共查询到20条相似文献,搜索用时 31 毫秒
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This article investigates the theoretical and empirical properties of a true cost-of-living index under conditions of changing preferences. A family of true indexes is defined based on the notion of the current utility function. A particular index, based on the previous period's utility level, is then defined. Given this definition, a true cost-of-living index is computed based on a quadratic expenditure system estimated with quarterly data from 1960–1981. For empirical purposes, changes in preferences are represented by the linear habit formation hypothesis. This index is then compared with Paasche and Laspeyres indexes. The true cost-of-living index grows somewhat faster than either the Paasche or Laspeyres index. It also displays considerably more variability. 相似文献
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To begin with, the paper reassure that the traditional indexes such as Paasche’s index and Fisher’s ideal index all have their own merits and limits, and then the economic interpretation of three kinds of indexes is described. Based on the system analysis, the paper designs a index methodology system. The paper also combines the economic meaning of index with index system, thus build a theoretical background for China’s factor analysis system. 相似文献
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通过对拉氏和帕氏物价指数的讨论,明确了物价综合指数之间的相互关系和物价综合指数的数学性质,找到了物价综合指数的变化特点。在保持原有指数特性的前提下,提出了新的综合指数改进方案,并对其进行了检验。检验表明,新的综合指数方案计算简便,能够准确地反映物量和价格的变化,并且误差较小。 相似文献
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Jacek Białek 《统计学通讯:理论与方法》2013,42(5):943-952
In this article, we propose a general formula for aggregative price indices that satisfies most postulates coming from the axiomatic price index theory. We show that the ideal Fisher index, Laspeyres and Paasche formulas, and a lot of other indices are particular cases of the proposed formula. Moreover, using the general formula we can easily define new indices, that would satisfy given postulates. We also present an interesting result for the proposed formula. 相似文献
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Richard Valliant 《商业与经济统计学杂志》2013,31(4):409-422
Estimation of price indexes in the United States is generally based on complex rotating panel surveys. The sample for the Consumer Price Index, for example, is selected in three stages—geographic areas, establishments, and individual items—with 20% of the sample being replaced by rotation each year. At each period, a time series of data is available for use in estimation. This article examines how to best combine data for estimation of long-term and short-term changes and how to estimate the variances of the index estimators in the context of two-stage sampling. I extend the class of estimators, introduced by Valliant and Miller, of Laspeyres indexes formed using sample data collected from the current period back to a previous base period. Linearization estimators of variance for indexes of long-term and short-term change are derived. The theory is supported by an empirical simulation study using two-stage sampling of establishments and items from a population derived from U.S. Bureau of Labor Statistics data. 相似文献
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One of the areas receiving little attention in the past in index-number theory is providing standard errors for the index number estimates. Recently, Clements and Izan and Selvanathan used the stochastic approach to index numbers to derive standard errors for the rate of inflation and Laspeyres and Paasche index numbers. In this article, we use this approach to compute standard errors associated with purchasing power parities computed using Geary-Khamis aggregation procedure in the International Comparisons Project of the United Nations. We assess the quality of the standard errors using Efron's bootstrap technique. 相似文献
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The recently developed rolling year GEKS procedure makes maximum use of all matches in the data to construct nonrevisable price indexes that are approximately free from chain drift. A potential weakness is that unmatched items are ignored. In this article we use imputation Törnqvist price indexes as inputs into the rolling year GEKS procedure. These indexes account for quality changes by imputing the “missing prices” associated with new and disappearing items. Three imputation methods are discussed. The first method makes explicit imputations using a hedonic regression model which is estimated for each time period. The other two methods make implicit imputations; they are based on time dummy hedonic and time-product dummy regression models and are estimated on bilateral pooled data. We present empirical evidence for New Zealand from scanner data on eight consumer electronics products and find that accounting for quality change can make a substantial difference. 相似文献
