| CPI权重估计:基于约束变系数模型 |
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| 引用本文： | 罗玉波.CPI权重估计:基于约束变系数模型[J].数学的实践与认识,2011,41(15). |
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| 作者姓名： | 罗玉波 |
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| 作者单位： | 北京工商大学经济学院,北京100048;对外经济贸易大学博士后流动站,北京100029 |
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| 基金项目： | 教育部人文社科基金青年项目(10YJC630172);教育部人文社科规划基金项目(10YJA790271); 国家自然基金青年项目(71003022) |
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| 摘 要： | 居民消费价格指数编制中所采用的权重是近年来人们争论的热点之一,但目前权重的具体数值还没有权威发布.采用带约束变系数模型对2001年至2010年间我国CPI编制中采用的八大类权重进行了估计.相对于没有约束的估计,带约束条件的估计结果更加合理.结果揭示了权重的调整变化情况,同时也反映了近十年来我国居民消费结构的变化.
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| 关 键 词： | 居民消费价格指数 变系数模型 样条 绝对损失 |
Estimation of CPI Weights: A Constrained Varying Coefficient Models Approach |
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| LUO Yu-bo.Estimation of CPI Weights: A Constrained Varying Coefficient Models Approach[J].Mathematics in Practice and Theory,2011,41(15). |
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| Authors: | LUO Yu-bo |
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| Institution: | LUO Yu-bo~(1,2) (1.School of Economics,Beijing Technology and Business University,Beijing 100048,China) (2.Postdoctoral Research Center,University of International Business and Economic,Beijing 100029,China) |
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| Abstract: | The weights used in computing CPI are unavailable to the public for now in China.Here we give an estimation of CPI weights from 2001 to 2010 based on constrained varying coefficient models.The constrained estimation is more reasonable than unconstrained estimation.The estimation results unveil the adjustment of CPI weights and reflect the dynamic feature of consumption structure in recent decade. |
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| Keywords: | CPI varying coefficient models splines absolute deviation loss |
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