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Advances in economic measurement : a volume in honour of D. S. Prasada Rao / / Duangkamon Chotikapanich, Alicia N. Rambaldi, and Nicholas Rohde
| Advances in economic measurement : a volume in honour of D. S. Prasada Rao / / Duangkamon Chotikapanich, Alicia N. Rambaldi, and Nicholas Rohde |
| Autore | Duangkamon Chotikapanich |
| Pubbl/distr/stampa | Singapore : , : Palgrave Macmillan, , [2022] |
| Descrizione fisica | 1 online resource (675 pages) |
| Disciplina | 330.015195 |
| Soggetto topico |
Economics - Statistical methods
Index numbers (Economics) |
| ISBN | 981-19-2023-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Foreword -- Preface -- Contents -- List of Contributors -- List of Figures -- List of Tables -- List of Boxes -- Part I Productivity Measurement -- 1 Productivity Measurement: Past, Present, and Future -- Introduction -- From the Past to the Present -- The Distant Past: Observation from Antiquity to Adam Smith, Alfred Marshall and A. C. Pigou -- Observation in Antiquity -- Evidence, 1500-1820 (Maddison's Merchant Capitalist Epoch) -- Evidence, 1820-1913 (Maddison's Capitalist Epoch) -- Observations of Adam Smith, Alfred Marshall, and A. C. Pigou -- A Mere Century Ago: Accumulating Methods and Evidence Amidst Emerging Social Concerns -- Methods -- Evidence -- Social Concerns -- The Brief Flourishing of the European Productivity Agency -- Converging to the Present: Analytical Foundations and Drivers -- Analytical Foundations of Productivity Measurement -- Parametric Production Functions -- Non-parametric Distance Functions -- Parametric and Non-parametric Value Functions -- Drivers of Productivity Change -- Quality Change -- Technology -- Organisation -- Institutions -- Geography -- Productivity Dispersion, Productivity Gaps, Distance to Frontier and Zombies -- Expanding the Scope of Productivity Analysis Redux: Inclusive Green Growth -- The Future: Confronting Two Challenges of Transcendent Significance -- Productivity and the Pandemic Depression -- Productivity and Climate Change -- Linkages Between the Two Challenges -- Conclusions -- References -- 2 Symmetric Decompositions of Aggregate Output and Labour Productivity Growth: On Levels, (Non-)Additivity, and Misallocation -- Introduction -- Decomposition of Output Growth -- Decomposition of (Simple) Labour Productivity Growth -- Additivity and Misallocation -- How to Overcome Non-additivity -- Conclusion -- References.
3 Efficiency Analysis with Stochastic Frontier Models Using Popular Statistical Softwares -- Introduction -- Basic Stochastic Frontier Models -- Aigner et al. (1977) Model -- Implementation of ALS Model -- Early Generation of Stochastic Panel Data Models -- Schmidt and Sickles (1984) Model -- Implementation of Schmidt and Sickles (1984) Model -- Cornwell et al. (1990) Model -- Implementation of Cornwell et al. (1990) Model -- Kumbhakar (1990) and Battese and Coelli (1992) Models -- Implementation of Kumbhakar (1990) and Battese and Coelli (1992) Models -- Recent Advances of Stochastic Panel Data Models -- Greene (2005a, 2005b) Models -- Implementation of Greene (2005a, 2005b) Models -- Colombi et al. (2014) and Kumbhakar et al. (2014) Models -- Implementation of Colombi et al. (2014) and Kumbhakar et al. (2014) Models -- Stochastic Frontier Models with Determinants of Inefficiency -- Popular Models -- Implementation of Stochastic Frontier Models with Determinants of Inefficiency -- Semi-parametric Stochastic Frontier Models -- The Variety of Models -- Simar et al. (2017) Model -- Implementation of Simar et al. (2017) Model -- Empirical Illustration -- Concluding Remarks -- Appendix -- References -- 4 Efficiency and Productivity