Best Log-linear Index Numbers: Extensions and Applications
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.
|Date of creation:||21 Apr 1999|
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|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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- Pindyck, Robert S. & Rotemberg, Julio., 1987.
"The excess co-movement of commodity prices,"
1969-87., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- 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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- 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 352-60, May.
- 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 411-13, June.
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