Ivancic, Lorraine; Erwin Diewert, W.; Fox, Kevin J. - In: Journal of Econometrics 161 (2011) 1, pp. 24-35
We examine the impact of time aggregation on price change estimates for 19 supermarket item categories using scanner data. Time aggregation choices lead to a difference in price change estimates for chained indexes which ranged from 0.28% to 29.73% for a superlative index and an incredible...