Analysis from a System Perspective: Historical Overview -- Prologo -- The Origins of Network DEA (1939-1975) -- Kantorovich (1939) -- Koopmans -- Johansen -- Summing Up: The KKJ (Kantorovich-Koopmans-Johansen) Model -- Shephard, Farrell and the "Black Box" Technology (1977-1999) -- Rediscovery of KKJ (2000-2020) -- Network Models -- Dynamic Network DEA Models -- Series Network Models -- Parallel Network Models -- Multi-Level or Hierarchical Models -- Industry Models -- Allocability Models -- Summing Up -- Topics for Future Research -- Efficiency Measurement vs Structure of the Network -- Unobserved Allocations. Costly Reallocation -- Connection Between Network Analysis and the Black Box Analysis -- Network Stochastic Frontiers -- Micro-foundation of the Aggregate Production Function -- Epilogo -- References -- Part II Income Distributions and Inequality and Insecurity -- 5 Modelling Income Distributions with Limited Data -- Introduction -- Concepts -- Inequality Measures -- Poverty Measures -- Data Setup -- Estimation -- Estimation with Fixed x, Random c, Random overline2yi -- MD Estimator 1 -- MD Estimator 2 -- MD Estimator 3 -- A Quasi ML Estimator -- Estimation with Fixed c, Random x, Random overline2yi -- MD Estimation -- ML Estimation -- Specification of Distributions, Inequality and Poverty Measures -- Simple Recipes for Two Distributions -- Lognormal Distribution -- Pareto-Lognormal Distribution -- Concluding Remarks -- References -- 6 Empirical Methods for Modelling Economic Insecurity -- Introduction -- Measurement Concepts -- Subjective Methods -- Aggregate Methods -- Rich Countries -- Poor Countries -- Axiomatic Methods -- The Bossert et al. (2019) Method -- Bossert and D'Ambrosio (2013) -- Micro-Econometric Methods -- Hazard Indicators -- Transitory Variance -- Synthetic Indices -- Methods Based on Predictive Densities -- Empirical Applications -- Aggregate Data -- Microdata -- EI and Social Disadvantage -- Regression Models -- Conclusion -- References -- 7 Measuring Inequality in Health -- Introduction -- Cardinal Variables and the Measurement of Inequality in Health -- The Univariate Approach to Measuring Health Inequality -- The Bivariate Approach to Health Inequality Measurement -- The Univariate Approach to Measuring Health Achievements -- A Pro-poor Approach to the Measurement of Health Achievement -- The Measurement of Inequality in Health Opportunities -- The Univariate Approach to Defining Indices of Inequality of Opportunities. The Bivariate Approach to Measuring Inequality of Opportunities -- The Concept of Human Opportunity Index -- Defining "Welfare-Related" Indices of Opportunity -- Defining "Pro-poor" Human Opportunity Indices -- Measuring Health Inequality and Polarization with Ordinal Variables -- Partial Orderings -- Inequality and Polarization Indices -- Conclusion -- References -- 8 Inequality of Opportunity: Theoretical Considerations and Recent Empirical Evidence -- Introduction -- The Equality of Opportunity Approach -- The Theoretical Model -- The Empirical Model -- Empirical Evidence -- Inequality of Opportunity in Developed Countries -- Inequality of Opportunity in the Monetary Space -- Inequality of Opportunity in the Non-Monetary Space: Education -- Inequality of Opportunity in the Non-monetary Space: Health -- Less Developed Countries -- Inequality of Opportunity in the Monetary Space -- Inequality of Opportunity in the Non-Monetary Space: Education -- Inequality of Opportunity in the Non-Monetary Space: Health -- The Global Perspective -- Conclusions -- References -- Part III Index Numbers and International Comparisons of Prices and Real Expenditures -- 9 Framing Measurement Beyond GDP -- Introduction -- Production Sphere: What Gets