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腐败治理是一项复杂的社会工程。目前,中国进入全面深化改革的新时期,如何处理好反腐败与市场经济改革、政府治理、制度安排之间的关系,成为当前改革的重点与难点。利用中国2000—2013年宏观面板数据,系统分析了市场化程度、政府治理和制度安排因素对反腐败的影响机制。研究发现:市场化程度提升能够起到消减腐败的作用。政府治理对反腐败影响较为复杂,政府规模表现为规模越大,治理能力越完善,越有助于减少腐败,但子指标公职人员相对工资水平与反腐败相关性较为模糊,需要理性看待现阶段"高薪养廉"的作用。制度安排特别是法治化和信息化水平的提升起到了显著减少腐败的作用,佐证了全面推进依法治国和加强信息化建设对反腐倡廉的必要性。 相似文献
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Marshall B. Reinsdorf 《商业与经济统计学杂志》2013,31(2):152-160
This article considers how scanner data could be used in constructing component indexes for the U.S. Consumer Price Index. One product, coffee, in two cities generates over 1.8 million observations in just over two years, so coping with the sheer volume of data would be a challenge. Some other findings are (1) some aggregation of prices into “unit-value” averages is necessary for practical reasons and to avoid bias, (2) chained Laspeyres indexes are very high, (3) “modified” Laspeyres indexes have some upward bias but much less than a true Laspeyres index, (4) Fisher ideal or modified Edgeworth indexes perform well, and (5) aggregating prices across outlets to form city-level unit values reduces the discrepancies between index-number formulas. 相似文献
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扫描数据是一种新的统计数据来源,在消费者价格指数编制中拥有很大的优势。国外统计部门从一开始就非常重视对这一新的数据来源的应用研究和实践。本文分析了荷兰、挪威、瑞士和瑞典四国目前应用扫描数据编制CPI的情况,选择奶酪和啤酒两个基本分类,分别运用Jevons和T?rnqvist公式编制CPI基本分类指数,编制结果与RYGEKS基准指数进行比较分析,分析显示:Jevons链指数与RYGEKS指数比较有下行偏差,且偏差较大;T?rnqvist链指数与RYGEKS指数比较偏差方向不明但差异较小。偏差的上行或下行不仅与公式的选择有关,还与产品的性质有关。根据国外的经验和本文的研究结果,提出我国应用扫描数据编制CPI的研究方向和建议。 相似文献
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近年来,许多学者从理论和实证方面证明聚集效应在外商直接投资(FDI)区位决策中发挥着决定性作用。在相关的实证分析中,不同学者选用不同的指标来反映聚集效应,没有统一的标准,带有很大的主观性。文章试图尽可能全面地选取反映聚集效应的指标,用因子分析的方法,建立聚集效应的综合指标评价体系。通过选用2002年全国30个省区的数据,对全国各省区的FDI和聚集效应综合评价指标进行排序,最后得出结论:FDI流入多的省区,其聚集效应明显。进而说明聚集效应是吸引FDI的重要因素。 相似文献
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Nien Fan Zhang 《Journal of applied statistics》1998,25(4):559-574
Process capability indexes are widely used in the manufacturing industries and by supplier companies in process assessments and in the evaluation of purchasing decisions. One concern about using the process capability indexes is the assumption of the mutual independence of the process data, because, in process industries, process data are often autocorrelated. This paper discusses the use of the process capability indexes Cp and Cpk when the process data are autocorrelated. Interval estimation procedures for Cp and Cpk are proposed and their properties are studied. 相似文献
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P. H. Chau Paul S. F. Yip Jisheng S. Cui 《Journal of the Royal Statistical Society. Series C, Applied statistics》2003,52(2):237-248
Summary. The human immunodeficiency virus–acquired immune deficiency syndrome (HIV–AIDS) epidemic in Hong Kong has been under surveillance in the form of voluntary reporting since 1984. However, there has been little discussion or research on the reconstruction of the HIV incidence curve. This paper is the first to use a modified back-projection method to estimate the incidence of HIV in Hong Kong on the basis of the number of positive HIV tests only. The model proposed has several advantages over the original back-projection method based on AIDS data only. First, not all HIV-infected individuals will develop AIDS by the time of analysis, but some of them may undertake an HIV test; therefore, the HIV data set contains more information than the AIDS data set. Second, the HIV diagnosis curve usually has a smoother pattern than the AIDS diagnosis curve, as it is not affected by redefinition of AIDS. Third, the time to positive HIV diagnosis is unlikely to be affected by treatment effects, as it is unlikely that an individual receives medication before the diagnosis of HIV. Fourth, the induction period from HIV infection to the first HIV positive test is usually shorter than the incubation period which is from HIV infection to diagnosis of AIDS. With a shorter induction period, more information becomes available for estimating the HIV incidence curve. Finally, this method requires the number of positive HIV diagnoses only, which is readily available from HIV–AIDS surveillance systems in many countries. It is estimated that, in Hong Kong, the cumulative number of HIV infections during the period 1979–2000 is about 2600, whereas an estimate based only on AIDS data seems to give an underestimate. 相似文献
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全球金融危机使各国财政赤字激增,通胀问题日益严重,通胀治理成为各国关注的焦点。与货币数量理论相比,新近发展的价格水平决定的财政理论(FTPL)对于解释通货膨胀的成因和提出通胀治理建议更有优势。本文基于FTPL视角,选取我国1982—2011年度数据,应用状态空间模型识别政策在价格决定中的作用区制,结果表明1982—1996为M区制,1997—2011为F区制;再选取1997—2011季度数据,应用SVAR法结合货币政策研究F区制下财政政策对通货膨胀的短期和长期动态效应,实证研究表明财政政策比货币政策对通胀的影响更大,而且财政政策对通货膨胀有长期效应,结合中国经济的实际情况,我们认为货币政策不是导致近年来通胀的主要成因,抑制通胀要依靠财政政策,应实行相机选择的财政政策来实现物价稳定和经济可持续发展的宏观调控目标。 相似文献
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本文在非线性模型框架下拟合中国主要股价指数的真实数据生成过程,并提出股市泡沫风险识别方法,较Phillips et al.(2011)提出的上确界单位根(SADF)方法具备更好的效果,能够精准预判股市泡沫风险进而为防范化解金融风险的政策措施提供参考。实证检验发现,主要股价指数的波动均存在逻辑平滑转换自回归(LSTAR)模型描述的非线性特征,自推出以来,四大股价指数均存在泡沫风险,上证指数存在六个主要的持续期,深圳成指存在四个主要的持续期,沪深300指数存在两个主要持续期,而创业板指数存在三个持续期。总体来看,创业板指数的泡沫生成时间会先于其它三大指数,可以作为预警中国股票市场泡沫风险的先行指标,且2015年7月之后的中国股票市场并不存在泡沫风险。 相似文献