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Posデータからみた生計費指数と物価指数

Author

Listed:
  • 阿部, 修人
  • 稲倉, 典子
  • 遠田, 敏生
  • 外木, 暁幸

Abstract

POSデータに基づき、新商品の影響を加味しながら生計費指数(COLI, True Cost of Living Index)および様々な物価指数を計測した。具体的には、CES型効用関数を仮定し、代替の弾力性を様々な方法で試みた上で、各種指数を作成、比較した。その結果、多くの指数の動きは、2007年から2013年までの間はほぼ同一であり、計測手法に依存しない結果となった。しかしながら、財の登場、消滅の効果を考慮するFeenstra(1994)型のCOLIは、弾力性の推定値によっては全期間において非常に大きな変動を記録し、特に2013年以降に不自然な動きとなった。これは、CESという関数形をPOSデータに直接利用する際には慎重に扱う必要があることを示唆する。一方、容量単価を用いた価格指数もまた、2013年までは他の指数とほぼ同じ動きとなるが、それ以降は上昇し、人々の物価上昇に関する意識調査と同様の動きとなり、2013年以降の価格変動は、それまでと異なるメカニズムが働いていることを示唆している。

Suggested Citation

  • 阿部, 修人 & 稲倉, 典子 & 遠田, 敏生 & 外木, 暁幸, 2015. "Posデータからみた生計費指数と物価指数," RCESR Discussion Paper Series DP15-6, Research Center for Economic and Social Risks, Institute of Economic Research, Hitotsubashi University.
    • Handle: RePEc:hit:rcesrs:dp15-6
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    More about this item

    Keywords

    生計費指数; 物価指数; 代替の弾力性; POSデータ; CES;
    All these keywords.

    JEL classification:

    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation

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