in and What Comes Out of the "Factory Gates" -- Well-being Sphere: What Shapes People's Lives? -- Asset Sphere: The Resources for Future Well-Being -- References -- 10 Hedonic Models and House Price Index Numbers -- Introduction -- Hedonic Methods for Constructing House Price Indices -- Indices Covered in Chapter 5 of Eurostat's HRPPI -- Time-Dummy Method -- Average Characteristic Method -- Hedonic Imputation Method -- Rolling-Time-Dummy Method -- Repricing Method -- Controlling for Location -- Controlling for Location Dependence in the Hedonic Log-Price Function. Controlling for Location Dependence in the Variance of the Log-Price Function -- Controlling for Location Dependence in the Mean and the Variance of Log-Prices -- Empirical Feasibility -- Constructing Separate Price Indices for Land and Structures -- Extensions -- Higher Frequency Indices -- Measuring Price Changes for the Stock of Housing -- Conclusion -- References -- 11 Scanner Data, Elementary Price Indexes and the Chain Drift Problem -- Introduction -- Comparing CES Price Levels and Price Indexes -- Using Means of Order r to Aggregate Price Ratios -- Relationships Between Some Share Weighted Price Indexes -- Relationships Between the Jevons, Geometric Laspeyres, Geometric Paasche and Törnqvist Price Indexes -- Relationships Between Superlative Fixed Base Indexes and Geometric Indexes That Use Average Annual Shares as Weights -- To Chain or Not to Chain -- Relationships Between the Törnqvist Index and the GEKS and CCDI Multilateral Indexes -- Unit Value Price and Quantity Indexes -- Quality Adjusted Unit Value Price and Quantity Indexes -- Relationships Between Lowe and Fisher Indexes -- Geary Khamis Multilateral Indexes -- Time Product Dummy Regressions: The Case of no Missing Observations -- Time Product Dummy Regressions: The Case of Missing Observations -- Weighted Time Product Dummy Regressions: The Bilateral Case -- Weighted Time Product Dummy Regressions: The Bilateral Case with Missing Observations -- Weighted Time Product Dummy Regressions: The General Case -- Linking Based on Relative Price Similarity -- Inflation Adjusted Carry Forward and Backward Imputed Prices -- Linking Based on Relative Price and Quantity Similarity -- The Axiomatic Approach to Multilateral Price Levels -- Summary of Results -- Conclusion -- References -- 12 The Stochastic Approach to International Price Comparisons -- Introduction -- The ICP Framework. Notation and Main Aggregation Methods. |
| Record Nr. | UNINA-9910616380703321 |
Duangkamon Chotikapanich
|
||
| Singapore : , : Palgrave Macmillan, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
At what price? [[electronic resource] ] : conceptualizing and measuring cost-of-living and price indexes / / Panel on Conceptual, Measurement, and Other Statistical Issues in Developing Cost-of-Living Indexes ; Charles L. Schultze and Christopher Mackie, editors
| At what price? [[electronic resource] ] : conceptualizing and measuring cost-of-living and price indexes / / Panel on Conceptual, Measurement, and Other Statistical Issues in Developing Cost-of-Living Indexes ; Charles L. Schultze and Christopher Mackie, editors |
| Pubbl/distr/stampa | Washington, DC, : National Academy Press, c2002 |
| Descrizione fisica | xiii, 332 p |
| Disciplina | 338.5/28/0973 |
| Altri autori (Persone) |
SchultzeCharles L
MackieChristopher D |
| Soggetto topico |
Consumer price indexes - United States
Cost and standard of living - United States - Statistical methods Prices - United States - Statistical methods Economic indicators - United States Index numbers (Economics) |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-18469-8
9786610184699 0-309-51217-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910456437503321 |
