지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
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연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2011.1
- 수록면
- 47 - 78 (32page)
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초록· 키워드
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Regarding the recent switch from the fixed base price index to the chained-type price index in many countries, we examine important issues including the selection of the weight to produce more accurate chained-type price indices and to maintain statistical consistency in the time series of a price index in this study. We determine that the actual weight from year t-3 data better produces a more correct chained-type producer price index at t between two available methods of selecting the weights. This weighting method also provides generally better statistical consistency and stability for the chained-type producer price index. We also compare the MAE and RMSE of the price equations of the fixed base and chain indices. Both the unit root test and comparison of the model performance evaluation reveal no critical difference, thus confirming a stability over the two indices. In particular, the substitutability of the chain index for the fixed base index is highly obtained, regardless of the time horizon. Overall, we can confidently assert that the chain index provides a statistical consistency and stability over a fixed base index.
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