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

chain driftmultilateral index number methodsprice indexesrolling window GEKSscanner data

Mathematics Subject Classification ID

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

Recommendations

• Eliminating chain drift in price indexes based on scanner data
• Price discounts and the measurement of inflation
• Visualizing cereal world
• Price dynamics, retail chains and inflation measurement
• Retrospective Approximations of Superlative Price Indexes for Years Where Expenditure Data Is Unavailable

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

(17)

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

This page was built for publication: Scanner data, time aggregation and the construction of price indexes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q737294)