Scanner data, time aggregation and the construction of price indexes

DOI10.1016/j.jeconom.2010.09.003zbMath1441.62750OpenAlexW1990950270MaRDI QIDQ737294

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

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)

Related Items (7)

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 ⋮ A robust score-driven filter for multivariate time series ⋮ THE ET INTERVIEW: PROFESSOR W. ERWIN DIEWERT ⋮ Price discounts and the measurement of inflation ⋮ Price dynamics, retail chains and inflation measurement ⋮ LEVERAGING BIG DATA FOR OFFICIAL STATISTICS: SOME RECENT DEVELOPMENTS

Cites Work

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

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