사용자:Heros256/작업장

소비자 물가 지수(CPI)는 가계에 의해 구입된 소비자의 재화와 서비스를 측정하는 지수이며, 국가 통계청에서 산정한 많은 물가지수 중 하나이다. 소비자 물가지수 퍼센트는 인플레이션의 크기에 따라 변화한다. 소비자 물가 지수는 인플레이션 효과로 조절되는 임금, 봉급, 연금이나 정해진 가격 지표에 친숙해져 있다. 소비자 물가 지수는 인구조사와 국민생산수입 통계(NIPA)와 함께, 국민 경제 통계자료를 가장 가까이서 감시할 수 있는 지표 중 하나이다.

소개

소비자 물가지수를 형성하는데 두 종류의 데이터인 물가 데이터와 가중치 데이터가 필요하게 된다. 물가 데이터는 표본인 재화나 서비스를 표본 기간 동안 표본 장소의 표본 판매처에서 수집된다. 가중치 데이터는 지표에 나타난 총 소비 부분에 따른 타 분야 소비 부분의 추정치이다. 이 가중치는 주로 표본 가정에서 표본 기간 동안 얻어진 소비데이터가 기초로 되어있다. 비록 몇몇 표본 추출과정은 특정 표본추출 구조와 가망성에 의존하는 추출 방법이 이용된다고 해도, 대부분은 신뢰구간의 추정을 허용하지 않는 명백하고 분명한 표본추출 방법이다. 그러므로 하나의 추정치는 지표가 사용된 목적이 필요해지기 때문에 표본추출 과정의 편차는 보통은 무시된다. 자본스톡은 이런 이유에 상당하게 영향을 끼친다.

지표는 주로 몇 나라들에서 월별로 혹은 분기별로 의식주 같은 소비자 지출의 각 성분이나 가중치가 적용된 하위하위* 지표의 평균에 하위 지표의 가중치가 적용된 평균으로 계산된다. 기껏해야 세분화된 부분, 기본적인 집합 부분, (예를 들면, 남성바지가 북서쪽 백화점에서 팔렸다), 세분화된 가중치 정보는 이용할 수 없다, 그래서 기본적인 집합 지표는 표본 추출된 상품 제공에 대한 가격의 가중치를 부여 받지 않은 셈 이나 기하학적 의미 사용함으로써 산출된다. (그러나, 늘어나는 바코드 판독기 데이터 사용은 점차적으로 가중치 정보를 심지어 최대한 상세한 단계까지 사용할 수 있게 하고 있다.) 이 지표들은 기준월 가격과 매월 가격을 비교한다. 가중치는 그것들을 측정한 지출과 관련시켜 지역 일대를 포함하여 상품에 대한 지표에 의해 나타난 소비자들의

지난 년도 동안 고위 집합체로 조합하거나 그리고나서 전체적인 지표로 조합하였다.
그래서 그 지표는 가중치 참고 기간과 물가 참고 기간 1년 동안 보통 최근 한달 이상을 기준으로 수정된 가중치 지표이며,
라스파이레스 지표는 ?

Thus the index is a fixed-weight index, but rarely a Laspeyres index, since the weight-reference period of a year and the price-reference period, usually a more recent single month, do not coincide. It takes time to assemble and process the information used for weighting which, in addition to household expenditure surveys, may include trade and tax data.

Ideally, the weights would relate to the composition of expenditure during the time between the price-reference month and the current month. There is a large technical economics literature on index formulae which would approximate this and which can be shown to approximate what economic theorists call a true cost of living index. Such an index would show how consumer expenditure would have to move to compensate for price changes so as to allow consumers to maintain a constant standard of living. Approximations can only be computed retrospectively, whereas the index has to appear monthly and, preferably, quite soon. Nevertheless, in some countries, notably in North America and Sweden,the philosophy of the index is that it is inspired by and approximates the notion of a true cost of living (constant utility) index, whereas in most of Europe it is regarded more pragmatically.

