物流业运行基本特征的理论与实证研究
摘要
自物流概念提出以来,物流业已有了百余年的发展历史,系统研究物流业运行基本特征的时机初步成熟。开展物流业运行基本特征的研究可以弥补国内外学术界物流业运行发展特征理论滞后于各国物流业运行实践的不足,更好地解释物流业运行发展历程中的规律性现象,为探索我国物流业运行的最佳路径提供支持,为物流业健康运行提供有效监控和预警机制,熨平物流业运行波动,为政府有关部门的相关政策制定和产业规划编制提供参考,具有重要的理论价值和现实意义。
本论文在借鉴宏观经济理论的基础上,建立物流业运行基本特征理论体系,主要从物流业运行表征指标、物流业运行增长性特征、物流业运行周期性特征和物流业运行随机性特征对该体系进行系统研究,并以此为依据,对我国物流业运行特征进行实证分析。论文研究主要内容包括以下几个方面。
(1)物流业运行表征指标。设计一种选取物流业运行一致指标的方法和一种构造物流业运行指数的方法,得到表征物流业运行各方面特征的物流业运行一致指标和表征物流业运行整体特征的物流业运行指数,这两项物流业表征指标均以现行的国民经济与社会统计数据为基础,可有效解决物流统计制度建立较晚,物流统计数据不完善的问题。
(2)物流业增长性特征。分析物流制度变迁、物流技术进步水平、物流人力资本投入、物流物质资本投入和物流劳动力投入等因素在物流业增长中的作用,建立基于生产函数分析的物流业增长路径模型,该模型可有效模拟物流业运行的增长路径。
(3)物流业周期性特征。设计一种基于HP滤波、BP滤波、谱密度的物流业运行周期的测定方法,可对物流周期的平均周期长度和经历波动次数给出较可靠的测定。构建基于多变量动态因子的物流公共周期状态空间模型并设计了求解算法,可对物流周期的共变性特征进行有效识别。构建基于马尔科夫机制转换的物流周期机制转换模型并设计求解算法,可有效识别物流周期的非对称性特征。
(4)物流业随机性特征。构建基于成分分离的物流业随机成分提取模型并设计了求解算法,可有效提取物流业运行的随机成分进而分析其随机性特征。
(5)我国物流业运行基本特征实证分析。获得中国物流运行的基本特征：ⅰ)中国物流增长自1950年至今可划分为四个阶段,各阶段物流增长轨迹的不同主要由物流制度变迁引起；ⅱ)中国物流业平均劳动产出增长率路径遵循一条增长曲线；ⅲ)中国物流业1950-2009年间,共经历了7次先升后降的增长周期,平均周期长度为6.8年,目前正处于第8个周期之中；ⅳ)中国物流业周期具有较明显的共变性特征,物流业各方面在周期波动上表现出较强的同步性；ⅴ)中国物流业周期具有较明显的非对称性特征,周期的平均收缩期和平均扩张期长度具有明显差异；ⅵ)从对物流业运行的影响程度的大小来考察,中国物流业随机性成分对物流业运行的影响是极其微弱的,从物流业运行随机性成分自身的规律性来考察,中国物流业随机成分基本遵循随机游走过程,不具备其它类型的典型统计分布特征。
The logistics has experienced more than one hundred years history since its generation. To study the basic operation characteristics of logistics systematically, time is preliminary ripen. Studying the basic operation characteristics of logistics could make a contribution to shorten the lag between logistics operation characteristics theory and logistics operation practice, which would explain regularity Phenomenon during the logistics operation. It is significant to explore the best operation path of Chinese logistics, to monitor and warn the logistics operation, to smooth the fluctuation of logistics operation, and to support government policy making also.
This dissertation builds a framework of the logistics operation characteristics theory based on macroeconomics theory. Study the logistics operation characteristics of growth, cycle and stochastic characters separately. And then make an empirical analysis with Chinese logistics operation. The main works of this dissertation are as follows.
I) The indicators of logistics operation. Give methods to choose the coincident indicators of logistics operation and to build the index of logistics operation. Both indicators and index are based on data from the national economic and social statistics, which can make up the lack of logistics data caused.
II) The growth characteristics of logistics operation. Analyze effects of the logistics institution changes, the logistics technology progress, the logistics human capital investment, the physical capital input, and the logistics labor input in logistics growth. Bring up a dynamic mechanism of logistics growth. Build a logistics growth path model based on production function analysis. This model could simulate the logistics growth path effectively.
III) The cycle characteristics of logistics operation. Design methods to measure the logistics cycle based on the integration of HP Filter, BP Filter and spectrum density. This method would measure both the length and times of logistics cycle validly. Construct a state space model of common logistics cycle based on multivariable dynamic factors. This state space model may identify the comovement of logistics cycle. Build a regime switching model of logistics cycle based on markov switching. This regime switch model could identify the asymmetry of logistics cycle.
IV) The stochastic characteristics of logistics operation. Build an extracting model of logistics stochastic characters based on factors separating. This extracting model might pick up the stochastic factor of logistics and so the stochastic characteristics of logistics operation could be analyzed.
V) The empirical analysis of Chinese logistics operation. Gain the basic characteristics of Chinese logistics operation. Those basic characteristics are:i) There experienced4stages during time from1950to2009. The difference between stages is caused mainly by the institution changes, ii) The growth rate path of logistics average labor output agrees with a growth curve well, iii) There are7ascend-to-descend cycles which average length is6.8year during time from1950to2009, and now is in the8th cycle. As take to the intensity of fluctuation, the longer cycle fluctuate bigger than the shorter one. iv) There is significant comovement in the logistics cycle, means cycles between many logistics aspects are generally coincident both in recession and boom, v) There is obvious asymmetry in the logistics cycle, that is the average length of recession time and that of boom time are not same at all. And vi), the stochastic characters has a very little effect to the logistics operation. The stochastic characters itself follows not other statistical distributions but a random walk.
