统计研究 ›› 2012, Vol. 29 ›› Issue (9): 6-13.

• 论文 • 上一篇    下一篇

中国居民消费价格指数间的关系与选择

桂文林  韩兆洲   

  • 出版日期:2012-09-15 发布日期:2012-08-28

The Selection and Relation between Consumer Price Index in China

Gui Wenlin & Han Zhaozhou   

  • Online:2012-09-15 Published:2012-08-28

摘要: 居民消费价格是宏观经济监测的重要内容之一,其指数间的关系与选择具有重要意义。通过与国外发达国家的比较,从我国目前价格指数编制和选择使用的现状及存在的问题出发,研究环比、同比和定基价格指数以及环比“折年率”之间的相互转化情况和它们各自在经济监测中的特征。重点研究了基于X-12-ARIMA模型的环比价格指数的季节调整和同比价格指数相对环比价格指数对物价监测的时滞性。同时验证了研究中同比向定基指数转化的合理性。由此对我国居民价格实时监测的指数选择提供政策建议,也为我国价格指数的编制提出建议。

关键词: X-12-ARIMA;折年率, 价格指数;经济监测

Abstract: The consumer price is an important part of macroeconomic monitoring, and the selection and relation between these indexes are of great importance. We’ve been studying the mutual transformation between the Chain, Year-Based, Fixed-Based price index and the "annual rate", and their respective characteristics of the economic monitoring. The research start from the comparison with the developed countries and, from the current situation and problems existed in compiling price index and its selection in China. This paper mainly explores the season adjustment of Chain price index based on the X-12-ARIMA model, and Year-Based price index, as compared to Chain price index, lagged in price monitoring. The transformation rationality from Year-Based index to Fixed-Based price index was confirmed. The research in this paper will provide some policy implications for the real-time monitoring selection of consumer price index in China, at the same time put forward some suggestions about compiling price index.

Key words: X-12-ARIMA, Annual rate, Price index, Economic Monitoring