The Generalized Fisher Index: the Generic Formulae of Siegel and of Shapley
AbstractIn the framework of a multiplicative decomposition Ang et al. (2004) proposed to use in index decomposition analysis (IDA) a generalized Fisher approach. They based their formulae for the decomposition of an aggregate change in a variable in three or four factors on the generic formula that Shapley (1953) derived for his value of n-person games and mention that Siegel (1945) gave their formulae using a different route. De Boer (2009a) proved that input-output structural decomposition analysis (SDA) is equivalent to the generalized Fisher approach for the decompositions in two, three and four factors. Using Siegelâ€™s formula, he provided tables from which the decomposition of an aggregate change in a variable in five or six factors can easily be derived. In this paper we give the complicated generic formulae of Siegel and of Shapley and show how to implement them in case of four factors. The formulae are used to derive the tables for decompositions in seven and eight factors.
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Bibliographic InfoPaper provided by Erasmus University Rotterdam, Econometric Institute in its series Econometric Institute Report with number EI 2011-20.
Date of creation: 04 Jul 2011
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generalized Fisher index; index decomposition analysis; generic formulae of Siegel and of Shapley; input-output structural decomposition analysis;
This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-07-13 (All new papers)
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