GDP指数随机化分析

指数是用于计算事物变动,特别是用于计算不可直接加总的现象之间综合变动情况的一种相对数,按照不同的划分标准,指数可以分为单指数、综合指数,或者质量指数、数量指数等。指数分析是统计学的一个重要的分析方法。一般的指数分析包括绝对数分析和相对数分析,相对数分析是分析综     

几种常规综合评价方法的比较

对客观事物的评价,往往需要多个指标以评价其优劣,而这些指标之间,有的是无法直接加总的,这时必须采用综合评价法.所谓综合评价法,就是根据统计研究的目的,以统计资料为依据,借助一定的手段和方法,对不能直接加总的、性质不同的项目进行综合,得出概括性的结论,从而揭示事物的本质及其发展规律的一种统计分析方法.其一般程序为:首先选择并确定研究课题,建立评价项目体系,继而确定评价项目的权数,最后选择单项目的评价方法并综合评价结果.其中评价结果的综合,常用的方法就是常规综合评价法,常规综合评价法又称经典的综合评价法,一般指不涉及模糊数学、多元统计分析等其它学科的综合评价方法,也是目前在实际中应用较为广泛的方法.     

加总模式变迁视角下系统性金融风险研究演进评述

系统性金融风险分析框架的选取问题是理论与实务界对系统性金融风险研究争论的焦点之一。建立完善的分析框架需要立足于合理的宏观加总,而用于构建系统性金融风险分析框架的加总模式主要包括简易累加、新古典宏观加总和宏观审慎原则下的新加总模式。对不同加总模式下的系统性金融风险研究成果进行纵向梳理与横向比较分析发现:当前对于系统性金融风险的研究应着眼在货币量值加总的基础上,形成具备一定理论基础的整体分析框架。     

非市场教育服务产出的核算方法探讨

教育服务部门是非市场服务中的一个重要部门,由于非市场服务部门缺少相应的市场价格,因此各教育部门服务产出的质量差异不能够通过市场价格反映出来,在对不同部门的教育服务产出进行综合加总时存在困难.文章从教育服务质量调整的角度出发,对中国的高等教育服务质量调整提出了一些建议和看法.     

综合考评指标体系的政策导向

过去对企业或部门的经济考评往往采用产值或利润等单一指标,这种考评方法的政策导向是促使企业或部门单纯追求该指标的最优化,其副作用是显而易见的.为了避免这些不足,现在对企业或部门的经济考评往往改为综合考评指标体系,即选用多个指标,再以某种方式对其进行加总,成为一个综合指标,然后以这个综合指标值对企业或部门进行评价或考核.如国家统计局的“工业经济效益评价考核指标体系”就属于这类综合考评指标体系.因为在这种综合考评指标体系中,有多个指标且有些指标本身是复合指标,所以单个指标的改善对综合指标的作用并不直观,从而从某种程度上避免了企业或部门单纯追求某个指标的最优化.     

论股价指数

论股价指数夏南新一、股价指数的概述统计学中的指数有广义和狭义之分。广义指数可泛指社会经济现象数量变动的相对数，一般的发展速度指标等均可以称为指数。狭义指数是指只用于反映在社会经济现象中不能直接加总的多要素所组成的复杂现象总体数量上的变动。迄今，世界上...     

因子分析与经济效果的综合评价

自1982年开始进行16项(后为18项)工业主要经济效果指标统计以来,如何利用这些数据对各地区的经济效果进行综合评价,这个问题一直没有得到圆满解决。现行经济效果的综合评价方法主要有两种:一是综合经济动态指数法。即以报告期若干指标与基期(上年同期)对应指标相比,分别按增长幅度计分,加总后为动态指数得分。二是综合经济效益指数法。即事先计算并给出若干指标的基值和权数,参加总分计算的指标减去相应的基值后,再加权计算出综合指数得分。这两种综合评分方法都存在着一定的缺陷。第     

一类指数问题的进一步研究与实证分析

国家比较是国际经济统计的重要领域。通过国际经济比较 ,可以了解世界各国社会经济实力和发展道路、人民生活水平以及变动趋势 ,了解我国在世界上的地位以及同外国的差距 ,形成较完整的、符合实际的认识 ,据此对我国 (地区 )的发展战略提出合理的建议 ,为党和政府的宏观决策提供依据。在国际双边及多边比较中 ,比较方法的选取十分重要 ,它是国际比较的一个重要环节。Ｇｅａｒｙ Ｋｈａｍｉｓ方法是联合国组织实施的国际比较项目 (ＩＣＰ)的最主要的加总方法之一。也是联合国ＩＣＰ推荐的由基本类ＰＰＰ综合为ＧＤＰ的ＰＰＰ的方法 ,它在整个…     

