IndexNumR

CRANIndexNumRMaRDI QIDQ104857

Index Number Calculation

Graham White

Last update: 10 November 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.5.0, 0.1.0, 0.1.1, 0.1.2, 0.1.3, 0.2.0, 0.3.0, 0.4.0, 0.6.0

Description

Computes bilateral and multilateral index numbers. It has support for many standard bilateral indexes as well as multilateral index number methods such as GEKS, GEKS-Tornqvist (or CCDI), Geary-Khamis and the weighted time product dummy (for details on these methods see Diewert and Fox (2020) <doi:10.1080/07350015.2020.1816176>). It also supports updating of multilateral indexes using several splicing methods.

Cites work

• Substitution Bias in Multilateral Methods for CPI Construction