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Hedonic Prices Indexes for New Passenger Cars in Portugal (1997- 2001)

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Author Info
Hugo J. Reis (DEE/Banco de Portugal)
J.M.C. Santos Silva (ISEG, Universidade Técnica de Lisboa)

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Abstract

This paper evaluates the effects of quality change on the price index for new passenger cars in Portugal for the years 1997-2001. Hedonic regression models are studied, giving particular emphasis to the relation between the form of the price index and the specification of the hedonic equation and estimation method used. It is argued that when log-linear hedonic functions are used the effects of quality change should be evaluated using a method akin to the Oaxaca decomposition (Oaxaca R., 1973, "Male-Female Wage Differentials in Urban Labor Markets", International Economic Review, 14, 693-709), rather than using the traditional dummy variables method. The results of the empirical part of the paper indicate that the CPI component corresponding to the sales of new passenger cars may have been overestimated by as much as 2.2 percentage points per year. This corresponds to an overestimation of the overall CPI by about 0.15 percentage points per year. As a by- product of this analysis it is also possible to conclude that the quality of new cars sold in Portugal increased on average 4.8 percent per year during this period.

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File URL: http://129.3.20.41/eps/em/papers/0303/0303003.pdf
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Publisher Info
Paper provided by EconWPA in its series Econometrics with number 0303003.

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Length: 27 pages
Date of creation: 05 Mar 2003
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Handle: RePEc:wpa:wuwpem:0303003

Note: Type of Document - pdf; prepared on IBM PC; pages: 27
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Web page: http://129.3.20.41

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Related research
Keywords: CPI bias; Heteroskedasticity; Oaxaca decomposition.;

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Find related papers by JEL classification:
C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
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
L62 - Industrial Organization - - Industry Studies: Manufacturing - - - Automobiles; Other Transportation Equipment

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This page was last updated on 2009-12-16.


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