价格指数与质量调整

【作者】 李琛琛；

【导师】 蒋萍；

【作者基本信息】 东北财经大学 ， 统计学， 2005， 硕士

【摘要】 如何准确地计算价格指数成为困扰各国统计机构的一个难题,而质量调整是目前影响价格指数准确性的重要因素之一。本文试就这一问题,在国内首次总结了目前为各国统计机构采用和研究的质量调整方法,其中着重介绍了比较受欢迎的Hedonic方法,希望能给国内的价格指数编制工作带来一些启示。文章从以下几个方面分别论述:引言介绍了价格指数质量调整问题的提出以及质量调整的必要性,指出由于技术进步的加快及一些商品本身的特点,使样本的“异质性”成为价格指数构建中面临的重大难题,传统的样本匹配法计算的价格指数误差太大,必须采用适合的方法进行质量调整。第一章是本文的重点,本章分两个部分介绍了目前较为常见的质量调整方法,比较了它们的优劣。其中第一部分列举了常用的质量调整方法,这些质量调整方法被很多统计机构采用,但是面临着新的挑战;第二部分介绍了本文提倡的Hedonic方法,从Hedonic假设、函数形式、具体运用方法等几个方面比较全面地阐述了这种为许多统计机构所关注的质量调整方法。为了让读者更进一步了解Hedonic法,第二章分别以荷兰新客车价格指数和德国房地产价格指数为例,说明Hedonic在实际中应用的具体问题,着重从变量选择、模型选择、数据处理等方面介绍。第三章和第四章以消费者价格指数为例,回顾了中国价格指数的编制历程,分析了目前现状,对中国消费者价格指数质量调整问题的改革方向提出了建议,最后一章给出了文章的结论。更多还原

【Abstract】 It is rather a difficult issue for statistical agencies how to estimate price index accurately, while quality adjustment is one of those factors which influence the accuracy. This paper is the first domestic try to bring together the adjustment methods applied by statistical agencies all over the world and emphasizes on Hedonic method which is popular nowadays. The author wishes it could bring some inspiration to the work in our country. There are five parts as follows:The introduction puts forward the issue and introduces the necessity of quality adjustment. It points out that due to rapid technology progress and uniqueness of some special commodity, "heterogeneity" of samples has become a difficult problem to statistical agencies. Traditional matched model method will lead to serious bias. Some adjustment methods should be taken to solve the problem.The first chapter contributes greatly to the paper. It discusses the adjustment methods in two parts and compares their advantages and disadvantages. The first part enumerates some traditional methods which are adopted by most of agencies. However, these methods face great challenge. The second part describes the Hedonic method which the author recommends strongly from following aspects: Hedonic hypothesis, function, estimation, etc.In order to help readers understand the Hedonic method more clearly, the second chapter cites two practical examples with Netherlands new passenger cars price index and German house price index. The examples show us how to apply the method in practice on the problems, such as choice of variables and models.The last two chapters review the Chinese CPI history and analyze its present status. The author gives some suggestions on quality adjustment issue for our country and draws some conclusions of the whole paper in the fourth chapter.更多还原