Scanner data, time aggregation and the construction of price indexes

DOI10.1016/J.JECONOM.2010.09.003MaRDI QIDQ737294zbMATH OpenOpenAlexFDO

Authors Lorraine Ivancic, W. Erwin Diewert, Kevin J. Fox

Publication date 10 August 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2010.09.003

zbMATH Keywords

scanner datachain driftmultilateral index number methodsprice indexesrolling window GEKS

Mathematics Subject Classification ID

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

Recommendations

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Cites work

• Eliminating chain drift in price indexes based on scanner data
• Exact and superlative index numbers
• Superlative Index Numbers and Consistency in Aggregation
• Superlative index numbers: not all of them are super
• The Theory and Practice of Chain Price Index Numbers

Cited in

(15)

• Scanner Data Price Indexes: Addressing Some Unresolved Issues
• Visualizing cereal world
• THE ET INTERVIEW: PROFESSOR W. ERWIN DIEWERT
• A robust score-driven filter for multivariate time series
• Substitution Bias in Multilateral Methods for CPI Construction
• Household inventory, temporary sales, price indices
• On the evolution of the united kingdom price distributions
• Eliminating chain drift in price indexes based on scanner data
• Price dynamics, retail chains and inflation measurement
• Sampling schemes for price index construction: a performance comparison across the classification of individual consumption by purpose food groups
• Price discounts and the measurement of inflation
• The Challenges of Scanner Data
• A newly identified source of potential CPI bias: weekly versus monthly unit value price indexes
• A new price index for multi-period and multilateral comparisons
• Leveraging big data for official statistics: some recent developments

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