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Hedonic Imputation versus Time Dummy Hedonic Indexes

Hedonic Imputation versus Time Dummy Hedonic Indexes »

Source: Hedonic Imputation versus Time Dummy Hedonic Indexes

Volume/Issue: 2007/234

Series: IMF Working Papers

Author(s): W. E. Diewert , Mick Silver , and Saeed Heravi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2007

ISBN: 9781451867985

Keywords: Hedonic regressions, hedonic indexes, superlative indexes, equations, expenditure, expenditure share, equation, covariance,

Statistical offices try to match item models when measuring inflation between two periods. However, for product areas with a high turnover of differentiated models, the use of hedonic indexes is more appropriate si...

An Index Number Formula Problem

An Index Number Formula Problem »

Source: An Index Number Formula Problem : The Aggregation of Broadly Comparable items

Volume/Issue: 2009/19

Series: IMF Working Papers

Author(s): Mick Silver

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2009

ISBN: 9781451871661

Keywords: Unit value index, Superlative index, Consumer price index, Producer Price Index, equation, statistics, correlation, political economy, number theory,

Index number theory informs us that if data on matched prices and quantities are available, a superlative index number formula is best to aggregate heterogeneous items, and a unit value index to aggregate homogeneo...

Whose Inflation? A Characterization of the CPI Plutocratic Bias

Whose Inflation? A Characterization of the CPI Plutocratic Bias »

Source: Whose Inflation? A Characterization of the CPI Plutocratic Bias

Volume/Issue: 2001/59

Series: IMF Working Papers

Author(s): Eduardo Ley

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2001

ISBN: 9781451847949

Keywords: consumer price index, plutocratic index, democratic index, group index, aggregation, equivalence scales, expenditure, equation, expenditures, survey

Prais (1958) showed that the CPI computed by statistical agencies can be interpreted as a weighed average of household price indexes, the weight of each household determined by its total expenditures. We decompose...

The Difference Between Hedonic Imputation Indexes and Time Dummy Hedonic Indexes

The Difference Between Hedonic Imputation Indexes and Time Dummy Hedonic Indexes »

Source: The Difference Between Hedonic Imputation Indexes and Time Dummy Hedonic Indexes

Volume/Issue: 2006/181

Series: IMF Working Papers

Author(s): Saeed Heravi , and Mick Silver

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2006

ISBN: 9781451864410

Keywords: Hedonic regressions, superlative indexes, equation, paper, statistics, equations, dummy variable, Methodology for Collecting, Estimating, and Organizing Macroeconomic Data,

Statistical 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 si...

Post-Laspeyres

Post-Laspeyres »

Source: Post-Laspeyres : The Case for a New Formula for Compiling Consumer Price Indexes

Volume/Issue: 2012/105

Series: IMF Working Papers

Author(s): Paul Armknecht , and Mick Silver

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2012

ISBN: 9781475502954

Keywords: Consumer Price Index, Laspeyres, Superlative, Young, Geometric Young, Lowe index Formula, arithmetic, expenditure, equation, survey

Consumer price indexes (CPIs) are compiled at the higher (weighted) level using Laspeyres-type arithmetic averages. This paper questions the suitability of such formulas and considers two counterpart alternatives t...

Why Elementary Price Index Number Formulas Differ

Why Elementary Price Index Number Formulas Differ »

Source: Why Elementary Price Index Number Formulas Differ : Price Dispersion and Product Heterogeneity

Volume/Issue: 2006/174

Series: IMF Working Papers

Author(s): Mick Silver , and Saeed Heravi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2006

ISBN: 9781451864342

Keywords: Consumer price index, elementary aggregate index, scanner data, equation, statistics, sampling, arithmetic, dummy variables, Methodology for Collecting, Estimating

The Consumer Price Index Manual (2004) provides guidelines for aggregation formulas that are promulgated at IMF training courses and technical assistance missions. This paper develops elementary level aggregation t...

Optimal Macroprudential Policy and Asset Price Bubbles

Optimal Macroprudential Policy and Asset Price Bubbles »

Source: Optimal Macroprudential Policy and Asset Price Bubbles

Volume/Issue: 2019/184

Series: IMF Working Papers

Author(s): Nina Biljanovska , Lucyna Gornicka , and Alexandros Vardoulakis

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 August 2019

ISBN: 9781513511078

Keywords: Economic conditions, Financial crises, Demand, Economic stabilization, Price indexes, Collateral constraints, rational bubbles, macroprudential regulation, optimal policy, WP

An asset bubble relaxes collateral constraints and increases borrowing by credit-constrained agents. At the same time, as the bubble deflates when constraints start binding, it amplifies downturns. We show analytic...

The Role of E-Government in Promoting Foreign Direct Investment Inflows

The Role of E-Government in Promoting Foreign Direct Investment Inflows »

Source: The Role of E-Government in Promoting Foreign Direct Investment Inflows

Volume/Issue: 2021/008

Series: IMF Working Papers

Author(s): Ali Al-Sadiq

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 January 2021

ISBN: 9781513566795

Keywords: Foreign direct investment, Public employment, Corruption, Logit models, Infrastructure, E-government, Developing Countries, WP, FDI inflow, E-government service

The outbreak of the COVID-19 pandemic has helped accelerate the digitization of public services. The lockdown initiated by most governments to curb the spread of the coronavirus forced most public agencies to switc...

Hedonic Imputation versus Time Dummy Hedonic Indexes

Hedonic Imputation versus Time Dummy Hedonic Indexes »

Volume/Issue: 2007/234

Series: IMF Working Papers

Author(s): W. E. Diewert , Mick Silver , and Saeed Heravi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2007

DOI: http://dx.doi.org/10.5089/9781451867985.001

ISBN: 9781451867985

Keywords: Hedonic regressions, hedonic indexes, superlative indexes, equations, expenditure, expenditure share, equation, covariance,

Statistical offices try to match item models when measuring inflation between two periods. However, for product areas with a high turnover of differentiated models, the use of hedonic indexes is more appropriate si...

An Index Number Formula Problem
			: The Aggregation of Broadly Comparable items

An Index Number Formula Problem : The Aggregation of Broadly Comparable items »

Volume/Issue: 2009/19

Series: IMF Working Papers

Author(s): Mick Silver

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2009

DOI: http://dx.doi.org/10.5089/9781451871661.001

ISBN: 9781451871661

Keywords: Unit value index, Superlative index, Consumer price index, Producer Price Index, equation, statistics, correlation, political economy, number theory,

Index number theory informs us that if data on matched prices and quantities are available, a superlative index number formula is best to aggregate heterogeneous items, and a unit value index to aggregate homogeneo...