| Washington, DC, : National Academy Press, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
At what price? [[electronic resource] ] : conceptualizing and measuring cost-of-living and price indexes / / Panel on Conceptual, Measurement, and Other Statistical Issues in Developing Cost-of-Living Indexes ; Charles L. Schultze and Christopher Mackie, editors
| At what price? [[electronic resource] ] : conceptualizing and measuring cost-of-living and price indexes / / Panel on Conceptual, Measurement, and Other Statistical Issues in Developing Cost-of-Living Indexes ; Charles L. Schultze and Christopher Mackie, editors |
| Pubbl/distr/stampa | Washington, DC, : National Academy Press, c2002 |
| Descrizione fisica | xiii, 332 p |
| Disciplina | 338.5/28/0973 |
| Altri autori (Persone) |
SchultzeCharles L
MackieChristopher D |
| Soggetto topico |
Consumer price indexes - United States
Cost and standard of living - United States - Statistical methods Prices - United States - Statistical methods Economic indicators - United States Index numbers (Economics) |
| ISBN |
0-309-17079-6
1-280-18469-8 9786610184699 0-309-51217-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: EXECUTIVE SUMMARY -- A COGI Versus a COLI, 2 -- The Scope or Domain of the Index, 3 -- Aggregation, 4 -- Accounting for Substitution Behavior, 5 -- Quality Change, 6 -- New Goods, 7 -- Outlets, 8 -- Pricing Medical Care, 9 -- Index Design and Index Purpose, 10 -- Data Collection, 11 -- 1 INTRODUCTION -- Background, 13 -- Panel Charge and Report Organization, 17 -- Alternative Approaches: A COGI Versus a COLI, 18 -- Domain of the CPI, 19 -- Substitution, 21 -- Aggregation, 26 -- Changes in the Quality of Goods, 27 -- New Goods, 30 -- Outlet Substitution, 32 -- Stocks and Flows, 33 -- Index Purpose and Design, 35 -- Data Collection, 36 -- 2 CONCEPTUAL FOUNDATIONS FOR PRICE AND -- COST-OF-LIVING INDEXES 38 -- Setting the Stage: What Are Price Indexes?, 41 -- The Theory of Price Indexes and Its Critics, 43 -- Two Perspectives, 57 -- Conclusions, 73 -- Technical Note: A Mathematical Approach to Price Indexes, 74 -- 3 INDEX DOMAIN 94 -- An Unconditional COLI: Conceptual Issues, 96 -- Measurement Problems, 98 -- Supplemental Indexes and Satellite Accounts, 101 -- Other Domain Issues, 102 -- Conclusion and Recommendation, 105 -- 4 EVOLVING MARKET BASKETS: ADJUSTING INDEXES -- TO ACCOUNT FOR QUALITY CHANGE 106 -- COLI and COGI Views of the Quality Change Problem, 109 -- Evidence from the Boskin Commission Report, 112 -- BLS Approaches to Quality Changes, 114 -- Hedonic Regression Methods, 122 -- Cautions and Recommendations, 140 -- Technical Note 1: Boskin Commission Estimates of -- Quality Change and New Goods Bias, 146 -- Technical Note 2: Mathematical Description of Hedonic Methods, 149 -- 5 NEW GOODS AND NEW OUTLETS 155 -- New Goods, 155 -- New Outlets, 167 -- 6 THE SPECIAL CASE OF MEDICAL SERVICES 178 -- Background, 178 -- Conceptual and Measurement Issues, 181 -- The Domain of Consumer Health Expenditures: -- Employers' Health Insurance Payments, 185 -- Direct Pricing of Health Insurance, 186 -- Recommendations, 188 -- 7 INDEX DESIGN AND INDEX PURPOSE 191 -- Indexing Public Transfer Payments, 192 -- Wage Bargains and Indexed Wages, 207 -- Indexing Private Contracts, 208 -- Inflation-Indexed Treasury Securities, 210 -- Indexing the Federal Income Tax System, 212 -- Measuring Output Changes, 214 -- Inflation Indicators for Macroeconomic Policy, 216 -- Technical Note: The CPI Versus the NIPA Price Index -- as an Inflation Measure, 219 -- 8 WHOSE INDEX? AGGREGATING ACROSS HOUSEHOLDS 222 -- Two Kinds of Heterogeneity, 223 -- Heterogeneity in Prices Paid and in Rates of Inflation, 