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2016-06-04
这有一篇毕业论文-《外部冲击下纵向关联市场价格传递》,
文中主要是研究价格放大效应、价格非对称调整和价格缩水等现象的,
力求实证与理论结合,探讨部分经济理论问题,
请专家学者等交流人士批评指正。
匿名查阅,未经学校公布前,只限交流使用。谢谢!

摘要

近年来,农产品、能源和房地产等价格波动比较严重。结合相关的经济理论,研究以概率理论和广义决策理论为理论方法分析市场主体行为,之后利用搜寻模型和构建的价格信号模型,剖析外部冲击下市场主体的行为,以计量实证、案例分析和数值分析等为佐证,进一步揭示纵向关联市场的价格波动和价格传导规律。以价格信号的异常表现为主线,文章试图对纵向关联市场价格信号传递中表现的“放大或缩小效应”、非对称性和“缩水效应”等现象作出新的理论阐释。

以解释价格传递在纵向关联市场中的“放大效应”等为目的,首先构建负向消费质量冲击下生产者向下游市场方向的搜寻行为模型,然后对比分析正向生产成本冲击下生产者向上游市场方向的搜寻行为模型,揭示市场力量、搜寻成本和信息不完全等对纵向关联市场价格传导的影响。之后,对生猪产业价格数据进行计量分析,并提出政策建议。主要结论:当某环节受到外部冲击而发生价格波动时,中间商较大的市场力量,会缩小向上游市场传递的价格信号,也会放大向下游市场传递的价格信号,生产者搜寻成本越大,市场间价格传递率与1偏离越大;纵向关联市场间价格传导的放大效应,与生产者的搜寻密度、中间商的市场规模和生产者的组织规模有关。

基于学习搜寻模型对价格传递的非对称调整进行理论阐释,进而计量实证和实例剖析,发现:纵向关联市场间的价格传递存在非对称性,且是一种复杂镜像传递。之后,为了进一步揭示不同条件下价格信号的异常表现,一是构建包括消费数量和消费质量的价格信号模型,分析不同信息约束下消费者行为决策,以解释价格粘性现象;二是构建包含生产成本、消费质量和交易量的价格信号模型,揭示混合冲击下价格信号存在异常均衡的表现。主要结论:消费者在不同信息约束条件下决策会不同,会导致价格粘性现象的发生;在混合的外部冲击下,即使在价格水平不变的情况下依然存在新的市场均衡。

将价格信号模型与搜寻模型结合,分析成本压力下消费者和生产者的应对策略以及不同质量安全环境下和第三方参与下市场主体间的博弈行为,解释纵向关联市场价格传递的“缩水效应”,提出应对质量安全问题的政策建议。之后,围绕“瘦肉精”事件进行案例分析。主要结论:质量安全环境较好时,消费者选择不处理质量安全信息,对应的生产者选择牺牲产品质量来获得最大化利润;在质量安全环境恶化条件下,ZF需要采取积极的应对措施,合理的信念设计不仅会改变市场主体间的利益分配,还会减少事态恶化造成的不良后果。

关键词:成本冲击,质量冲击,价格信号,价格传导,搜寻模型


第一章绪论. 1


第二章理论方法.

2.1经济理论. 14

2.2概率理论. 16

  2.2.1合情推理. 17

  2.2.2公理定理. 18

  2.2.3信息、证据和信息熵. 19

  2.2.4广义决策理论. 21

  2.2.5对一般性的讨论-传递性悖论与框架效应. 22

2.3行为主体的理论阐释. 24

  2.3.1产品系统. 24

  2.3.2市场环境. 26

  2.3.3主体结构. 27


第三章纵向关联市场价格传递的放大效应. 29

3.1消费质量冲击下纵向关联市场价格传递. 29

  3.1.1模型假设. 29

  3.1.2确定条件下的市场均衡. 30

  3.1.3不确定条件下的贝叶斯均衡. 32

3.2生产成本冲击下纵向关联市场价格传递. 34

  3.2.1模型假设. 34

  3.2.2确定条件下的市场均衡. 35

  3.2.3不确定条件下的贝叶斯均衡. 36

3.3计量分析-生猪产业纵向关联市场价格传递. 38

3.4数值分析-中国生猪与猪肉价格的传递率. 42

3.5结论与启示. 45


第四章纵向关联市场价格传递的非对称性调整. 47

4.1外部冲击下价格传递的非对称性调整. 47

4.2实例剖析--以山东省生猪产业为例. 53

4.3小结. 61


第五章外部冲击下的价格信号与异常表现. 62

5.1混合冲击下价格信号与异常均衡. 62

5.2信息约束下消费者决策与价格粘性. 68

5.3拓展讨论. 73


第六章纵向关联市场价格传递的缩水效应. 75

6.1理论分析-成本压力下关于质量安全的博弈. 75

6.2案例分析-围绕“瘦肉精”事件展开. 84

6.3评述. 88




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2016-6-5 10:14:39
请下载免论坛币版,论文采取匿名方式,未经学校公布前,只限交流使用,欢迎批评指教。附几篇重要参考文献。
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论文主要参考文献.zip

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论文主要的几篇文献

本附件包括:

  • Dana-Learning in an Equilibrium Search Model.pdf
  • Jaynes-2003-Probability Theory The Logic of Science-Unofficial Errata and Commentary.pdf
  • K AHNEM AN-Maps of Bounded Rationality-Psychology for Behavioral Economics.pdf
  • Levy-2013-Shrinking Goods--51.pdf
  • Stigler-The Economics of Information.pdf
  • Tappata-Rockets and feathers Understanding asymmetric pricing.pdf
  • Wolinsky-1983-price as signals of product quality.pdf
  • yang and ye -Search with learning understanding.pdf

book-Probability Theory The Logic of Science.zip

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本附件包括:

  • book-Probability Theory The Logic of Science.pdf

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2016-6-5 20:13:57
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2016-6-9 13:03:46
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2016-6-9 13:04:28
中文参考文献
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