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Конвергенция цен на рынке зерна: исторический аспект

Конвергенция цен на рынке зерна: исторический аспект

Abstract

On the basis of historical data, the author investigates the influence of spatial relations between regions on the variability of rye prices. Using econometric tools and annual data on procurement and The author is grateful to the Government of the Russian Federation for the financial support under the grant No. 11.G34.31.0059. retail rye prices in provincial cities of the Russian Empire during the period from 1861 to 1915, the researcher shows that during the mentioned period there was convergence of prices. Dynamic analysis of the coefficient of the spatial autocorrelation coefficient in relative prices has revealed the necessity of taking into account the spatial component in the study of convergence of prices. Using spatial regression models the author evaluates the role of geographical distance between provincial cities in reducing the price gap. The results of econometric models of prices' convergence show that the growth reduction in relative rye prices was largely due to a change in this indicator in nearby provinces.

На основе исторических данных исследуется влияние пространственных связей между регионами на изменчивость цен на рожь. Используя эконометрический инструментарий, автор на ежегодных данных о закупочных и розничных ценах на рожь в губернских городах Российской империи за период с 1861 по 1915 г. показывает, что за исследуемый период наблюдалась конвергенция цен. Анализ динамики коэффициента пространственной автокорреляции относительных цен выявил необходимость учета пространственной составляющей в исследовании конвергенции цен. При помощи пространственных регрессионных моделей оценивается роль географического расстояния между губернскими городами в сокращении ценового разрыва. Результаты оценок эконометрической модели конвергенции цен показывают, что уменьшение роста относительных цен на рожь было в значительной степени обусловлено изменением этого показателя в близко расположенных губерниях.

Keywords

КОНВЕРГЕНЦИЯ ЦЕН,ЦЕНЫ НА ЗЕРНО,ПРОСТРАНСТВЕННАЯ АВТОРЕГРЕССИОННАЯ МОДЕЛЬ,РОССИЙСКАЯ ИМПЕРИЯ,CONVERGENCE OF PRICES,GRAIN PRICES,SPATIAL AUTOREGRESSIVE MODEL,RUSSIAN EMPIRE

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
gold