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A Novel Multi-Period and Multilateral Price Index

Consuelo Rubina Nava, Maria Grazia Zoia

arXiv 21 Feb 2021 · Econometrics

arXiv:2102.10528 · PDF · DOI · OpenAlex · Extracted main text

Abstract

A novel approach to price indices, leading to an innovative solution in both a multi-period or a multilateral framework, is presented. The index turns out to be the generalized least squares solution of a regression model linking values and quantities of the commodities. The index reference basket, which is the union of the intersections of the baskets of all country/period taken in pair, has a coverage broader than extant indices. The properties of the index are investigated and updating formulas established. Applications to both real and simulated data provide evidence of the better index performance in comparison with extant alternatives.

Citation extraction

46
references
55
in-text mentions
46
distinct cited
1
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10,357
main-text words

appendix boundary found by appendix_titled_section at “Appendix” · 63% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Rao, D. P. and Hajargasht, G (2016) Stochastic approach to computation of purchasing power parities in the international comparison program (icp)0.81142100%
2Diewert, W. E (2005) Weighted country product dummy variable regressions and index number formulae0.64422100%
3Balk, B. M (1996) A comparison of ten methods for multilateral international price and volume comparison0.5112250%
4Faliva, M (1996) Hadamard matrix product, graph and system theories: motivations and role in econometrics0.5112250%
5Clements, K. W. and Izan, H. Y (1987) The measurement of inflation: a stochastic approach0.51121100%
6Clements, K. W., Izan, H. I., and Selvanathan, E. A (2006) Stochastic index numbers: a review0.51121100%
7ISTAT (2016) I musei le aree archeologiche e i monumenti in Italia0.51121100%
8Biggeri, L. and Ferrari, G (2010) Price Indexes in Time and Space0.40511100%
9Balk, B. M (1980) A method for constructing price indices for seasonal commodities0.40511100%
10Balk, B. M (1995) Axiomatic price index theory: a survey0.40511100%

Showing the top 10 of 46 scored citations.