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Экономическая статистика – это глаза и уши аналитика, это инструмент функциональной диагностики, необходимый для принятия адекватных управленческих и политических решений, это - зеркало, в котором отражается живой социально-экономический организм: иногда - в целом, иногда - его отдельные составляющие элементы... (подробнее...)

Статьи

Всего статей в данном разделе : 182

Опубликовано на портале: 22-09-2003
Zosia W. Kmietowicz Statistician. 1995.  Vol. Vol. 44. No. 3. . P. pp. 295-307.. 
The paper discusses methods and sources of data used in the calculation of indices of industrial production in developing countries. It shows that many indices are very unreliable and explains why this is so. In some countries it is not possible to distinguish year-to-year movements in manufacturing production from the size of the average error in the index. Such inaccuracies make the indices of little value for government decision-making. Several suggestions are made to improve the reliability of the indices. Unless urgent action is taken by governments, international organizations and statistical offices, this highly unsatisfactory situation is likely to deteriorate.
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Опубликовано на портале: 24-06-2004
William Jay Conover, Mark E. Johnson, Myrle M. Johnson Technometrics. 1981.  Vol. 23. No. 4. P. 351-361. 
Many of the existing parametric and nonparametric tests for homogeneity of variances, and some variations of these tests, are examined in this paper. Comparisons are made under the null hypothesis (for robustness) and under the alternative (for power). Monte Carlo simulations of various symmetric and asymmetric distributions, for various sample sizes, reveal a few tests that are robust and have good power. These tests are further compared using data from outer continental shelf bidding on oil and gas leases.
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Опубликовано на портале: 26-04-2003
Martin Brand, Graham Jenkinson Economic Trends. 2000.  no 558.
The article catalogues the major improvements and changes which were made during the last decade of the 20th century. It charts the transition from a climate of doubt and criticisms at the end of the 80s to the UK national accounts and economic statistics being recognised as among the best in the world.The success of the initiatives listed in the article can be seen in the quality of the statistical outputs which are more timely, more consistent, more complete and subject to less revision. ONS is more open about the quality adjustments, which are made to make the accounts balance. We routinely publish survey sample errors and other diagnostics, showing improvements. Our users recognise this both within government and in our established users groups. One concrete result is that all the reservations put on the national accounts in the mid 90s by the European Commission have now been lifted.The article splits the decade into two phases. The first lasted until the mid 90s, implementing the remedial action needed as a result of criticisms. The second phase since the mid 90s built on this foundation, introducing many methodological improvements, making the surveys more efficient and developing new products. It is essential reading for all those with an interest in economic statistics.
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Опубликовано на портале: 01-07-2004
William A. Brock, Blake LeBaron Review of Economics and Statistics. 1996.  Vol. 78. No. 1. P. 94-122. 
An examination is made of an adaptive beliefs model that is able to roughly reproduce the following features seen in the data: 1. The autocorrelation functions of the volatility of returns and trading volume are positive with slowly decaying tails. 2. The cross-correlation function of volatility is approximately zero for squared returns with past and future volumes and is positive for squared returns with current volumes. 3. Abrupt changes in prices and returns occur that are hard to attach to "news." The last feature is obtained because the Law of Large Numbers can fail in the large economy limit.
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Опубликовано на портале: 22-09-2003
Daniel T. Slesnick Review of Economics and Statistics. 1992.  Vol. Vol. 74, . No. 4. . P. pp. 585-597.. 
Two commonly used sources of aggregate expenditure data are personal consumption expenditures in the National Income and Product Accounts and the Consumer Expenditure Surveys administered by the Bureau of Labor Statistics. We adjust both data sources to incorporate the service flows from owner-occupied housing and other consumer durables. A comparison of the two estimates of aggregate expenditure reveals that the differences between the two data sets have been growing over time. By 1989 the level of aggregate expenditure in the national accounts exceeds that reported in the Consumer Expenditure Surveys by $1224 billions. Less than half of this difference can be attributed to definitional differences in the two data sources.
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Опубликовано на портале: 19-10-2004
Zvi Griliches, Franklin M. Fisher The Quarterly Journal of Economics. 1995.  Vol. 110. No. 1. P. 229-244. 
This paper examines the appropriate treatment in the cost-of-living index of the appearance of new varieties of old goods. Existing theory here applies to individual households. Thus, we first show in what sense Laspeyres and Paasche indices for groups of households can be considered approximations to theoretically desirable group indices and then go on to the case of new goods. We apply our results to the case of the introduction of generics in pharmaceuticals and show that proper treatment can make a considerable difference.
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Опубликовано на портале: 24-06-2004
Gerard E. Dallal, Leland Wilkinson American Statistician. 1986.  Vol. 40. No. 4. P. 294-296. 
Table 1 corrects the critical values for testing normality reported by Lilliefors (1967). The corrected table allows us to derive a simple analytic approximation to the upper tail probabilities of his test statistic for probabilities less than 0.10. With few exceptions, the approximation is more accurate than Lilliefors's original table.
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Опубликовано на портале: 26-04-2003
F. Thomas Juster, James P. Smith Journal of the Royal Statistical Society. Series A (Statistics in Society). 1997.  Vol. Vol. 92. No. 440. P. pp. 1268-1278. 
Missing data are an increasingly important problem in economic surveys, especially when trying to measure household wealth. However, some relatively simple new survey methods such as follow-up brackets appear to appreciably improve the quality of household economic data. Brackets represent partial responses to asset questions and apparently significantly reduce item nonresponse. Brackets also provide a remedy to deal with nonignorable nonresponse bias, a critical problem with economic survey data.
