Statistical Properties of Business Survey Index

기업경기실사지수의 통계적 성질 고찰

Kim, Kyu-Seong

  • Received : 20100100
  • Accepted : 20100200
  • Published : 2010.04.30


Business survey index(BSI) is an economic forecasting index made on the basis of the past achievement of the company and enterpriser's plan and decision for the future. Even the index is very popular in economic situations, only a little research result is known to the public. In the paper we investigate statistical properties of BSI. We define population BSI in the finite population and estimate it unbiasedly. Also we derive the variance of the estimated BSI and its unbiased estimator. In addition, confidence interval of the estimated BSI is proposed. We asserte that confidence interval of the estimated BSI is more reasonable than the relative standard error.


Business survey index;multivariate hypergeometric distribution;self-weighting sample


  1. 심상달 (2002). 기업경기실사지수의 경기 예측력 평가 분석, <한국개발연구원 보고서>.
  2. 유재준, 이상호 (2002). 합성 BSI 도출방안 연구, <전국경제인연합회 보고서>, CER-2002-28.
  3. 이상호 (2001a). 경기실사지수의 유용성 및 제고방안에 관한 연구, <전국경제인연합회 보고서>, CER-2001-22.
  4. 이상호 (2001b). 경기실사지수의 확률적 접근, <전국경제인연합회 보고서>, CER-2001-30.
  5. 한국은행 (2006). <경제지표해설>, 한국은행.
  6. Casella, G. and Berger, R. L. (2002). Statistical Inference, Duxbury.
  7. Curtin, R., Presser, S. and Singer, E. (2000). The effects of response rate changes on the index of consumer sentiment, Public Opinion Quarterly, 64, 413-428.
  8. Johnson, N. L. and Kotz, S. (1969). Discrete Distributions, Houghton Mifflin.
  9. Hajek, J. (1960). Limiting distributions in simple random sampling from a finite population, Publication of the Mathematical Institute of the Hungarian Academy of Science, 5, 361-374.
  10. Hansen, M. H., Hurwitz, W. N. and Madow, W. G. (1953). Sample Survey Methods and Theory, Vol II. Theory, Wiley.
  11. Lehmann, E. L. (1999). Elements of Large-Sample Theory, Springer.
  12. OECD (2003). Business Tendency Surveys, A handbook.

Cited by

  1. A Study on Developing the Business Index of Electrical Construction Business vol.15, pp.4, 2014,


Supported by : 서울시립대학교