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Retrospective Price Indices and Substitution Bias

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Author Info
Walter Erwin Diewert
Marco Huwiler
Ulrich Kohli

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Abstract

The consumer price index (CPI) is usually computed as a fixed-weighted Laspeyres price index, with the weights updated at discrete intervals only. It is well known that the Laspeyres functional form entails a substitution bias. One way to reduce it would be to use chained indices, and superlative ones if possible. Unfortunately, the necessary data are often missing. This paper proposes a simple method to retroactively compute the CPI once updated weights become available. The proposed index has the Fisher form. This makes it possible to assess the size of the substitution bias. An application to Swiss data is provided.

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Publisher Info
Article provided by Swiss Society of Economics and Statistics (SSES) in its journal Swiss Journal of Economics and Statistics.

Volume (Year): 145 (2009)
Issue (Month): II (June)
Pages: 127-135
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Handle: RePEc:ses:arsjes:2009-ii-1

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Web page: http://www.sjes.ch
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Related research
Keywords: Price index; inflation; superlative indices; substitution bias;

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Find related papers by JEL classification:
C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

Statistics
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This page was last updated on 2009-11-27.


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