同度量因素与权数在经济分析中的区别与应用

同度量因素与权数问题是指数理论的-个重要问题.那么,什么是同度量因素呢?同度量因素等同于权数吗?对此,有的书上是这样理解的:所谓同度量因素,使得不同度量单位的现象总体转化为数量上可以加总,并客观上体现它在实际经济现象或过程上的份额或比重.     

按多目标规划原理综合评价经济效益方法的几点改进

社会经济现象是错综复杂的,所以许多同志主张用一套指标体系来考核经济效益,这样,就产生了如何对各项经济效益进行综合评价的问题。各种经济效益指标代表的经济内容不同,计量单位也不同,是不能直接汇总和对     

On indices of marginal and total production cost

In this paper we suggest cost indices that measure absolute changes in total and marginal production costs between two periods when factor prices change. The class of cost functions that generate equal total and marginal cost indices is characterized. A numerical illustration of the indices is provided using Indian cotton textile industry data.     

工业经济效益指标体系的再思考

为了适应社会主义市场经济的发展,国家统计局会同财政部、国家经贸委等有关部门对原有我国工业经济效益指标体系进行了修改,制订了一套新的工业经济效益综合评价考核指标体系,包括７项指标：总资产贡献率、资本保值增值率、资产负债率、流动资产周转率、成本费用利润率...     

我国证券市场债券指数编制及其实证研究

一、国际债券指数编制共性探析国际债券市场已经相当发达 ,其债券指数也比较成熟 ,研究其方法和特点将对我国证券市场债券指数的编制大有裨益。对国际上著名的债券指数系列 (主要包括美林 (MerrillLynch)债券指数、JP摩根 (JPMorgan)债券指数、雷曼兄弟 (LehmanBrothers)债券指数、索罗门史密斯邦尼 (SalomonSmithBarney)债券指数、道·琼斯 (DowJones)公司债券指数、摩根斯坦利资本国际 (MSCI)债券指数和HSBC债券指数等 )的编制方法和特点进行了逐一的剖析 ,发现它们存在着以下几方面的共性 :(一 )指数体系相当完整由于国际债券市…     

中国宏观经济发展‘97回顾和’98展望

中国宏观经济发展’９７回顾和’９８展望刘晓越ＡＢＳＴＲＡＣＴＴｈｅａｕｔｈｏｒｍａｄｅａｎａｌｙｓｉｓａｎｄｒｅｓｅａｒｃｈｏｎＣｈｉｎａ＇ｓｅｃｏｎｏｍｉｃｓｉｔｕａｔｉｏｎｉｎ１９９７ａｎｄｆｏｒｅｃａｓｔｆｏｒｔｈｅｍａｉｎｍａｃｒｏ－ｅｃｏｎ...     

Global sensitivity analysis using complex linear models

A global sensitivity analysis of complex computer codes is usually performed by calculating the Sobol indices. The indices are estimated using Monte Carlo methods. The Monte Carlo simulations are time-consuming even if the computer response is replaced by a metamodel. This paper proposes a new method for calculating sensitivity indices that overcomes the Monte Carlo estimation. The method assumes a discretization of the domain of simulation and uses the expansion of the computer response on an orthogonal basis of complex functions to built a metamodel. This metamodel is then used to derive an analytical estimation of the Sobol indices. This approach is successfully tested on analytical functions and is compared with two alternative methods.     

