经济理论研究认为,CPI存在替代偏差、质量变化偏差、新产品偏差和商户偏差,一般情形会高估真实生活成本指数。本文分析则表明,除上述偏差之外,还存在偏好变化偏差,且其偏差方向与上述四种偏差恰好相反。本文基于偏好可变的假设,从似理想需求系统(AIdS)出发,修改HAMIlTOn/COSTA方法中的CPI偏差估算模型,利用我国36个城市2002-2012年住户支出调查数据,采用滚动和加权回归方法,重新估算CPI偏差。结果显示,CPI年均偏差(高估)幅度明显减小,由2.93%降为0.95%。实证结果验证了偏好变化的存在使得CPI倾向于低估真实生活成本指数,各种因素相互交织或冲抵,故而在总体上CPI并不总是高估真实生活成本指数。Theoretical studies by Economists suggest that the existence of substitution bias,quality change bias,new product bias and outlet bias in CPI causes overestimates of the real cost of living index.In addition to these biases above,our analyses suggest that there exists another kind of bias caused by changing preference,and the bias direction is different from the others.Based on the assumption of the changeability of preference and the modified AIDS model,this article,using the household expenditure survey( HES) data in 36 cities from 2002 to 2012,revises Hamilton / Costa method to reestimates China 's CPI bias via methods of rolling regression and weighted regression.The results show that after considering changeable preference,the yearly CPI bias( overestimation) significantly reduced from 2.93% to 0.95%.This proves that the existence of changeable preference,unlike the other existed bias makes CPI tend to underestimate the true cost of living index,that means CPI is not always overestimate the true cost of living index in general.教育部哲学社会科学研究重大课题攻关项目“中国居民消费价格指数(CPI)的理论与实践研究”(11JZD019); 国家社会科学基金重点项目“中国产业关联特征及支柱产业研究”(11ATZ002)的资
