论文标题
理想索引的可靠性
Reliability of Ideal Indexes
论文作者
论文摘要
由于其优越的公理和经济学特性，Fisher和Geks被称为理想的双边和多边指数。 Fisher指数是统计机构构建CPI的主要指数，GEKS是用于编译世界银行国际比较计划（ICP）中PPP的指数。尽管这些索引的地位如此之高，并且对这些索引的随机方法并未得到充分发达，并且这些重要的经济统计数据的可靠性措施尚未得到很好的措施。本文的主要目的是填补这一空白。我们展示了Fisher和GEKS指数的适当可靠性措施以及其他理想价格指数数字以及应如何在实践中解释和使用。在2017年ICP数据的173个国家 /地区的ICP数据中，我们估计Fisher和Geks索引及其可靠性措施，与其他几个值得注意的索引进行比较，并讨论含义。
The Fisher and GEKS are celebrated as ideal bilateral and multilateral indexes due to their superior axiomatic and econ-theoretic properties. The Fisher index is the main index used for constructing CPI by statistical agencies and the GEKS is the index used for compiling PPPs in World Bank's International Comparison Program (ICP). Despite such a high status and the importance attached to these indexes, the stochastic approach to these indexes is not well-developed and no measures of reliability exist for these important economic statistics. The main objective of this paper is to fill this gap. We show how appropriate reliability measures for the Fisher and GEKS indexes, and other ideal price index numbers can be derived and how they should be interpreted and used in practice. In an application to 2017 ICP data on a sample of 173 countries, we estimate the Fisher and GEKS indexes along with their reliability measures, make comparisons with several other notable indexes and discuss the implications.
