空间效应视角下城镇化发展对中国经济增长的影响

本文采用空间杜宾模型针对2005—2015年中国31个省级区域的面板数据,就城镇化发展及其他影响因素对经济增长的影响程度进行测算,并将其对经济增长的影响效应进行分解。研究结果表明,城镇化率每提高1个百分点,能够促进本地区经济增长0.25%,但对相邻地区经济增长的空间溢出效应为负,带来相邻地区经济减少0.49%。“十三五”时期及中长期亟须区域协同推进新型城镇化建设,发挥新型城镇化在新常态下拉动经济增长的重要作用。     

房价空间关联的动力机制——基于空间Durbin模型的实证研究

城市房价的一个重要特征就是其空间关联性。分析了房价空间关联的四种动力机制,基于一个消费者均衡模型并利用268个城市的房价数据,应用空间Durbin模型实证检验了城市房价的空间关联性。研究表明,我国城市房价存在显著的空间关联性和明显的地区差异,相对于东中部城市,西部城市间房地产市场至少在现阶段还缺乏城市问的关联机制。     

Raising the bar (1)

In this editorial, we summarize and comment on the papers published in issue 11.1 so as to raise the bar in applied spatial economic research and highlight new trends. The first paper employs the J-test to discriminate between two economic-theoretical explanations for the wage curve. The second applies a two-step ML procedure to measure the impact of volatility on economic growth. The third tests for endogeneity in the Spatial lag of X (SLX) model and whether or not the model should be extended to contain a spatial lag. The fourth utilizes the gravity model to test whether or not grids should be merged into larger units of observations. Finally, the last adopts a time-space recursive model to test the ripple effect and (linguistic) border effect hypotheses on housing prices in Belgium.     

国家审计推进经济高质量发展的作用研究 ——基于地级城市面板数据的空间计量分析

采用空间杜宾模型和2006—2016年我国283个地级及以上城市的面板数据,探讨了国家审计对城市经济发展质量的影响及其空间效应。结果表明,国家审计能显著提升本地区经济发展质量,但对周边地区产生了负向空间外溢效应;国家审计对本地和周边地区经济发展质量的影响是对动能转换、结构升级、发展效率、节能减排、成果分享五个方面作用机制影响的综合反映,且对结构升级、节能减排、成果分享的作用效果尤为明显。进一步研究发现,Ⅱ型大城市和中等城市的国家审计有助于促使本地区经济发展质量提升,但对周边城市却有明显的抑制作用;而Ⅰ型及以上大城市和小城市的国家审计对本地和周边城市经济发展质量均未产生明显影响。结果表明,强化国家审计功能、推进跨区域协同审计,对于推进经济高质量发展具有重要意义。     

Traffic density,congestion externalities,and urbanization in China

ABSTRACT

Although there is an abundant regional literature analyzing traffic congestion, only a few studies have explored extending such analysis with spatial effects. This study uses a dynamic spatial Durbin model and city-level panel data for the period 2003–14 to investigate the spatial spillover effects of traffic congestion on urbanization in China. The results show that there is an inverted ‘U’-shaped relationship between urbanization and traffic density in local and neighbouring cities, and congestion effects have appeared. In the short and long run, the spatial effects of traffic congestion have become an important force restricting the effective promotion of urbanization in China.     

区域创新、工业智能化与产业结构升级

本文构建了内生性区域创新能力的产出模型,对区域创新、工业智能化与产业结构升级三者之间的作用机理及空间效应进行理论分析,利用2006—2018年中国30个省份动态面板空间杜宾模型（PSDM）进行实证检验。研究结果表明：区域创新对产业结构升级具有显著的正向空间溢出效应,本地区创新水平的提升对邻近地区产业结构升级具有正向效应。另外,提升工业智能化水平能够有效促进区域创新对产业结构升级的正向激励效应,但这一激励效应存在地区异质性,即东部地区促进效果与全国层面保持一致,中部和西部地区不显著。     