The coverage of the index may be limited. Consumers' expenditure abroad is usually excluded; visitors' expenditure within the country may be excluded in principle if not in practice; the rural population may or may not be included; certain groups such as the very rich or the very poor may be excluded. Black market expenditure and expenditure on illegal drugs and prostitution are often excluded for practical reasons, although the professional ethics of the statistician require objective description free of moral judgments. Saving and investment are always excluded, though the prices paid for financial services provided by financial intermediaries may be included along with insurance.

The index reference period, usually called the base year, often differs both from the weight-reference period and the price reference period. This is just a matter of rescaling the whole time-series to make the value for the index reference-period equal to 100. Annually revised weights are a desirable but expensive feature of an index, for the older the weights the greater is the divergence between the current expenditure pattern and that of the weight reference-period.

가중치

가중치와 하위지표들

Weights can be expressed as fractions summing to unity, as percentages summing to 100 or as per mille numbers summing to 1000.

In the European Union's Harmonised Index of Consumer Prices, for example, each country computes some 80 prescribed sub-indices, their weighted average constituting the national Harmonised Index. The weights for these sub-indices will consist of the sum of the weights of a number of component lower level indexes. The classification is according to use, developed in a national accounting context. This is not necessarily the kind of classification that is most appropriate for a Consumer Price Index. Grouping together of substitutes or of products whose prices tend to move in parallel might be more suitable.

For some of these lower level indexes detailed weights within them may be available, allowing computations where the individual price observations can all be weighted. This may be the case, for example, where all selling is in the hands of a single national organisation which makes its data available to the index compilers. For most lower level indexes, however, the weight will consist of the sum of the weights of a number of elementary aggregate indexes, each weight corresponding to its fraction of the total annual expenditure covered by the index. An 'elementary aggregate' is a lowest-level component of expenditure, one which has a weight but within which, weights of its sub-components are usually lacking Thus, for example: Weighted averages of elementary aggregate indexes (e.g. for men’s shirts, raincoats, women’s dresses etc.) make up low level indexes (e.g. Outer garments),

Weighted averages of these in turn provide sub-indices at a higher, more aggregated level,(e.g. Clothing) and Weighted averages of the latter provide yet more aggregated sub-indices (e.g. Clothing and Footwear).

Some of the elementary aggregate indexes, and some of the sub-indexes can be defined simply in terms of the types of goods and/or services they cover, as in the case of such products as newspapers in some countries and postal services, which have nationally uniform prices. But where price movements do differ or might differ between regions or between outlet types, separate regional and/or outlet-type elementary aggregates are ideally required for each detailed category of goods and services, each with its own weight. An example might be an elementary aggregate for sliced bread sold in supermarkets in the Northern region.

Most elementary aggregate indexes are necessarily 'unweighted' averages for the sample of products within the sampled outlets. However in cases where it is possible to select the sample of outlets from which prices are collected so as to reflect the shares of sales to consumers of the different outlet types covered, self-weighted elementary aggregate indexes may be computed. Similarly, if the market shares of the different types of product represented by product types are known, even only approximately, the number of observed products to be priced for each of them can be made proportional to those shares.

추정 가중치

The outlet and regional dimensions noted above mean that the estimation of weights involves a lot more than just the breakdown of expenditure by types of goods and services, and the number of separately weighted indexes composing the overall index depends upon two factors:

1. The degree of detail to which available data permit breakdown of total consumption expenditure in the weight reference-period by type of expenditure, region and outlet type.
2. Whether there is reason to believe that price movements vary between these most detailed categories.

How the weights are calculated, and in how much detail, depends upon the availability of information and upon the scope of the index. In the UK the RPI does not relate to the whole of consumption, for the reference population is all private households with the exception of a) pensioner households that derive at least three-quarters of their total income from state pensions and benefits and b) “high income households” whose total household income lies within the top four per cent of all households. The result is that it is difficult to use data sources relating to total consumption by all population groups.

