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Why Elementary Price Index Number Formulas Differ : Price Dispersion and Product Heterogeneity
Silver, Mick - 2006
The Consumer Price Index Manual (2004) provides guidelines for aggregation formulas that are promulgated at IMF … training courses and technical assistance missions. This paper develops elementary level aggregation theory to better inform … users and compilers. Most countries use either the Dutot or Jevons index formula. These formulas generally give different …
Persistent link: https://www.econbiz.de/10014402245
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An Index Number Formula Problem : The Aggregation of Broadly Comparable items
Silver, Mick - 2009
Index number theory informs us that if data on matched prices and quantities are available, a superlative index number … formula is best to aggregate heterogeneous items, and a unit value index to aggregate homogeneous ones. The formulas can give … as to why such formulas differ and proposes a solution to this index number problem …
Persistent link: https://www.econbiz.de/10014404313
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Commercial property price indexes : problems of sparse data, spatial spillovers, and weighting
Silver, Mick S.; Graf, Brian - 2014
Persistent link: https://www.econbiz.de/10010388650
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Commercial Property Price Indexes : Problems of Sparse Data, Spatial Spillovers, and Weighting
Silver, Mick - 2014
Transaction-price residential (house) and commercial property price indexes (RPPIs and CPPIs) have inherent problems of sparse data on heterogeneous properties, more so CPPIs. In an attempt to control for heterogeneity, (repeat-sales and hedonic) panel data regression frameworks are typically...
Persistent link: https://www.econbiz.de/10014411213
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Methodologies of Price Indices in Transition Countries
Zieschang, Kimberly D. - 1995
price measurement and index compilation for the countries that have emerged from the former Soviet Union. These are …
Persistent link: https://www.econbiz.de/10014395908
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COVID-19 and the CPI : is inflation underestimated?
Reinsdorf, Marshall B. - 2020
Persistent link: https://www.econbiz.de/10012392420
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The Economic Performance Index (EPI) : an intuitive indicator for assessing a country's economic performance dynamics in an historical perspective
Khramov, Vadim; Ridings Lee, John - 2013
informative metric called the Economic Performance Index (EPI). The EPI represents a step toward clarity, by combining data on … simple by its construction, we show that its dynamics are similar to those of the Chicago Fed National Activity Index (CFNAI …) and The Conference Board Coincident Economic Index® (CEI) …
Persistent link: https://www.econbiz.de/10012667483
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Cointegration of International Stock Market Indices
Chou, Ray Yeu-Tien - 1994
In this paper, we derive evidence on the integration of international stock markets from the cointegration properties of international stock market prices. Using the multivariate cointegration test of Johansen, we find that the set of six country stock price indices, including that of the United...
Persistent link: https://www.econbiz.de/10014395829
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Financial Conditions Indexes for the United States and Euro Area
Matheson, Troy - 2011
Financial conditions indexes are developed for the United States and euro area using a wide range of financial indicators and a dynamic factor model. The financial conditions indexes are shown to be useful for forecasting economic activity and have good revision properties
Persistent link: https://www.econbiz.de/10014401316
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Commodity Prices As a Leading Indicator of Inflation
International Monetary Fund - 1988
significantly improves the fit of regressions of a multi-country consumer price index. However, there does not appear to be a …
Persistent link: https://www.econbiz.de/10014396014