225 -- The Consequences of Heterogeneity for Index Construction, 226 -- Group Indexes: Why the Current Data Collection System -- Cannot Produce Them, 226 -- A Price Index for the Elderly?, 228 -- The Conceptual Basis for Group Indexes, 229 -- How Might Data for Subgroup Indexes Be Assembled and -- What Would It Cost?, 232 -- Suggested Research and Testing, 235 -- Plutocratic Versus Democratic Weights, 237 -- Summary and Recommendation, 240 -- Technical Note 1: Aggregation and the "Representative Consumer," 241 -- Technical Note 2: Do Inflation Rates Differ by Age -- or Income Group?, 246 -- 9 DATA COLLECTION FOR CPI CONSTRUCTION 252 -- The Current Data Collection Process, 253 -- Alternative Data Collection Approaches, 264 -- Summary and Recommendations, 274 -- Technical Note: Additional Description of CPI Data Inputs, 276 -- APPENDIX: STATISTICAL DEFINITION AND -- ESTIMATION OF PRICE INDEXES 283 -- REFERENCES 293 -- GLOSSARY 307 -- BIOGRAPHICAL SKETCHES OF PANEL MEMBERS AND STAFF 315 -- INDEX 319. |
| Record Nr. | UNINA-9910780010903321 |
| Washington, DC, : National Academy Press, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
At what price? [[electronic resource] ] : conceptualizing and measuring cost-of-living and price indexes / / Panel on Conceptual, Measurement, and Other Statistical Issues in Developing Cost-of-Living Indexes ; Charles L. Schultze and Christopher Mackie, editors
| At what price? [[electronic resource] ] : conceptualizing and measuring cost-of-living and price indexes / / Panel on Conceptual, Measurement, and Other Statistical Issues in Developing Cost-of-Living Indexes ; Charles L. Schultze and Christopher Mackie, editors |
| Pubbl/distr/stampa | Washington, DC, : National Academy Press, c2002 |
| Descrizione fisica | xiii, 332 p |
| Disciplina | 338.5/28/0973 |
| Altri autori (Persone) |
SchultzeCharles L
MackieChristopher D |
| Soggetto topico |
Consumer price indexes - United States
Cost and standard of living - United States - Statistical methods Prices - United States - Statistical methods Economic indicators - United States Index numbers (Economics) |
| ISBN |
0-309-17079-6
1-280-18469-8 9786610184699 0-309-51217-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: EXECUTIVE SUMMARY -- A COGI Versus a COLI, 2 -- The Scope or Domain of the Index, 3 -- Aggregation, 4 -- Accounting for Substitution Behavior, 5 -- Quality Change, 6 -- New Goods, 7 -- Outlets, 8 -- Pricing Medical Care, 9 -- Index Design and Index Purpose, 10 -- Data Collection, 11 -- 1 INTRODUCTION -- Background, 13 -- Panel Charge and Report Organization, 17 -- Alternative Approaches: A COGI Versus a COLI, 18 -- Domain of the CPI, 19 -- Substitution, 21 -- Aggregation, 26 -- Changes in the Quality of Goods, 27 -- New Goods, 30 -- Outlet Substitution, 32 -- Stocks and Flows, 33 -- Index Purpose and Design, 35 -- Data Collection, 36 -- 2 CONCEPTUAL FOUNDATIONS FOR PRICE AND -- COST-OF-LIVING INDEXES 38 -- Setting the Stage: What Are Price Indexes?, 41 -- The Theory of Price Indexes and Its Critics, 43 -- Two Perspectives, 57 -- Conclusions, 73 -- Technical Note: A Mathematical Approach to Price Indexes, 74 -- 3 INDEX DOMAIN 94 -- An Unconditional COLI: Conceptual Issues, 96 -- Measurement Problems, 98 -- Supplemental Indexes and Satellite Accounts, 101 -- Other Domain Issues, 102 -- Conclusion and Recommendation, 105 -- 4 EVOLVING MARKET BASKETS: ADJUSTING INDEXES -- TO ACCOUNT FOR QUALITY CHANGE 106 -- COLI and COGI Views of the Quality Change Problem, 109 -- Evidence from the Boskin Commission Report, 112 -- BLS Approaches to Quality Changes, 114 -- Hedonic Regression Methods, 122 -- Cautions and Recommendations, 140 -- Technical Note 1: Boskin Commission Estimates of -- Quality Change and New Goods Bias, 146 -- Technical Note 2: Mathematical Description of Hedonic Methods, 149 -- 5 NEW GOODS AND NEW OUTLETS 155 -- New Goods, 155 -- New Outlets, 167 -- 6 THE SPECIAL CASE OF MEDICAL SERVICES 178 -- Background, 178 -- Conceptual and Measurement Issues, 181 -- The Domain of Consumer Health Expenditures: -- Employers' Health Insurance Payments, 185 -- Direct Pricing of Health Insurance, 186 -- Recommendations, 188 -- 7 INDEX DESIGN AND INDEX PURPOSE 191 -- Indexing Public Transfer Payments, 192 -- Wage Bargains and Indexed Wages, 207 -- Indexing Private Contracts, 208 -- Inflation-Indexed Treasury Securities, 210 -- Indexing the Federal Income Tax System, 212 -- Measuring Output Changes, 214 -- Inflation Indicators for Macroeconomic Policy, 216 -- Technical Note: The CPI Versus the NIPA Price Index -- as an Inflation Measure, 219 -- 8 WHOSE INDEX? AGGREGATING ACROSS HOUSEHOLDS 222 -- Two Kinds of Heterogeneity, 223 -- Heterogeneity in Prices Paid and in Rates of Inflation, 225 -- The Consequences of Heterogeneity for Index Construction, 226 -- Group Indexes: Why the Current Data Collection System -- Cannot Produce Them, 226 -- A Price Index for the Elderly?, 228 -- The Conceptual Basis for Group Indexes, 229 -- How Might Data for Subgroup Indexes Be Assembled and -- What Would It Cost?, 232 -- Suggested Research and Testing, 235 -- Plutocratic Versus Democratic Weights, 237 -- Summary and Recommendation, 240 -- Technical Note 1: Aggregation and the "Representative Consumer," 241 -- Technical Note 2: Do Inflation Rates Differ by Age -- or Income Group?, 246 -- 9 DATA COLLECTION FOR CPI CONSTRUCTION 252 -- The Current Data Collection Process, 253 -- Alternative Data Collection Approaches, 264 -- Summary and Recommendations, 274 -- Technical Note: Additional Description of CPI Data Inputs, 276 -- APPENDIX: STATISTICAL DEFINITION AND -- ESTIMATION OF PRICE INDEXES 283 -- REFERENCES 293 -- GLOSSARY 307 -- BIOGRAPHICAL SKETCHES OF PANEL MEMBERS AND STAFF 315 -- INDEX 319. |
| Record Nr. | UNINA-9910826237703321 |
| Washington, DC, : National Academy Press, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial aggregation and index number theory [[electronic resource] /] / William A. Barnett, Marcelle Chauvet
| Financial aggregation and index number theory [[electronic resource] /] / William A. Barnett, Marcelle Chauvet |
| Autore | Barnett William A |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific Pub., c2011 |
| Descrizione fisica | 1 online resource (278 p.) |
| Disciplina | 332.01/5195 |
| Altri autori (Persone) | ChauvetMarcelle |
| Collana | Surveys on theories in economics and business administration |
| Soggetto topico |
Index numbers (Economics)
Finance - Mathematical models Monetary policy - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-14833-1
9786613148339 981-4293-10-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; Introduction; 1 International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview; 2 The Exact Theoretical Rational Expectations Monetary Aggregate; 3 On User Costs of Risky Monetary Assets; 4 The Discounted Economic Stock of Money with VAR Forecasting; 5 Exchange Rate Determination from Monetary Fundamentals: An Aggregation Theoretic Approach; 6 Multilateral Aggregation-Theoretic Monetary Aggregation over Heterogeneous Countries; 7 Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach; References; Author Index |
| Record Nr. | UNINA-9910461316503321 |
|
Barnett William A
|
||
| Hackensack, N.J., : World Scientific Pub., c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial aggregation and index number theory [[electronic resource] /] / William A. Barnett, Marcelle Chauvet