For products whose price movements can differ between regions and between different types of outlet:

• The ideal, rarely realisable in practice, would consist of estimates of expenditure for each detailed consumption category, for each type of outlet, for each region.
• At the opposite extreme, with no regional data on expenditure totals but only on population (e.g. 24% in the Northern region) and only national estimates for the shares of different outlet types for broad categories of consumption (e.g. 70% of food sold in supermarkets) the weight for sliced bread sold in supermarkets in the Northern region has to be estimated as the share of sliced bread in total consumption × 0.24 × 0.7.

The situation in most countries comes somewhere between these two extremes. The point is to make the best use of whatever data are available.

가중치에 사용되는 자연적 데이터

No firm rules can be suggested on this issue for the simple reason that the available statistical sources differ between countries. However, all countries conduct periodical Household Expenditure surveys and all produce breakdowns of Consumption Expenditure in their National Accounts. The expenditure classifications used there may however be different. In particular:

• Household Expenditure surveys do not cover the expenditures of foreign visitors, though these may be within the scope of a Consumer Price Index.
• National Accounts include imputed rents for owner-occupied dwellings which may not be within the scope of a Consumer Price Index

Even with the necessary adjustments, the National Account estimates and Household Expenditure Surveys usually diverge.

The statistical sources required for regional and outlet-type breakdowns are usually weaker. Only a large-sample Household Expenditure survey can provide a regional breakdown. Regional population data are sometimes used for this purpose, but need adjustment to allow for regional differences in living standards and consumption patterns. Statistics of retail sales and market research reports can provide information for estimating outlet-type breakdowns, but the classifications they use rarely correspond to COICOP categories.

The increasingly widespread use of bar codes and scanners in shops has meant that detailed cash register printed receipts are provided by shops for an increasing share of retail purchases. This development makes possible improved Household Expenditure surveys, as Statistics Iceland has demonstrated. Survey respondents keeping a diary of their purchases need to record only the total of purchases when itemised receipts were given to them and keep these receipts in a special pocket in the diary. These receipts provide not only a detailed breakdown of purchases but also the name of the outlet. Thus response burden is markedly reduced, accuracy is increased, product description is more specific and point of purchase data are obtained, facilitating the estimation of outlet-type weights.

There are only two general principles for the estimation of weights: use all the available information and accept that rough estimates are better than no estimates.

재가중치

Ideally, in computing an index, the weights would represent current annual expenditure patterns. In practice they necessarily reflect past expenditure patterns, using the most recent data available or, if they are not of high quality, some average of the data for more than one previous year. Some countries have used a three-year average in recognition of the fact that household survey estimates are of poor quality. In some cases some of the data sources used may not be available annually, in which case some of the weights for lower level aggregates within higher level aggregates are based on older data than the higher level weights.

Infrequent reweighting saves costs for the national statistical office but delays the introduction into the index of new types of expenditure. For example, subscriptions for Internet Service entered index compilation with a considerable time lag in some countries, and account could be taken of digital camera prices between reweightings only by including some digital cameras in the same elementary aggregate as film cameras.

세계속의 소비자 물가 지수

미국

 이 부분의 본문은 미국 소비자 물가 지수입니다.

CPI-U 1913–...; 출처: 미국 노동부

연간 미국 인플레이션율(그리고 디플레이션율), 1914-2007

미국에서, 소비자 물가지수 수치는 미국 노동부의 노동 통계국에 의해 월별로 준비된다.

The CPI-U 모든 도심 소비자들의 지출까지 포함한다. The CPI-W includes expenditures by consumer units with clerical workers, sales workers, craft workers, operative, service workers, or laborers. Recently, the Chained Consumer Price Index C-CPI-U, a chained index, was introduced. The C-CPI-U tries to mitigate the substitution bias that is encountered in CPI-W and CPI-U by employing a Tornqvist formula and utilizing expenditure data in adjacent time periods in order to reflect the effect of any substitution that consumers make across item categories in response to changes in relative prices. The new measure, called a "superlative" index, is designed to be a closer approximation to a "cost-of- living" index than the other measures. The use of expenditure data for both a base period and the current period in order to average price change across item categories distinguishes the C-CPI-U from the existing CPI measures, which use only a single expenditure base period to compute the price change over time. In 1999, the BLS introduced a geometric mean estimator for averaging prices within most of the index’s item categories in order to approximate the effect of consumers’ responses to changes in relative prices within these item categories. The geometric mean estimator is used in the C-CPI-U in the same item categories in which it is now used in the CPI-U and CPI-W.