Reliability of indices of industrial production in developing countries:the case of Zambia, 1980–89

This paper describes problems met in the calculation of the new index of industrial production in Zambia. It discusses deficiencies of the old index and measures taken to remedy the situation. Comparison of the indices shows that the old index was very unreliable. The average error for most indices was as large, or larger, than their average year-to-year change. Thus it was almost impossible to distinguish real movements in the old index from error variations. Similar problems were found in other developing countries. It is likely that many indices currently in use in these countries are also unreliable.This paper describes problems met in the calculation of the new index of industrial production in Zambia. It discusses deficiencies of the old index and measures taken to remedy the situation. Comparison of the indices shows that the old index was very unreliable. The average error for most indices was as large, or larger, than their average year-to-year change. Thus it was almost impossible to distinguish real movements in the old index from error variations. Similar problems were found in other developing countries. It is likely that many indices currently in use in these countries are also unreliable.This paper describes problems met in the calculation of the new index of industrial production in Zambia. It discusses deficiencies of the old index and measures taken to remedy the situation. Comparison of the indices shows that the old index was very unreliable. The average error for most indices was as large, or larger, than their average year-to-year change. Thus it was almost impossible to distinguish real movements in the old index from error variations. Similar problems were found in other developing countries. It is likely that many indices currently in use in these countries are also unreliable.This paper describes problems met in the calculation of the new index of industrial production in Zambia. It discusses deficiencies of the old index and measures taken to remedy the situation. Comparison of the indices shows that the old index was very unreliable. The average error for most indices was as large, or larger, than their average year-to-year change. Thus it was almost impossible to distinguish real movements in the old index from error variations. Similar problems were found in other developing countries. It is likely that many indices currently in use in these countries are also unreliable.     

RISK PREFERENCES UNDER PRICE UNCERTAINTIES AND PRODUCTION RISK

This paper deals with estimation of risk preferences of producers when they face uncertainties in output and input prices, in addition to uncertainty in production (usually labeled as production risk). All these uncertainty components are modeled in the context of production theory where the producers maximize expected utility of anticipated profit. Risk preference functions associated with these uncertainties are derived without assuming a specific form of the utility function. Moreover, no distributional assumptions are made on the distributions of the random variables representing price and production uncertainties. A multi-stage estimation procedure is developed to estimate the parameters of the production function and risk preference functions associated with output price uncertainty, input price uncertainty and production risk. Production risk is specified in such a way that one can identify inputs with increasing, decreasing and constant production risks. Similarly, risk aversion behavior is specified in such a way that one can test for different types of risk aversion behavior.     

An entropic structure in capability indices

Abstract

Analysis capability indices for symmetric process in normal case is obtained via maximum entropy approach of distribution function of the data. In view of it, we have perused on production processes to be in statistical control. Generally a process is capable based on capability indices when its reasonable index was more than a known threshold value. Thus by conditioning on indices, the most general distribution is found out whose parameters can be approximated by using the data of process. Also analysis via Kullback-Leibler information measure based on the above arguments is obtained in the last part of the paper.     

Predicting body fat using weight–height indices

While body fat is the most accurate measure of obesity, its measurement requires special equipment that can be costly and time consuming to operate. Attention has thus typically focused on the easier to calculate body mass index (BMI). However, the ability of BMI to accurately identify obesity has been increasingly questioned. This paper focuses attention on whether more general body mass indices are appropriate measures of body fat. Using a data set of body fat, height, and weight measurements, general models are estimated which nest a wide variety of weight–height indices as special cases. In the absence of a race and gender categorisation, the conventional BMI was found to be the appropriate index with which to predict body fat. When such a categorisation was made, however, the BMI was never selected as the appropriate index. In general, predicted female body fat was some 10 kg higher than that of a male of identical build and predicted % body fat was over 11 percentage points higher, but age effects were smaller for females. Considerable racial differences in predicted body fat were found for males, but such differences were less marked for females. The implications of this finding for interpreting recent research on the effect of obesity on health, society, and economic factors are considered.     

A Comparison of Forecasting Accuracies of Alternative Regional Production Index Methodologies

This article examines the forecasting accuracies of various methods used by Federal Reserve Banks to estimate real value added by regional manufacturing industries. Using Texas manufacturing data and weighted forecasting accuracy measures consistent with index number construction for Texas, obtained results support the use of very simple methods based on the assumption of product exhaustion, allowing for technical change. More complex methods using Cobb-Douglas production functions estimated by Bayesian techniques did not perform as well, not because of lack of conceptual sophistication or appropriate prior information but probably because of the small number of observations and collinearity of the data that are available when constructing regional production indices. These results must be qualified. The weighted forecasting accuracy measures tend to obscure the fact that no one method is uniformly superior to the other methods for all industries. Given industry weights different from those for Texas, the results presented here could be reversed. Confirmation of the conclusions drawn await the results of other regional manufacturing studies.