节点文献
基于CPI分类权重优化视角的我国核心通货膨胀率测算
Measurement on China’s Core Inflation from the Perspective of CPI Categorization Weight Optimization
【摘要】 针对我国CPI统计中所存在的权重偏误等问题,以自有住房支出估计和CPI分类权重测度为突破口,根据国外官方统计部门和央行机构普遍采用的剔除法和截尾平均法测算了我国的核心通货膨胀率。结果显示,测算结果较好地反映了一般价格水平的长期变化情况,具有相对的稳定性,剔除法的测算结果整体上优于截尾平均法;在剔除法的应用中,分类项目的进一步细化有助于获得稳定性更强、"削峰平谷"效果更好的核心通货膨胀率序列;通过剔除法的测算结果来看,核心通货膨胀率序列较好地契合了我国货币政策窗口期。
【Abstract】 The paper analyzes the existence problems of weight bias in China’s CPI statistics firstly,and then by making the estimated expenditures in owner-occupied housing and the measurement of CPI categorization weight as the breakthrough,the paper measures the core inflation rate by using excluding method and the trimmed mean method which are generally adopted by foreign official statistics departments and central agencies.The result shows that:the measurement can better reflect the long-term changes of the general price level,the result is relative stability;and the excluding method is better than the trimmed mean method overall.In the application of the excluding method,the classification project’s further refinement is helpful to get better core inflation rate sequence which is more stable and more smooth.From the measurement results,the core inflation sequence better fits the "window period" of monetary policy.
【Key words】 Categorization Weight; Owner-occupied Housing; Inflation; Excluding Method;
- 【文献出处】 数量经济技术经济研究 ,The Journal of Quantitative & Technical Economics , 编辑部邮箱 ,2014年09期
- 【分类号】F822.5;F224
- 【被引频次】28
- 【下载频次】1008