자료 출처

Prices for the goods and services used to calculate the CPI are collected in 87 urban areas throughout the country and from approximately 23,000 retail and service establishments. Data on rents are collected from about 50,000 landlords and tenants.

The weight for an item is derived from reported expenditures on that item as estimated by the Consumer Expenditure Survey. Prices are taken throughout the month.

The BLS numbers are available through:

• Monthly news release. Consumer Price Index. Electronic access available.
• Historical data in Handbook of Labor Statistics. Electronic access available.
• Diskettes
• "LABSTAT" database.

진행중인 주요 연구

• Continuing research on technical improvements in the calculation of the CPI.
• Continuing work on the next major weight revision of the CPI.

In 1996, the Boskin Commission found the CPI to be a biased measure, and gave a quantitative analysis of the bias. The Boskin critique helped to spur some changes in the U.S. CPI, although it was partially disputed by the BLS. Many of the changes were aimed at moving the CPI to a cost of living model which takes consumer substitutions into account and typically reduces the reported level of inflation.

캐나다

Statistics Canada publishes the CPI on a monthly basis. It is obtained by comparing through time, the cost of a fixed basket of commodities purchased by consumers. Since the basket contains commodities of unchanging or equivalent quantity and quality, the index reflects only pure price movements.

Between 1913 and 1926 both the Department of Labour and the Dominion Bureau of Statistics (Statistics Canada) each produced separate CPI's, the former using a highly restrictive target population and the latter using the total population of Canada as the target. In the early 1920's, the Dominion Bureau of Statistics used the data collected by the Department of Labour to construct a monthly series beginning in January 1914. The present CPI series are descended from that set of indexes. Some component indexes in the CPI begin with the date they were introduced into the CPI. Data series at the level of urban centres were introduced in January 1971; province-level data series exist since September 1978.

Price movements of the goods and services represented in the CPI are weighted according to the relative importance of commodities in the total expenditures of consumers.

Samples in the price survey are obtained from a judgmental selection of geographical areas, representative commodities, and types and locations of retail outlets. There are about 600 commodities specified to represent the price movement in 168 basic commodity classes. Sample commodities are chosen on the basis of representativeness and expected continuous availability.

Over ninety percent of the price quotes used in the construction of the CPI are collected by personal visits to selected retail outlets.

Generally, factors affecting the quality of the CPI include: - the size and composition of the price samples of commodities and outlets - the accuracy of the expenditure estimates used to assign weights - the frequency and speed of updating of the contents and weights of the CPI basket - the effectiveness of error detection and correction, and imputation methods for missing data - the application of appropriate methods of adjusting for quality change of commodities in the CPI sample.

The CPI is believed to be sufficiently accurate for most practical purposes. In general accuracy is better at the Canada level for any product index in the CPI compared to the same index at the province or city level. Also, accuracy is better at the all-items or major component levels of the CPI compared to individual product indexes.

콜롬비아

The IPC, which stands for Indice de Precios al Consumidor (Consumer Price Index), is calculated and published on a monthly basis by 콜롬비아 은행, the National Central Bank.

유로화지역

 이 부분의 본문은 Harmonized Index of Consumer Prices입니다.

The European Central Bank publishes the Harmonized Index of Consumer Prices (HICP). It is a weighted average of price indices of member states. It is a seasonally adjusted chained index in which goods are split by final consumption.

핀란드

지표는 핀란드 통계청에 의해 산정되고 발표되었다.

영국

 이 부분의 본문은 소비자 물가 지수(영국)입니다.

