Aggregation of international prices in empirical work is generally based on well known index number formulas. However …

to forecasting HICP inflation, our analysis suggests to favor the aggregation of subindices forecasts. Furthermore, the …

The impact of weekly, monthly and quarterly time aggregation on estimates of price change is examined for nineteen … different supermarket item categories over a fifteen month period using scanner data. We find that time aggregation choices (the … superlative indexes. Monthly and (in some cases even) quarterly time aggregation were found to be insufficient to eliminate …

This paper investigates the problem of aggregation in the case of large linear dynamic panels, where each micro unit is … extent to which ‘observed’ inflation persistence at the aggregate level is due to aggregation and/or common unobserved …

changes, this two stage aggregation is typically based on some price index formula. In this paper, various screening devices … consistency in aggregation is a particularly important screening device. If a price index formula fails the weak consistency test …