Elementary price indices under the GBM price model

DOI10.1080/03610926.2021.1938127OpenAlexW3167449105MaRDI QIDQ5079853

Jacek Białek

Publication date: 30 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1938127

zbMATH Keywords

geometric Brownian motionconsumer price indexCarli indexDutot indexJevons index

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Why elementary price index number formulas differ: evidence on price dispersion
• Comparison of elementary price indices
• Generalization of the Divisia Price and Quantity Indices in a Stochastic Model with Continuous Time
• Theory of the price index. Fisher's test approach and generalizations

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