一種新的購買力平價匯總方法

摘要： 在國際經(jīng)濟比較中,"可加性"和"特征性"是購買力(PPP)匯總方法應(yīng)該具有的重要性質(zhì),而ICP所用過的所有匯總方法均不兼具這兩條性質(zhì)。本文根據(jù)特征性的定義,借鑒GEKS法通過逼近Fisher指數(shù)以滿足特征性的方式,基于用一個非線性最優(yōu)化過程逼近Fisher指數(shù)的視角,構(gòu)建了一種最大化特征性的PPP匯總方法——最大化雙邊特征(MBC)法。實例分析充分說明,MBC法相比當(dāng)前8種滿足可加性的匯總方法,在降低替代偏差的效果上最優(yōu)。MBC法結(jié)合了GEKS法的特征性和GK法的可加性優(yōu)點,且能降低替代偏差,因此可以改變由于PPP使用目的不同需要選擇不同匯總方法的現(xiàn)狀。
In international economic comparison, additivity and characteristicity are two important properties that purchasing power parities aggregation methods should have,but all the methods that ICP used before don 't conform to these two properties. According to the definition of characteristicity,this paper references the way that the GEKS method approximates the Fisher index to satisfy characteristicity,and finally based on the viewpoint that using a nonlinear optimization process to approximate the Fisher index to build a PPP aggregation method( named MBC method) which has maximized characteristicity. An empirical example shows that the MBC method is better than the current 8 aggregation methods that satisfy additivity in decreasing the substitution biases. The MBC method combines the merits of the characteristicity property that the GEKS method possesses and the additivity property that the GK method possesses,and also can decrease substitution biases. Therefore,the MBC method can change the situation that we should choose different aggregation method when the purpose of using PPP changes.