수년 동안 영국에서 인플레이션의 수치(數値)는 20세기 초에 처음으로 측정되었고 1차 세계대전 동안 노동자들이 물가 변동에 영향을 받은 정도를 평가하기 위한 소매 물가 지표였다. An explicit inflation target was first set in October 1992 by then-Chancellor of the Exchequer Norman Lamont following the departure of the UK from the Exchange Rate Mechanism. Initially, the target was based on the RPIX, which is the RPI calculated excluding mortgage interest payments. This was felt to be a better measure of the effectiveness of macroeconomic policy. It was argued that if interest rates are used to curb inflation, then including mortgage payments in the inflation measure would be misleading. Until 1997, interest rates were set by the Treasury.

On winning power in May 1997, the New Labour government handed control over interest rates to the Bank of England, whose Monetary Policy Committee now sets rates on the basis of an inflation target set by the Chancellor. If in any month inflation is more than one percentage point off its target, the Governor of the Bank of England is required to write to the Chancellor explaining why. Mervyn King became the first Governor to do so in April 2007, when inflation ran at 3.1% against a target 2%.

Since 1996 the United Kingdom has also tracked a Consumer Price Index figure, and in December 2003 its inflation target was changed to one based on the CPI. The CPI target is currently 2%. Both the CPI and the RPI are published monthly by the Office for National Statistics.

벨기에

 이 부분의 본문은 벨기에 소비자 물가 지수입니다.

In Belgium, wages, pensions, house rent, insurance premiums, unemployment benefits, health insurance payments, etc. are by law tied to a consumer price index.

멕시코

The INPC, which stands for Indice Nacional de Precios al Consumidor (Consumer Price Index in English), is calculated and published on a monthly basis by Banco de México, the Central Bank.

스웨덴

지표는 스웨덴 통계청에 의해 산정되고 발표된다.

스위스

스위스는 스위스 연방 통계청에서 매달 소비자 물가지수 통계를 발표한다.

오스트레일리아

The CPI is calculated and posted quarterly by the Australian Bureau of Statistics . Historical figures are available at the Reserve Bank of Australia website.

중국

중국 소비자 물가 지수는 중국 국가 통계국에 의해 발표된다.

이스라엘

이스라엘 소비자 물가 지수(히브리어: מדד המחירים לצרכן Madad HaMechirim Latsarchan) 는 중앙 통계국에 의해 발표된다.

아일랜드

아일랜드 소비자 물가 지수는 아일랜드 중앙 통계청에 의해서 발표된다.

홍콩

홍콩 소비자 물가지수는 인구조사 통계청에 의해 발표된다.

뉴질랜드

뉴질랜드 소비자 물가 지수는 뉴질랜드 통계청에 의해 15곳의 도심지역에서 조사해 모은 가격을 토대로 분기별로 산정되고 발표된다..

더 보기

• Fiat currency
• Core inflation
• 국내 총 생산
• Hedonic regression
• Household final consumption expenditure (HFCE)
• GDP 디플레이터
• 인플레이션 조정
• 경제학적 주제 일람
• Market basket (Basket of goods)
• 생산자 물가 지수(PPI)
• Substitution
• 소매 물가 지수(RPIX)
• 1인당 소비지출 가격 지수(PCEPI)

참조

Official Statistics from Norway http://www.norgesbank.no/Pages/Article____43843.aspx

외부 고리

• ILO CPI manualThis large manual produced co-operatively by a number of international organisations is the standard work on the methods of compiling consumer price indexes and on the underlying economic and statistical theory.
• OECD CPI page Pithy summaries of the characteristics of the consumer price indexes in OECD member countries.
• "The Consumer Price Index and index number purpose": A technical article by economist W.E. Diewert

외부 고리(구체적인 국가)

• Consumer Price Index Home Page, U.S. Department of Labor, Bureau of Labor Statistics.
• [1] A detailed account of the US index.
• National Statistics Online: Consumer Prices, UK Office for National Statistics.
• [2] A detailed account of the UK index.
• Consumer Price Index, INSEE.
• [3] (in French) A description of the French consumer price index
• Consumer prices, Federal Statistical Office of Germany.
• Consumer Price Index, Instituto Nacional de Estadística (Spain).
• [4] A detailed account in English of the Swedish consumer price index.