The Study On Methodology And Application Of Index Stochastic Approach

The study on index numbers is one of the most important fields in statistical society and economical society at all times, with prominences significance, generous amassment and centuries-old history. In twentieth century, a series of new ideas and innovative approaches of index theory have been put forwards continuously. However, in China, since secular durance from doctrine of soviet statistical index theory, researches on indices are apparently inferior to international advanced level, which results in the singleness and obsolescence of the methods in compilation of indices, inapplicable to satisfy the increasing analysis demands in market economy. In recent years, under the guidance of scientific development philosophy which gives prominence to human being, practical work has raised a number of new indices problems to academic research. Therefore, it's urgent to use a full reference and make a good use of international advanced achievements and break through original slow and tedious situation. Taking above issues into consideration, this thesis was addressed on the applications of Stochastic Approach (SA).By the means of theories and main models of SA, this thesis is trying to excogitate the way to solve some difficulties in price index compilation and other material issues. Firstly, this thesis presents identifications and definitions to some conceptual difficulties of SA, then systematically reviews the history, and introduces the related research status abroad and domestically. It then outlines SA with two regression equations of General Linear Models (GLM) and applies these models to some index issues. On the basis of proposed theoretical research, it discusses the application of SA to the practice of China's compilation of macroeconomic price indices. Ultimately, this thesis extends the applications of SA to measure regional disparities and does some empirical studies on China's regional disparities.This thesis attempts to innovate at two points, as follows:Theoretically, it endeavors to explore the value of SA from the aspect of index error. It analyzes the source of indices' error, uses its theoretical meaning and economical significance to put forwards some methodic suggestions to some index-related issues, such as calculation of weights in index, evaluation of index formulas, structure analysis of layered issues, and etc.Practically, this thesis quests for the settlements of some difficulties in China's compilation of macroeconomic price index by the means of SA. Besides, it tries to make an innovative use of SA to Regional Economics. Improving on Theil's index with SA, it makes an empirical study on China's regional disparities since reform-policy was adopted.