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Best Log-linear Index Numbers: Extensions and Applications

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  • Eric Blankmeyer

    (Southwest Texas State University)

Abstract

Index numbers of prices and quantities are estimated in the framework of a two-way analysis of variance, based on the ideas of H. Theil and K. Banerjee. Topics include aggregation, multidimensional indices and non- spherical errors. This method is applied to the commodity exports of developing nations.

Suggested Citation

  • Eric Blankmeyer, 1999. "Best Log-linear Index Numbers: Extensions and Applications," Econometrics 9904001, EconWPA.
  • Handle: RePEc:wpa:wuwpem:9904001
    Note: Type of Document - MS Word 47kb; prepared on IBM PC -; to print on HP; pages: 14 ; figures: included. none
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    References listed on IDEAS

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    1. Basmann, R L & Molina, D J & Slottje, D J, 1983. "Budget Constraint Prices as Preference Changing Parameters of Generalized Fechner-Thurstone Direct Utility Functions," American Economic Review, American Economic Association, vol. 73(3), pages 411-413, June.
    2. Prasada Rao, D S & Selvanathan, E Anthony & Pilat, Dirk, 1995. "Generalized Theil-Tornqvist Indices with Applications to International Comparisons of Prices and Real Output," The Review of Economics and Statistics, MIT Press, vol. 77(2), pages 352-360, May.
    3. Pindyck, Robert S & Rotemberg, Julio J, 1990. "The Excess Co-movement of Commodity Prices," Economic Journal, Royal Economic Society, vol. 100(403), pages 1173-1189, December.
    4. Caves, Douglas W & Christensen, Laurits R & Diewert, W Erwin, 1982. "Multilateral Comparisons of Output, Input, and Productivity Using Superlative Index Numbers," Economic Journal, Royal Economic Society, vol. 92(365), pages 73-86, March.
    5. Diewert, W. E., 1976. "Exact and superlative index numbers," Journal of Econometrics, Elsevier, vol. 4(2), pages 115-145, May.
    6. Basmann, R. L. & Diamond, C. A. & Frentrup, J. C. & White, S. N., 1985. "On deviations between neoclassical and GFT-based true cost-of-living indexes derived from the same demand function system," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 45-66.
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    More about this item

    Keywords

    price index quantity index;

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
    • C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
    • C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
    • C5 - Mathematical and Quantitative Methods - - Econometric Modeling
    • C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs

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