Approximation of the Fisher Price index by using the Lloyd–Moulton index: Simulation study

DOI10.1080/03610918.2015.1100737zbMATH Open1368.62306OpenAlexW2553768880MaRDI QIDQ4976549FDOQ4976549

Authors: Jacek Białek 

Publication date: 31 July 2017

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1100737

Recommendations

• Approximation of the Fisher price index by using Lowe, Young, and AG mean indices
• Simulation study of an original price index formula
• scientific article; zbMATH DE number 2000780
• Exact relationships between Fisher indexes and theoretical indexes
• A simplex-like algorithm for Fisher markets
• scientific article; zbMATH DE number 5022000
• An alternative decomposition of the Fisher index
• Piecewise linear approximation to Fisher's equation
• Approximating a cost-of-living index from demand functions
• Simulation of the von mises fisher distribution

zbMATH Keywords

Fisher indexconsumer price indexprice indicesLloyd-Moulton index

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cited In (1)

• Approximation of the Fisher price index by using Lowe, Young, and AG mean indices

This page was built for publication: Approximation of the Fisher Price index by using the Lloyd–Moulton index: Simulation study

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4976549)