- 學位論文
層級貝氏動態迴歸模型--探討消費者價格彈性之變化
The Hierarchy Bayesian Dynamic Regression Model
摘要
本研究建立層級貝式動態迴歸模型，針對美國鮪魚罐頭市場作研究以觀察消費者的價格敏感度，對於Dickson的動態競爭理論提出驗證。並探討價格彈性的變化對於零售商在做定價決策時的行銷策略意涵。 根據上述的研究目的，本研究首先探討廠商的定價策略，且定價方式如何改變市場上的價格結構以及消費者的價格敏感度。廠商在制訂價格策略時，會以消費需求來設定價格上限，並以成本來設定價格下限。消費者對於價格變化的敏感度會利用價格彈性來衡量。同時，消費者的價格彈性也可能會影響廠商在價格上的調整。 此外，針對絕對價格的變動會影響品牌銷量市場佔有率的變動，而市佔率變動的過程呈現時間動態序列。根據Dickson（1992）「理性的競爭理論」（competitive rationality theory），提出一動態供（廠商的定價）需（消費者反應）互動關係，並且藉由層級貝式理論建立層級貝式動態迴歸模型，用以估計出供需之間的變動值，證明消費者的價格敏感度呈現時間動態變化，且加入二個影響消費者自我價格彈性變化的因素。 在模型運用上，本研究採用的模型估計值與依據最大概似估計法（OLS）的比較結果發現，本模型在估計上偏誤較小。 最後，本研究發現消費者的價格彈性的確會隨時間而變化，且市場上的相對價格與絕對價格的變動是相關的，並會對於消費者的價格彈性造成影響。當消費者價格彈性變動後，廠商的價格也隨著變動。如此循環的過程，符合了Dickson的動態競爭理論。 對於廠商而言，要能夠察覺消費者購買行為的改變，並能夠有效分辨消費者的消費型態，而價格彈性可做為廠商在做定價策略以及後續行銷策略的參考，例如差別取價的方式、降價的幅度以及品牌的選擇等。
並列摘要
The main idea of this thesis is to build a Hierarchy Bayesian dynamic regression model to analyze consumer price sensitivity by using the tuna scanner data from Chicago Jewel Food Store Co. and further to afford retailer marketing strategy, and to examine the Dickson’s competitive rationality theory. According to the issue mentioned above, this thesis first analyzes the retailer’s pricing strategy and how to change the price structure and consumer’s price sensitivity. When retailers make pricing decision, they might set the ceiling price base on demand of consumption, and the bottom-line price by production cost. Others, the heterogeneity in consumer’s response to the changes of price structure would affect the retailer’s adjustment of price strategy. Besides, the change of absolute price would affect the change of market share and performs time-varying mode. On the basis of Dickson’s competitive rationality theory, this thesis affords a dynamic interaction between supply (retailer’s pricing strategy) and demand (consumer’s reaction). Through the Hierarchy Bayesian dynamic regression model adding some influences factors, this thesis try to predict the price elasticity and to prove the dynamic changes of consumer’s elasticity. Finally, this thesis found that the price elasticity would change with time, and there are some relevance between the change of relative price and absolute price that also affect consumer’s price elasticity. Further, retailer’s price would change when consumer’s price elasticity change. There is cyclic interaction between retailer price strategy and consumer reaction. The implication of this study for retailer is followed: successful retailers should figure out the changes of purchasing behavior and to recognize the purchasing style. The price elasticity could be the foundation to make the pricing strategy and further marketing strategy, for example, price discrimination strategy, chosen brands etc