Scanner Data, Time Aggregation and the Construction of Price Indexes
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- Ivancic, Lorraine & Erwin Diewert, W. & Fox, Kevin J., 2011. "Scanner data, time aggregation and the construction of price indexes," Journal of Econometrics, Elsevier, vol. 161(1), pages 24-35, March.
References listed on IDEAS
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National Bureau of Economic Research, Inc.
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More about this item
KeywordsPrice indexes; aggregation; scanner data; chain drift; superlative indexes; unit values; multilateral index number methods; rolling window GEKS; rolli;
- 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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-09-26 (All new papers)
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