Scanner data, time aggregation and the construction of price indexes

DOI10.1016/J.JECONOM.2010.09.003zbMATH Open1441.62750OpenAlexW1990950270MaRDI QIDQ737294FDOQ737294

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

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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)

Cites Work

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

Cited In (15)

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

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