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Index Numbers

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Author Info
Diewert, Erwin

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Abstract

Index numbers are used to aggregate detailed information on prices and quantities into scalar measures of price and quantity levels or their growth. The paper reviews four main approaches to bilateral index number theory where two price and quantity vectors are to be aggregated: fixed basket and average of fixed baskets, stochastic, test or axiomatic and economic approaches. The paper also considers multilateral index number theory where it is necessary to construct price and quantity aggregates for more than two value aggregates. A final section notes some of the recent literature on related aspects of index number theory the construction of indexes when there is seasonality in the underlying data, sources of bias in consumer price indexes, the use of index numbers in measuring productivity, the problem of quality change and index number theory that is based on taking differences rather than ratios.

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File URL: http://microeconomics.ca/erwin_diewert/dp0702.pdf
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Publisher Info
Paper provided by UBC Department of Economics in its series UBC Departmental Archives with number diewert-07-01-03-08-17-23.

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Length: 47 pages
Date of creation: 03 Jan 2007
Date of revision: 31 Jan 2007
Handle: RePEc:ubc:bricol:diewert-07-01-03-08-17-23

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Related research
Keywords: Index numbers; stochastic; test and economic approaches to index number theory; hedonic regressions; bilateral index number theory; multilateral index;

Other versions of this item:

Find related papers by JEL classification:
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions
C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Microeconomic Data
E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

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This page was last updated on 2009-10-30.


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