基于CPI分类权重优化视角的我国核心通货膨胀率测算

发布时间：2018-02-24 16:12

本文关键词： 分类权重自有住房通货膨胀剔除法　出处：《数量经济技术经济研究》2014年09期 　论文类型：期刊论文

【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]:Aiming at the problem of weight bias in CPI statistics in China, this paper takes the estimation of self-owned housing expenditure and the weight measure of CPI classification as the breakthrough point. According to the elimination method and truncated average method commonly used by foreign official statistics departments and central bank agencies, the core inflation rate in China is calculated. The results show that the results of the calculation well reflect the long-term changes in the general price level. It has relative stability, and the calculation result of the culling method is better than that of the truncated average method on the whole, and in the application of the culling method, Further refinement of the classification items will help to obtain a more stable, "peak level valley" effect of better core inflation rate series; from the results of the elimination method, The core inflation rate series fits well with the monetary policy window of our country.
【作者单位】：中国人民银行广州分行;厦门大学经济学院;
【基金】：国家社科基金重点项目“国家统计数据质量管理问题研究”(09AZD045)的资助
【分类号】：F822.5;F224

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