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010   $a9786613823304
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035   $a(EBL)3014428
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035   $a(PQKBTitleCode)TC0000943307
035   $a(PQKBWorkID)10975622
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035   $a(OCoLC)694141076
035   $a(IMF)WPIEE2006181
035   $a(MiAaPQ)EBC3014428
035   $a(EXLCZ)993360000000443329
100   $a20070313d2006      uf         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 14$aThe difference between hedonic imputation indexes and time dummy hedonic indexes /$fMick Silver and Saeed Heravi
205   $a1st ed.
210   $a[Washington, D.C.] $cInternational Monetary Fund, Statistics Dept.$d2006
215   $a1 online resource (20 p.)
225 1 $aIMF working paper ;$vWP/06/181
300   $a"July 2006".
311   $a1-4518-6441-8 
327   $a""Contents""; ""I. INTRODUCTION""; ""II. HEDONIC INDEXES""; ""III. WHY HEDONIC IMPUTATION AND DUMMY TIME HEDONIC INDEXES DIFFER""; ""IV. CHOICE BETWEEN HEDONIC INDEXES AND DUMMY TIME HEDONIC INDEXES""; ""V. CONCLUSIONS""; ""References""
330 3 $aStatistical offices try to match item models when measuring inflation between two periods. For product areas with a high turnover of differentiated models, however, the use of hedonic indexes is more appropriate since they include the prices and quantities of unmatched new and old models. The two main approaches to hedonic indexes are hedonic imputation (HI) indexes and dummy time hedonic (DTH) indexes. This study provides a formal analysis of the difference between the two approaches for alternative implementations of the Törnqvist "superlative" index. It shows why the results may differ and discusses the issue of choice between these approaches.
410  0$aIMF working paper ;$vWP/06/181.
606   $aInflation (Finance)
606   $aPrice indexes
615  0$aInflation (Finance)
615  0$aPrice indexes.
700   $aSilver$b M. S$01092743
701   $aHeravi$b Saeed$01674631
712 02$aInternational Monetary Fund.$bStatistics Dept.
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910821246803321
996   $aThe difference between hedonic imputation indexes and time dummy hedonic indexes$94202062
997   $aUNINA