྛࡥൌགྷࣜ࠶ሇ,сྶൈख़ࣞପུቅθಆݓ൧ӆֆ֥࠹૭ඍၛࠣLevin Lin Chu૫ϰֆ໊۴၂ุ߄֥۲ᇕуৈ.ၹՎ,ᇏနᆟکсྶᇅקѩᆳဒٚمྛ၂༢ਙ࣌ᆸֹٿ෭aົ൧ӆࣜ࠶ᇇ֥م,ૌؿགྷᇏݓӬ൧ࡗն؟ඔӁཌྷؓࡎ֥۬ѯ҂ࣇෛሢൈࡗ൝ૼཁࢆ,֮طᄝ,ੰࡆॹᇅקܿٓᆟکྛູ֥مੰمܿ,ѩࣉ၂҄ૌ֥૫ϰଆᇏ,ࠫެ෮ႵӁ֥ࡎ۬ҵၳ൞ڿ۪ҍᆟඥ൬ุᇅ,ࡆ఼ᇏနᆟکؓთࣜ࠶ؿ൬৻ᅚ֥ޡܴླྀטᆯ,ିປֹٚඥ൬ุ༢ބҍᆟሇ.֥طაః࣮ཌྷб,Ч໓֤֞ਔ۷ॹ֥൬৻؇.ᆃၩሢᇏݓֹࡗ֥၂ุ߄ӱ؇҂၍ᆦڱᇅ؇,ࡆ఼ᇏݓ۲თࡗ֥ࣜ࠶ܱ༢.ҕॉ໓ང:[1]−sedge:Distortionsandincrementalreforminthepeople−srepublicofChina[J].QuarterlyJournalofEconomics,2000,CXV(4):1091-1135.[2][Z].
84 ܵ ॓ ࿐ ࿐ Б2010୍4ᄅropeanRegionalScienceAssociation,2003.[3]ParsleyDC,WeiShang [J].Quarter lyJournalofEconomics,1996,111(4):1211-1236.[4]EngelC, op,eds.,:CambridgeUniversityPress,2000.[6]:IntranationalevidenceforCanada[J].CanadianJournalofEconomics,2003,36(2):373-400.[7]ParkA,JinH,RozelleS,:Arbitrage,transactioncosts,andautarkyinChina−sgrainmarkets[J].AmericanJournalofAgriculturalEconomics,2002,84(1):67-82.[8]FanCSimon,:EvidencefromthetransitionaleconomyofChina[J].ReviewofEco nomicsandStatistics,2006,88(4):682-697.[9]ᇛᅣᄁ,ຣܼ.ં൧ӆᆜކ࣮ٚم[J].ࣜ࠶࣮,1999,3:,[J].EconomicResearch,1999,(3):73-79.(inChinese)[10]ნ ໔,ߛ࠱.Ֆն൧ӆᆜކӱ؇ुᇏݓਁൊ൧ӆڿ۪[J].ࣜ࠶࣮,1998,(3):,−sgrainmarketreformfromaperspectiveofricemarketintegration[J].EconomicResearch,1998,(3):50-57.(inChinese)[11]݉ᠱݥ,ӧ ૹ, ૿,֩.ᇏݓݓଽഅ൧ӆႿٳ۩ߎ൞ᆜކ? ࠎႿཌྷؓࡎ۬م֥ٳ༅[J],ൗࢸࣜ࠶,2006,2:,ChenMin,LuMing,−sdomesticcommoditymarketstendtosplitorconsolidation?basedontheanalysisoftherelativeprice[J].WorldEconomy,2006,(2):20-30.(inChinese)[12]LevinA,LinC,:Asymptoticandfinite sampleproperties[J].JournalofEconomet rics,2002,108:1-24[13]ImKS,PesaranMH,[J].JournalofEconometrics,2003,15:53-74.[14]MaddalaGS,[J].OxfordBulletinofE conomicsandStatistics,1999,61:631-652.[15],1960 1998:Disaggregatedpricedata[J].JapanandtheWorldEconomy,2003,15:,regionalpricedifferenceandpanelunitroottestXINGW12ei bo,LIShan ,CentralUniversityofFinanceandEconomics,Beijing100081,China;,StateCounci,lBeijing100010,China)Abstract:Thispaperusesapanelof33pricesofindustrialmaterialsfrom18citiesinChinatoprovideanes timateofChina− citypricedisparityvariable,andthenuseLevin Lin ChuPanelUnitRootTesttotestifinter :(1)Duringthetenyears,thepricedifferenceofmostindustrialmaterialsbecamesmal lerandsmaller,andsixkindsofindustrialmaterialshavedifferentpricedisparities;(2)Inourspecifiedpanelmodels,:lawofoneprice;pricedifference;convergence;marketIntegration