2005年OECD国家购买力平价比较结果分析

本文在经济合作与发展组织(OECD)新一轮购买力平价比较结果基础上,对2005年OECD各个国家的价格水平、经济实力、生产率进行了对比、分析。     

购买力平价汇总方法及评价

在国际比较项目中,有多种购买力平价汇总方法,应根据经济研究的目的和需要选择不同的方法,取得相对合理的比较结果。本文主要介绍在国际比较项目中常用的星形法、BIS法、CK法、最小间隔树法,研究各种方法在实际应用中的优缺点,并通过统计数据分析各种方法对比较结果的影响。     

世界银行的购买力平价体系研究^1

世界银行于2008年2月公布了国际比较的最终结果,中国只有11个城市参与这次国际比较。这种滞后局面出现的主要原因之一就是中国对ICP研究的落后,其中最关键的就是购买力平价计算方法的研究极其落后。本文以这些计算方法为研究对象,探讨这些方法的新进展及优缺点等,为方法的深入研究奠定必要基础。     

2011年新一轮国际比较项目（ICP）方法改进

 由联合国、世界银行等国际组织联合实施的2011年一轮国际比较项目（ICP）已进入实际调查阶段。新一轮ICP活动在价格调查设计,购买力平价（PPP）汇总和连结方法,投资品、住房、政府服务等不可贸易品的比较,贫困PPP测算、非基准年PPP推算、国内地区间价格水平比较等10大难题上提出解决方案,以此改进ICP项目技术方法,提高数据质量。     

地区购买力平价指数及其编制方法

文章借鉴购买力平价学说和物价指数原理,以广州市和中山市为例,尝试性地提出了一种编制静态地区购买力平价指数和动态地区购买力平价指数的思路和方法.     

对购买力平价方法若干问题的探讨

一、开展购买力平价研究的作用和问题由于我国的统计核算基础薄弱,加上出于其他方面的考虑,我们一直没有参加ICP项目。涉及到国际比较时,一般都是限于用汇率换算成美元的方法。但用汇率作用国际比较的依据会遇到不少问题。进行经济实力的比较。经过开放改革近十年的经济建设,我们和先进国家的差距是缩小了还是继续拉大?从统计数字看,1980—1988年,我国人均国民生产总值年平均实际增长率为9.2％,远高于美国同期3.1％和日本4.0％的增长速度。据此分析,差距应是缩小了.     

购买力平价方法简介

GDP总量及其人均水平的国际比较是经济分析研究的重要内容,也是行政决策的主要依据。GDP国际比较通常应满足如下三个条件:     

当前全球国际比较项目（ICP）的进展及其基本方法

摘　　要:自2003年开始,历时4年之久的2003-2006年一轮全球国际比较项目已渐近尾声,比较结果也即将公布。本文将着重阐述当前一轮全球国际比较项目活动的进展和变化,介绍全球购买力平价测算的基本方法,分析本轮项目对我国统计工作的启示,便于人们更清晰地了解全球比较结果的背景。     

购买力评价理论的应用探析

购买力平价主要运用于均衡汇率确定和国际经济比较中,文章通过分析购买力平价的理论及其理论的假设前提,针对购买力平价在现实运用中的局限性进行研究,旨在分析和比较将购买力平价理论运用于均衡汇率决定和国际经济比较中存在的差异,以探讨购买力平价理论在现实运用中的价值。     

研发支出资本化核算及对GDP和主要变量的影响

本文依据2008年SNA,阐述了GDP核算框架中的R&D支出资本化核算处理、基本分类和基本方法,分别从生产法GDP核算、收入法GDP核算和支出法GDP核算三个角度,系统梳理了各种不同类型研发活动的资本化核算对GDP核算和相关主要变量的影响,详细讨论了自给性生产与以出售为目的生产、市场生产者与非市场生产者的区别。研究结果表明,不同类型研发活动的资本化核算方法有所不同,对GDP核算的影响也有所不同。总体而言,在研发支出资本化后,从生产法看,总产出和增加值有所增加,中间消耗有所减少;从收入法看,劳动者报酬和生产税净额保持不变,固定资产折旧和营业盈余增加;从支出法看,资本形成总额有所增加,政府消费有所减少,居民消费和净出口保持不变。同时,本文还讨论了开放经济中研发出口和进口核算的问题。     

购买力平价（PPP）测算方法研究评述与展望

购买力平价（PPP）可为发行不同货币的国家间比较提供比汇率法更加可靠的数据基础,因此其在国际经济比较领域的应用日益广泛。本文对现有的PPP测算方法按照指数法和随机法两大板块进行了综述,包括了传统的EKS法、最小间隔树法、链式法、星形法、平均价格法、原始CPD法、CPRD法等基本方法,以及此后发展的加权EKS法、特征CPD法、空间CPD法和加权CPD法,简要评述了这些方法的基本思想及各自的优缺点。随后,本文详尽总结了两大类方法的发展脉络,深入探讨了这些方法的适用性问题,并作了研究展望。     

构建贫困购买力平价的两个关键点

目前，国际上出现了一种全新的测量贫困程度的方法——贫困购买力平价法。将这种新方法与原有的贫困线和贫困指数等进行对比分析，并尝试性地归纳出构建贫困PPP的两个关键点——汇总方法和数据收集。同时，汇总方法和数据收集也是构建贫困PPP的难点。     

