经济账户的不确定性度量

IF 1.8 4区 经济学 Q2 ECONOMICS
N. Mushkudiani, J. Pannekoek, Li‐Chun Zhang
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引用次数: 2

摘要

调整估计的经济或社会帐户的大型系统,使它们满足已知的功能关系的问题可能相当复杂。对于这样复杂的系统,由于这些估计是由未调整的初始估计、会计方程和调整方法定义的,因此很难评估调整后估计的准确性。在本文中,我们将这样的会计系统视为一个单一的实体,并开发基于最终调整估计联合分布的前两个矩的标量不确定性度量。标量度量有助于有效地向用户传达传播宏观经济核算的相关不确定性,并有助于生产者选择和改进调整方法和投入估计量。通过分析和仿真验证了该方法的有效性。介绍了提供和使用表格以及时间序列数据的应用。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Uncertainty measures for economic accounts
The problem of adjusting large systems of estimated economic or social accounts such that they fulfill known functional relationships can be quite complex. For such complex systems, evaluating the accuracy of the estimates after the adjustment is difficult since these estimates are defined by unadjusted initial estimates, the accounting equations and the adjustment method. In this paper, we consider such accounting systems as a single entity and develop scalar uncertainty measures that are based on the first two moments of the joint distribution of final adjusted estimates. Scalar measures can help to effectively communicate to the users the relevant uncertainty of disseminated macro-economic accounts and can assist the producer in choosing and improving adjustment method and input estimators. The proposed approach is illustrated both analytically and by simulation. Applications to supply and use tables and to time series data are presented.
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来源期刊
CiteScore
5.60
自引率
4.00%
发文量
17
期刊介绍: Economic Systems Research is a double blind peer-reviewed scientific journal dedicated to the furtherance of theoretical and factual knowledge about economic systems, structures and processes, and their change through time and space, at the subnational, national and international level. The journal contains sensible, matter-of-fact tools and data for modelling, policy analysis, planning and decision making in large economic environments. It promotes understanding in economic thinking and between theoretical schools of East and West, North and South.
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