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Опубликовано на портале: 03-10-2003
Harry V. Roberts Statistical Science. 1990.  Vol. 5. No. 4. P. 372-390. 
Statistical methodology has great potential for useful application in business, but that potential is seldom realized. However, companies are increasingly exploiting simple statistical tools in quality and productivity improvement and developing "company cultures" congenial to effective use of statistics. Statistical and probabilistic thinking is essential for sound decision-making. Only with understanding of statistical variability can managers distinguish special from common causes of variation, intelligently direct efforts to improve processes, and avoid the tampering that can make processes worse. Statistics can be used most effectively in business when many employees--"parastatisticians"--have some grasp of statistical tools and thinking. Fortunately, there is evidence that very elementary tools suffice to make rough-and-ready studies that can illuminate most business problems and facilitate most decisions.
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Опубликовано на портале: 04-11-2004
Solomos Solomou, Martin Weale Journal of the Royal Statistical Society. Series A (Statistics in Society). 1993.  Vol. 156. No. 1. P. 89-105. 
It is frequently argued that changes in economic variables are measured more reliably than their levels. This may happen if measurement errors are autocorrelated. Autocorrelation should be taken into account in the least squares balancing of national accounts. Formulae are presented for the error structure which is likely to arise from extrapolation away from or interpolation between bench-mark observations. Balanced estimates are presented for the UK national accounts, 1920-38, taking into account the autocorrelation likely to have been generated in data construction.
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Опубликовано на портале: 12-12-2002
Harry X. Wu Review of Income and Wealth. 2001.  Vol. 47. No. 2.
This study critically evaluates alternative estimates of China's GDP level and growth, as well as its PPP GDP conversions, and, based on this evaluation, it draws important implications for the understanding of China's economic performance in both historical and international perspectives. It finds that although almost all empirical results have supported the downward-bias hypothesis for China's GDP level and the upward-bias hypothesis for China's GDP growth, they vary greatly, and that PPP estimates for China are also diversified. These estimates, if accepted, may substantially alter the existing views on the Chinese economy, particularly, its size, TFP level and catch-up performance. The discusion docuses on the theories, methodologies and data used in these studies, and particularly, the possible biases in their results thereby. It argues, however, that despite differences in estimates, they could still provide sensible boundaries for researchers to gauge the "real" values and hence assess China's "real" living standard and growth performance.
Опубликовано на портале: 20-07-2004
Joan R. Rodgers, John L. Rodgers Journal of Human Resources. 1993.  Vol. 28. No. 1. P. 25-54. 
This paper proposes a method of measuring chronic and transitory poverty using an axiomatically sound, additively decomposable index of aggregate poverty. Our approach is contrasted with alternative methods of measuring poverty persistence. We use our method to measure chronic and transitory poverty in the United States during the 1980s and late 1970s and find that chronic poverty is a more serious problem than previously thought. Between the late 1970s and mid 1980s poverty not only increased, it became more chronic and less transitory in nature. This is true for the population as a whole and for some, but not all, of the subpopulations we considered. The latter were defined according to race, type of social unit, and educational qualifications of the head of the social unit. All empirical analyses are based on data from the Panel Study of Income Dynamics.
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Опубликовано на портале: 11-09-2003
David Bawden Journal of the Royal Statistical Society. Series A (Statistics in Society). 1986.  Vol. Vol. 147. No. 1. . P. pp. 78-86. 
The role of computer-based information services, and specifically online literature searching systems, in access to information relevant to applications of statistics are discussed. The available resources for statistics information per se, applications of statistics, and background material on applications areas, are outlined. Particular emphasis is placed on biomedical applications of statistics. The strengths and limitations of this approach, compared with traditional printed sources, are described, and future prospects noted.
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Опубликовано на портале: 12-12-2002
Paul Schreyer Review of Income and Wealth. 2002.  Vol. 48. No. 1. P. 15-32. 
Methodologies to derive price indices for information and communication technology (ICT) products vary between national statistical offices. This may lead to significant differences in measured price changes for these products and there has been concern about the international comparability of volume growth rates of GDP between several OECD countries. This article discusses the possible consequences for measures of economic growth of replacing one set of price indices by another one in the framework of national accounts. It is argued that the issue of ICT deflators cannot be dealt with in isolation and several other factors have to be taken into account, in particular whether ICT products are final or intermediate products, whether they are imported or domestically produced and whether national accounts are set up with fixed or chain weighted index numbers. Overall, results point to modest effects at the aggregate GDP level but may be more significant when it comes to component measures such as volume growth of investment, or of output in particular industry.
Опубликовано на портале: 03-10-2003
Robert H. Ballance, Helmut Forstner, Tracy Murray Review of Economics and Statistics. 1987.  Vol. 69 . No. 1. P. 157-161. 
The commodity pattern of comparative advantage across countries is a central concept in international trade theory. Since the concept is based upon autarkic prices which are not observable in post-trade equilibria, its use in empirical research is most difficult. The literature reports numerous alternative indices that purport to "measure" comparative advantage. This paper examines the extent to which various measures are consistent using a large sample of trade flows. The results have important implication for judging empirical studies based upon particular choices of a measure for comparative advantage.
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