地方政府竞争对治理效率的影响——基于Tobit空间杜宾模型的计量分析

基于政府治理提质增效的现实需要,选取2007—2019年中国30个省区市的面板数据,运用DEA效率测度方法并构建Tobit空间杜宾模型检验地方政府竞争对治理效率的影响。研究发现：多数省份政府治理效率未达到效率前沿面,存在提升空间;本地区效率改进能够给周边地区带来正向溢出效应;政府间竞争对治理效率及溢出具有先促进后抑制的倒“U”型影响,防范政府间竞争对治理效率的抑制效应是政府未来治理的重点,其中,法制环境具有负向调节作用,环境越优越,倒“U”型曲线越为平缓,更有利于激发效率改进和溢出。进一步的异质性分析发现,在政府干预程度高和要素市场发育程度低的地区,尽管政府竞争对治理效率的倒“U”型影响不变,但对溢出的影响变为不显著。     

“近水楼台”抑或“点石成金”？——创新型城市的空间溢出效应研究

本文基于长三角、京津冀、珠三角以及长江中游城市群2003—2016年的城市数据,通过构建空间杜宾模型及试点政策矩阵（“点石成金”）,分析其空间溢出效应,并与地理临近溢出（“近水楼台”）对照,得到创新型城市政策试点建设的差异特征。研究结果表明：城市要素存在显著的空间相关性,随着政策联系的不断加强,空间距离的影响在不断弱化。样本城市群中,综合研发人员的投入缺乏针对性表现出不显著的特征,而政策上稀缺的高技术产业研发人员则由于投入的竞争性表现出显著为负的空间溢出效应。应进一步发挥试点政策的示范效应,兼顾试点城市的现实差异,强化政策的指引作用,实现城市创新发展。     

权力协同对中国雾霾防治的影响研究

权力协同是雾霾防治的重要保障。基于2004—2015年PM2.5雾霾面板数据,本文利用非空间和空间面板模型比较分析发现：（1）在未剥离雾霾空间自相关效应时,中国属地治理权和支出财政权的分割对雾霾治理存在阻碍刚性;社会经济权的分割则会因经济权的诉求变弱而弱化“GDP追赶效应”等,进而对雾霾的影响存在着由提高到降低的界值效应。收入财政权分割的影响部分已越过倒U型拐点,显著降低了雾霾污染。（2）在剥离雾霾空间自相关效应以后,权力分割对雾霾防治影响变弱,影响模式则不变。但分区域来看,东部权力分割与利用整体较为有利于雾霾防治,而其他区域则显著相反。（3）通过权力分割与环保支出交互作用分析发现,中国对雾霾防治存在着反公地悲剧,尤其是社会经济权、西部财政权、东部属地治理权在环保支出防治雾霾方面的反公地悲剧表现强烈。为此,持续深化“放管服”改革,实现赋权向赋能发展管理模式转变,建立跨区联合防治机制体制,提升权力协同作用,势在必行。     

Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data

In this paper we investigate housing price volatility within a spatial econometrics setting. We propose an extended spatial regression model of the real estate market that includes the effects of both conditional heteroskedasticity and spatial autocorrelation. Our suggested model has features similar to those of autoregressive conditional heteroskedasticity (ARCH) in the time-series context. We utilize the spatial ARCH (SARCH) model to analyze Boston housing price data used by Harrison and Rubinfeld (1978) and Gilley and Pace (1996). We show that measuring the variability of housing prices is an important issue and our SARCH model captures the conditional spatial variability of Boston housing prices. We argue that there is a different source of spatial variation, which is independent of traditional housing and neighborhood characteristics, and is captured by the SARCH model.     

