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价格指数数的回顾性计算:理论与应用

Retrospective Computations of Price Index Numbers: Theory and Application

Review of Income and Wealth · 2022
被引 5
人大 BABS 3

中文导读

针对拉氏消费者价格指数因权重信息过时而产生向上偏差的问题,提出了简单透明的修正方法,可生成一致的长时序数据,并分解偏差到各产品组。案例验证了理论,方法适用于多数国家CPI及其他价格水平指标。

Abstract

Due to outdated weighting information, a Laspeyres‐based consumer price index (CPI) is prone to accumulating upward bias. Therefore, the present study introduces and examines simple and transparent revision approaches that retrospectively address the source of the bias. They provide a consistent long‐run time series of the CPI and require no additional information. Furthermore, a coherent decomposition of the bias into the contributions of individual product groups is developed. In a case study, the approaches are applied to a Laspeyres‐based CPI. The empirical results confirm the theoretical predictions. The proposed revision approaches are adoptable not only to most national CPIs but also to other price‐level measures such as the producer price index or the import and export price indices.

价格指数消费者价格指数计量经济学宏观经济学货币政策