本论文在借鉴宏观经济理论的基础上,建立物流业运行基本特征理论体系,主要从物流业运行表征指标、物流业运行增长性特征、物流业运行周期性特征和物流业运行随机性特征对该体系进行系统研究,并以此为依据,对我国物流业运行特征进行实证分析。论文研究主要内容包括以下几个方面。
(1)物流业运行表征指标。设计一种选取物流业运行一致指标的方法和一种构造物流业运行指数的方法,得到表征物流业运行各方面特征的物流业运行一致指标和表征物流业运行整体特征的物流业运行指数,这两项物流业表征指标均以现行的国民经济与社会统计数据为基础,可有效解决物流统计制度建立较晚,物流统计数据不完善的问题。
(2)物流业增长性特征。分析物流制度变迁、物流技术进步水平、物流人力资本投入、物流物质资本投入和物流劳动力投入等因素在物流业增长中的作用,建立基于生产函数分析的物流业增长路径模型,该模型可有效模拟物流业运行的增长路径。
(3)物流业周期性特征。设计一种基于HP滤波、BP滤波、谱密度的物流业运行周期的测定方法,可对物流周期的平均周期长度和经历波动次数给出较可靠的测定。构建基于多变量动态因子的物流公共周期状态空间模型并设计了求解算法,可对物流周期的共变性特征进行有效识别。构建基于马尔科夫机制转换的物流周期机制转换模型并设计求解算法,可有效识别物流周期的非对称性特征。
(4)物流业随机性特征。构建基于成分分离的物流业随机成分提取模型并设计了求解算法,可有效提取物流业运行的随机成分进而分析其随机性特征。
(5)我国物流业运行基本特征实证分析。获得中国物流运行的基本特征：ⅰ)中国物流增长自1950年至今可划分为四个阶段,各阶段物流增长轨迹的不同主要由物流制度变迁引起；ⅱ)中国物流业平均劳动产出增长率路径遵循一条增长曲线；ⅲ)中国物流业1950-2009年间,共经历了7次先升后降的增长周期,平均周期长度为6.8年,目前正处于第8个周期之中；ⅳ)中国物流业周期具有较明显的共变性特征,物流业各方面在周期波动上表现出较强的同步性；ⅴ)中国物流业周期具有较明显的非对称性特征,周期的平均收缩期和平均扩张期长度具有明显差异；ⅵ)从对物流业运行的影响程度的大小来考察,中国物流业随机性成分对物流业运行的影响是极其微弱的,从物流业运行随机性成分自身的规律性来考察,中国物流业随机成分基本遵循随机游走过程,不具备其它类型的典型统计分布特征。
The logistics has experienced more than one hundred years history since its generation. To study the basic operation characteristics of logistics systematically, time is preliminary ripen. Studying the basic operation characteristics of logistics could make a contribution to shorten the lag between logistics operation characteristics theory and logistics operation practice, which would explain regularity Phenomenon during the logistics operation. It is significant to explore the best operation path of Chinese logistics, to monitor and warn the logistics operation, to smooth the fluctuation of logistics operation, and to support government policy making also.
This dissertation builds a framework of the logistics operation characteristics theory based on macroeconomics theory. Study the logistics operation characteristics of growth, cycle and stochastic characters separately. And then make an empirical analysis with Chinese logistics operation. The main works of this dissertation are as follows.
I) The indicators of logistics operation. Give methods to choose the coincident indicators of logistics operation and to build the index of logistics operation. Both indicators and index are based on data from the national economic and social statistics, which can make up the lack of logistics data caused.
II) The growth characteristics of logistics operation. Analyze effects of the logistics institution changes, the logistics technology progress, the logistics human capital investment, the physical capital input, and the logistics labor input in logistics growth. Bring up a dynamic mechanism of logistics growth. Build a logistics growth path model based on production function analysis. This model could simulate the logistics growth path effectively.
III) The cycle characteristics of logistics operation. Design methods to measure the logistics cycle based on the integration of HP Filter, BP Filter and spectrum density. This method would measure both the length and times of logistics cycle validly. Construct a state space model of common logistics cycle based on multivariable dynamic factors. This state space model may identify the comovement of logistics cycle. Build a regime switching model of logistics cycle based on markov switching. This regime switch model could identify the asymmetry of logistics cycle.
IV) The stochastic characteristics of logistics operation. Build an extracting model of logistics stochastic characters based on factors separating. This extracting model might pick up the stochastic factor of logistics and so the stochastic characteristics of logistics operation could be analyzed.
V) The empirical analysis of Chinese logistics operation. Gain the basic characteristics of Chinese logistics operation. Those basic characteristics are:i) There experienced4stages during time from1950to2009. The difference between stages is caused mainly by the institution changes, ii) The growth rate path of logistics average labor output agrees with a growth curve well, iii) There are7ascend-to-descend cycles which average length is6.8year during time from1950to2009, and now is in the8th cycle. As take to the intensity of fluctuation, the longer cycle fluctuate bigger than the shorter one. iv) There is significant comovement in the logistics cycle, means cycles between many logistics aspects are generally coincident both in recession and boom, v) There is obvious asymmetry in the logistics cycle, that is the average length of recession time and that of boom time are not same at all. And vi), the stochastic characters has a very little effect to the logistics operation. The stochastic characters itself follows not other statistical distributions but a random walk.
引文
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