PriceIndices

CRANPriceIndicesMaRDI QIDQ65899

Calculating Bilateral and Multilateral Price Indexes

Jacek Białek

Last update: 26 June 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.1.7, 0.0.1, 0.0.2, 0.0.3, 0.0.4, 0.0.5, 0.0.6, 0.0.7, 0.0.8, 0.0.9, 0.1.1, 0.1.2, 0.1.3, 0.1.4, 0.1.5, 0.1.6, 0.1.8

Description

Preparing a scanner data set for price dynamics calculations (data selecting, data classification, data matching, data filtering). Computing bilateral and multilateral indexes. For details on these methods see: Diewert and Fox (2020) <doi:10.1080/07350015.2020.1816176>, Białek (2019) <doi:10.2478/jos-2019-0014> or Białek (2020) <doi:10.2478/jos-2020-0037>.

Cites work

• Substitution Bias in Multilateral Methods for CPI Construction
• Remarks on Geo-Logarithmic Price Indices
• Basic Statistics of Jevons and Carli Indices under the GBM Price Model