Spatial growth with exogenous saving rates

Economic growth has traditionally been analyzed in the temporal domain, while the spatial dimension is captured by cross-country income differences. Data suggest great inequality in income per capita across countries, and a slight but noticeable increase in inequality across nations between 1960 and 2000. Seeking to explore the mechanism underlying the temporal evolution of the cross sectional distribution of economies, we develop a spatial growth model where saving rates are exogenous. Capital movements across locations are governed by a mechanism under which capital moves toward locations of relatively higher marginal productivity, with a velocity determined by the existing stock of capital. This augments the capital accumulation equation by a nonlinear diffusion term. Our results suggest that under diminishing returns, the growth process leads to a stable spatially nonhomogeneous distribution for per capita capital and income in the long run. Insufficient savings may lead to the emergence of persistent poverty cores where capital stock is depleted in some locations.     

国家审计如何影响政府治理效率？——基于Tobit-SDM模型的空间计量分析

基于助力地方政府效率变革的现实要求,采用2008—2017年中国30个省区市的面板数据,构建空间Tobit杜宾模型检验了国家审计对地方政府治理效率及空间溢出的影响。研究发现：审计对政府治理效率及溢出具有显著的正向影响,且这一影响存在区域异质性。在东部地区,国家审计对政府治理效率的影响为正,而对溢出的影响为负;在西部地区,国家审计对政府治理效率及溢出的影响均显著为正;在中部地区,国家审计对溢出的影响为正,而对政府治理效率的影响不显著。进一步研究发现,要素市场具有调节作用,环境越优越,国家审计对政府治理效率及溢出的促进作用越强。因此,增强审计监督的政治属性、强化审计协同治理、建立健全统一开放竞争有序的要素市场、激发辖区间的“学习效应”和抑制“虹吸效应”是推进政府跨域治理效率提升的重要路径。     

以供给侧结构性改革推进“高精尖”产业结构的构建——以北京市为例

本文构建北京“高精尖”产业结构指标体系并进行度量,采用2002—2013年31个省级区域数据建立具有时间固定效应的空间杜宾模型,分析供给侧结构性改革对“高精尖”产业结构的影响。回归结果显示：（1）政府基础建设支出对产业结构升级的作用逐步减小,而科技支出的作用不断增加;（2）政府税收对产业结构升级的作用由正转负,国有化程度和政府税收成为产业结构升级的阻碍;（3）单纯的金融业数量增加对产业结构升级的作用已经不再显著;（4）国有化程度和金融环境具有负向的空间溢出效应,而政府基础建设支出的溢出效应不显著。根据上述结果,本文提出以结构性减税、国企改革、金融体制改革等供给侧改革方法推进“高精尖”产业结构的构建。     

基于SV模型的上海股市波动性实证分析

利用标准SV(SV-N)模型、厚尾SV(SV-T)模型对上证综合指数数据进行实证分析,采用MCMC方法及Gibbs抽样,应用WinBUGS软件对参数进行估计,比较参数估计值及DIC值,研究表明上证指数表现出强的波动持续性,SV模型能够很好地刻画出它的波动特征,且SV-T模型较优。     

The house price determination process: Rational expectations with a spatial context

Applying the rational expectations hypothesis, this essay models the current value of a house as the conditional expectation of the discounted stream of housing services accruing to the owner of the house. The value of housing services is determined by neighborhood effects as well as the physical attributes of the property itself. In the existing hedonic literature, future transactions have not been utilized to describe neighborhood effects. The rational expectations asset pricing model in this study accounts for expected future neighborhood effects as well as observed current neighborhood effects. The reduced form of the rational expectations model is a spatial autoregressive (SAR) model with two spatial lags. After employing the generalized method of moments (GMM) in estimating the spatial asset pricing model, I find that both expected future transactions and prior transactions in the neighborhood are significant. The inclusion of expected future transaction prices in the neighborhood takes into account the influence of expected changes in the community and factors these potential changes into the current house price. This is consistent with forward-looking households. The forward-looking model generates superior out-of-sample prediction performance relative to both the conventional hedonic model without considering neighborhood effects or the standard spatial hedonic model including only past transactions.