摘要
在国际经济比较中,可加性和特征性是购买力平价汇总方法应该具备的重要性质。针对新近发展的、基于双边指数所构建的兼具可加性与特征性的多边比较方法——MBC法,本文对其进行了拓展研究,发展出更为完备的MBC法:一方面,鉴于原始极值最优视角下的MBC法主要考虑的是存在较多"奇异"型价格结构的国家双边比较的特征性,为弥补该视角下的MBC法难以实现整体最优的不足,本文从最小二乘和对数最小二乘的视角分别构建MBC法;另一方面,进一步在MBC法中考虑不同双边比较的可靠性差异问题,分别构建多重视角下的加权MBC法,并引入多种权重函数供应用者参考。采用ICP2011数据的实证研究结果充分说明,多重视角下的MBC法较好地整合了官方GEKS法的特征性优点和GK法的可加性优点,相比已有满足可加性的方法,MBC法替代偏差最小,是较理想的既适合于实际物量比较、又可用作支出结构分析的方法。实证研究还发现,最小二乘和对数最小二乘视角下的加权MBC法稳健性较好的优点。
In international economic comparison,additivity and characteristicity are two important properties of purchasing power parity aggregation methods.As for the MBC method,a multilateral comparison method recently developed based on a binary index with both additivity and characteristicity,in order to meet different analytical needs,this paper expands and develops the MBC method:on the one hand,in view of the fact that the MBC method based on the extremum optimization angle mainly considers the characteristics of those countries’bilateral comparisons with‘singular’price structures,in order to make up for the difficulty in achieving the overall optimality,this paper separately builds the MBC method from the angle of least squares and logarithmic least squares;on the other hand,this paper further considers the reliability difference between different bilateral comparisons in the MBC method,builds the weighted MBC method based on multiple angles,and introduces several weight functions for users.The empirical calculation using ICP2011 data fully proves that the MBC method based on multiple angles better integrates the characteristicity of the official GEKS method and the additivity of the GK method.Compared with the existing additive methods,the MBC method is the least subject to substitution bias,and is the ideal method for both real volume comparison and expenditure structure analysis.The empirical study also finds that the weighted MBC method based on the least squares angle and the logarithmic least squares angle has good robustness.
作者
谢长
杨仲山
Xie Chang;Yang Zhongshan
出处
《统计研究》
CSSCI
北大核心
2021年第1期132-146,共15页
Statistical Research
基金
国家社会科学基金青年项目“国际比较中的国家与区域链接问题研究”(20CTJ007)
教育部人文社会科学研究项目“多边价格指数链式方法研究”(19YJC910006)
关键词
购买力平价
可加性
特征性
MBC法
Purchasing Power Parity
Additivity
Characteristicity
MBC Method