| Financial aggregation and index number theory [[electronic resource] /] / William A. Barnett, Marcelle Chauvet |
| Autore | Barnett William A |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific Pub., c2011 |
| Descrizione fisica | 1 online resource (278 p.) |
| Disciplina | 332.01/5195 |
| Altri autori (Persone) | ChauvetMarcelle |
| Collana | Surveys on theories in economics and business administration |
| Soggetto topico |
Index numbers (Economics)
Finance - Mathematical models Monetary policy - Mathematical models |
| ISBN |
1-283-14833-1
9786613148339 981-4293-10-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; Introduction; 1 International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview; 2 The Exact Theoretical Rational Expectations Monetary Aggregate; 3 On User Costs of Risky Monetary Assets; 4 The Discounted Economic Stock of Money with VAR Forecasting; 5 Exchange Rate Determination from Monetary Fundamentals: An Aggregation Theoretic Approach; 6 Multilateral Aggregation-Theoretic Monetary Aggregation over Heterogeneous Countries; 7 Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach; References; Author Index |
| Record Nr. | UNINA-9910789410403321 |
|
Barnett William A
|
||
| Hackensack, N.J., : World Scientific Pub., c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial aggregation and index number theory [[electronic resource] /] / William A. Barnett, Marcelle Chauvet
| Financial aggregation and index number theory [[electronic resource] /] / William A. Barnett, Marcelle Chauvet |
| Autore | Barnett William A |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific Pub., c2011 |
| Descrizione fisica | 1 online resource (278 p.) |
| Disciplina | 332.01/5195 |
| Altri autori (Persone) | ChauvetMarcelle |
| Collana | Surveys on theories in economics and business administration |
| Soggetto topico |
Index numbers (Economics)
Finance - Mathematical models Monetary policy - Mathematical models |
| ISBN |
1-283-14833-1
9786613148339 981-4293-10-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; Introduction; 1 International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview; 2 The Exact Theoretical Rational Expectations Monetary Aggregate; 3 On User Costs of Risky Monetary Assets; 4 The Discounted Economic Stock of Money with VAR Forecasting; 5 Exchange Rate Determination from Monetary Fundamentals: An Aggregation Theoretic Approach; 6 Multilateral Aggregation-Theoretic Monetary Aggregation over Heterogeneous Countries; 7 Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach; References; Author Index |
| Record Nr. | UNINA-9910814580703321 |
|
Barnett William A
|
||
| Hackensack, N.J., : World Scientific Pub., c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An index number formula problem [[electronic resource] ] : the aggregation of broadly comparable items / / prepared by Mick Silver
| An index number formula problem [[electronic resource] ] : the aggregation of broadly comparable items / / prepared by Mick Silver |
| Autore | Silver M. S |
| Pubbl/distr/stampa | [Washington D.C.], : International Monetary Fund, 2009 |
| Descrizione fisica | 1 online resource (22 p.) |
| Collana | IMF working paper |
| Soggetto topico |
Index numbers (Economics)
Economic indicators |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-7697-5
1-4527-1779-6 1-282-84241-2 9786612842412 1-4518-7166-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Superlative and Unit Value Indexes; A. Superlative Index Numbers; B. Unit Value Indexes; III. The Difference Between a Unit Value and a Fisher Index; Figures; 1. Depiction of Levels Effect; IV. What to do for Broadly Comparable Items; V. An Empirical Example Using Scanner Data; Tables; 1. Understanding the Differences Between Laspeyres, Paasche, and Fisher; 2. Unit Value and Price Indices for 14-inch TVs; 2. Understanding the Differences Between Unit Value Indexes and Laspeyres, Paasche, and Fisher Price Indexes; VI. Conclusions
