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The Early History of Price Index Research

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W. Erwin Diewert

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Abstract

This paper examines the domestic and foreign fixed investment expenditures of a sample of U.S. multinational firms to explain empirically each type of investment and to determine whether there are significant interactions between them. Models exhibiting two types of interactions, one, financial and the other, production-based, are explored theoretically and empirically. The financial interaction is the result of a model which assumes a risk of bankruptcy and its associated costs; under these circumstances, the firm faces an increasing cost of capital as a function of its debt/equity ratio. Domestic and foreign investment are interdependent, since, in competing for finance, each affects the cost of capital in the other location. Production interactions can arise when, because of start-up costs or other factors that produce nonlinear cost functions, it may become profitable to shift production from the home to the foreign location. The hypotheses are tested on data covering the domestic and foreign operations of seven multinational firms for a period of 16 to 20 years. The firm level investment functions fit reasonably well for both domestic and foreign expenditures; an interdependence between domestic and foreign investment was confirmed frequently through the finance side, but only once via production.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 2713.

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Date of creation: Sep 1988
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Handle: RePEc:nbr:nberwo:2713

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Balk, Bert M, 1981. "Second Thoughts on Wald's Cost-of-Living Index and Frisch's Double Expenditure Method," Econometrica, Econometric Society, vol. 49(6), pages 1553-58, November. [Downloadable!] (restricted)
  2. Robert B. Archibald, 1977. "On the Theory of Industrial Price Measurement Output Price Indexes," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 6, number 1, pages 64-81 National Bureau of Economic Research, Inc. [Downloadable!]
  3. Diewert, W. E., 1976. "Exact and superlative index numbers," Journal of Econometrics, Elsevier, vol. 4(2), pages 115-145, May. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Keith M. Carlson, 1989. "Do price indexes tell us about inflation? A review of the issue," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 12-30. [Downloadable!]
  2. Ernst R. Berndt & Zvi Griliches & Joshua G. Rosett, 1990. "On the Accuracy of Producer Price Indexes for Pharmaceutical Preparations: An Audit Based on Detailed Firm-Specific Data," NBER Working Papers 3490, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. W. Erwin Diewert, 1995. "Price and Volume Measures in the System of National Accounts," NBER Working Papers 5103, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Ernst R. Berndt & Zvi Griliches & Joshua G. Rosett, 1992. "Auditing the Producer Price Index: Micro Evidence From Prescription Pharmaceutical Preparations," NBER Working Papers 4009, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. William D. Nordhaus, 1994. "Do Real Output and Real Wage Measures Capture Reality? The History of Lighting Suggests Not," Cowles Foundation Discussion Papers 1078, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
  6. Santiago Rodriguez Feijoo & Alejandro Rodriguez Caro & Carlos Gonzalez Correa, 2003. "A measurement to analyze the relative change in the Absolute Parity of Power Purchase: An application to the European Union," ERSA conference papers ersa03p163, European Regional Science Association. [Downloadable!]
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