2011年一轮国际比较项目的进展和创新

2011年一轮国际比较项目将于2010年10月20日首个世界统计日正式启动。本文介绍此轮ICP项目的进程和创新情况。     

我国参加国际比较项目（ICP）的演变历程

 自1993年以来,我国先后5次以不同形式开展国际比较项目（ICP）调查活动,更深入、更广泛地融入到国际统计体系之中。每次调查的基准期、调查范围、比较对象、比较方法、组织方式各不相同,比较结果也各不相同。我国参加ICP的演变历程见证了政府统计发展和能力提高的过程。     

Weighted Wilcoxon Estimates for Autoregression

This paper explores the class of weighted Wilcoxon (WW) estimates in the context of autoregressive parameter estimation, giving special attention to three sub-classes of so-called WW-estimates. When the weights are constant, the estimate is equivalent to using Jaeckel's estimate with Wilcoxon scores. The paper presents asymptotic linearity properties for the three sub-classes of WW-estimates. These properties imply that the estimates are asymptotically normal at rate n ^½. Tests of hypotheses as well as standard errors for confidence interval procedures can be based on such results. Furthermore, the estimates can be computed with an L ₁ regression routine once the weights have been calculated. Examples and a Monte Carlo study over innovation and additive outlier models suggest that WW-estimates can be both robust and highly efficient.     

Threshold Cointegration and the PPP Hypothesis

Self-Exciting Threshold Autoregressive (SETAR) models are a non-linear variant of conventional linear Autoregressive (AR) models. One advantage of SETAR models over conventional AR models lies in its flexible nature in dealing with possible asymmetric behaviour of economic variables. The concept of threshold cointegration implies that the Error Correction Mechanism (ECM) at a particular interval is inactive as a result of adjustment costs, and active when deviations from equilibrium exceed certain thresholds. For instance, the presence of adjustment costs can, in many circumstances, justify the fact that economic agents intervene to recalibrate back to a tolerable limit, as in the case when the benefits of adjustment are superior to its costs. We introduce an approach that accounts for potential asymmetry and we investigate the presence of the relative version of the purchasing power parity (PPP) hypothesis for 14 countries. Based on a threshold cointegration adaptation of the unit root test procedure suggested by Caner & Hansen (2001), we find evidence of an asymmetric adjustment for the relative version of PPP for eight pairs of countries.     

呆坏账核算的修订及其对我国核算影响的研究——1993年SNA修订问题研究系列之七

一、问题的提出1997年亚洲金融危机后,许多国家的银行和政府出现了大量的呆坏账,因此,泰国当局向国际国民核算工作组(ISWGNA)提出如何处理呆坏账的问题,希望工作组就应付利息计算给予解释,并确定一个标准和方法来冲销呆坏账,此方法应与其他主要宏观经济统计体系(国际收支、政府财政、货币与银行统计)保持一致。从我国的实际情况看,我国商业银行特别是四大国有商业银行中也存在大量的呆坏账,2005年全部商业银行不良贷款余额为1·3万亿元,不良贷款率为8·6%,其中很多不良贷款变为呆坏账(见表1)。所以,我国也面临着同样的呆坏账核算问题,研…     

A monte carlo study on two methods of calculating the mle's covariance matrix in a seemingly unrelated nonlinear regression. *

Econometric techniques to estimate output supply systems, factor demand systems and consumer demand systems have often required estimating a nonlinear system of equations that have an additive error structure when written in reduced form. To calculate the ML estimate's covariance matrix of this nonlinear system one can either invert the Hessian of the concentrated log likelihood function, or invert the matrix calculated by pre-multiplying and post multiplying the inverted MLE of the disturbance covariance matrix by the Jacobian of the reduced form model. Malinvaud has shown that the latter of these methods is the actual limiting distribution's covariance matrix, while Barnett has shown that the former is only an approximation.

In this paper, we use a Monte Carlo simulation study to determine how these two covariance matrices differ with respect to the nonlinearity of the model, the number of observations in the dataet, and the residual process. We find that the covariance matrix calculated from the Hessian of the concentrated likelihood function produces Wald statistics that are distributed above those calculated with the other covariance matrix. This difference becomes insignificant as the sample size increases to one-hundred or more observations, suggesting that the asymptotics of the two covariance matrices are quickly reached.     

A monte carlo study on two methods of calculating the mle's covariance matrix in a seemingly unrelated nonlinear regression.

Econometric techniques to estimate output supply systems, factor demand systems and consumer demand systems have often required estimating a nonlinear system of equations that have an additive error structure when written in reduced form. To calculate the ML estimate's covariance matrix of this nonlinear system one can either invert the Hessian of the concentrated log likelihood function, or invert the matrix calculated by pre-multiplying and post multiplying the inverted MLE of the disturbance covariance matrix by the Jacobian of the reduced form model. Malinvaud has shown that the latter of these methods is the actual limiting distribution's covariance matrix, while Barnett has shown that the former is only an approximation.

In this paper, we use a Monte Carlo simulation study to determine how these two covariance matrices differ with respect to the nonlinearity of the model, the number of observations in the dataet, and the residual process. We find that the covariance matrix calculated from the Hessian of the concentrated likelihood function produces Wald statistics that are distributed above those calculated with the other covariance matrix. This difference becomes insignificant as the sample size increases to one-hundred or more observations, suggesting that the asymptotics of the two covariance matrices are quickly reached.