3. Quality Adjusted Unit Value and Fisher Price IndicesReferences |
| Record Nr. | UNINA-9910464230403321 |
|
Silver M. S
|
||
| [Washington D.C.], : International Monetary Fund, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An Index Number Formula Problem : : The Aggregation of Broadly Comparable items / / Mick Silver
| An Index Number Formula Problem : : The Aggregation of Broadly Comparable items / / Mick Silver |
| Autore | Silver Mick |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (22 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Index numbers (Economics)
Economic indicators Macroeconomics Index Numbers and Aggregation leading indicators Methodology for Collecting, Estimating, and Organizing Microeconomic Data Price Level Inflation Deflation Production, Pricing, and Market Structure Size Distribution of Firms Information and Product Quality Standardization and Compatibility Price indexes Export price indexes |
| ISBN |
1-4623-7697-5
1-4527-1779-6 1-282-84241-2 9786612842412 1-4518-7166-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Superlative and Unit Value Indexes; A. Superlative Index Numbers; B. Unit Value Indexes; III. The Difference Between a Unit Value and a Fisher Index; Figures; 1. Depiction of Levels Effect; IV. What to do for Broadly Comparable Items; V. An Empirical Example Using Scanner Data; Tables; 1. Understanding the Differences Between Laspeyres, Paasche, and Fisher; 2. Unit Value and Price Indices for 14-inch TVs; 2. Understanding the Differences Between Unit Value Indexes and Laspeyres, Paasche, and Fisher Price Indexes; VI. Conclusions
3. Quality Adjusted Unit Value and Fisher Price IndicesReferences |
| Record Nr. | UNINA-9910788349703321 |
|
Silver Mick
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An Index Number Formula Problem : : The Aggregation of Broadly Comparable items / / Mick Silver
| An Index Number Formula Problem : : The Aggregation of Broadly Comparable items / / Mick Silver |
| Autore | Silver Mick |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (22 p.) |
| Disciplina | 338.50946 |
| Collana | IMF Working Papers |
| Soggetto topico |
Index numbers (Economics)
Economic indicators Macroeconomics Index Numbers and Aggregation leading indicators Methodology for Collecting, Estimating, and Organizing Microeconomic Data Price Level Inflation Deflation Production, Pricing, and Market Structure Size Distribution of Firms Information and Product Quality Standardization and Compatibility Price indexes Export price indexes |
| ISBN |
1-4623-7697-5
1-4527-1779-6 1-282-84241-2 9786612842412 1-4518-7166-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Superlative and Unit Value Indexes; A. Superlative Index Numbers; B. Unit Value Indexes; III. The Difference Between a Unit Value and a Fisher Index; Figures; 1. Depiction of Levels Effect; IV. What to do for Broadly Comparable Items; V. An Empirical Example Using Scanner Data; Tables; 1. Understanding the Differences Between Laspeyres, Paasche, and Fisher; 2. Unit Value and Price Indices for 14-inch TVs; 2. Understanding the Differences Between Unit Value Indexes and Laspeyres, Paasche, and Fisher Price Indexes; VI. Conclusions
3. Quality Adjusted Unit Value and Fisher Price IndicesReferences |
| Record Nr. | UNINA-9910817535703321 |
|
Silver Mick
|
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Soggetto topico
-
Index numbers (Economics)
(25)
- Price indexes (9)
- Deflation (4)
- Economic indicators (4)
- Inflation (4)