A newly identified source of potential CPI bias: Weekly versus monthly unit value price indexes
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DOI: 10.1016/j.econlet.2016.02.022
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References listed on IDEAS
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Cited by:
- Kevin J. Fox & Peter Levell & Martin O'Connell, 2023.
"Inflation measurement with high frequency data,"
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- Fox, Kevin J. & Levell, Peter & O'Connell, Martin, 2023. "Inflation measurement with high frequency data," CEPR Discussion Papers 18539, C.E.P.R. Discussion Papers.
- Enzo D’Innocenzo & Alessandra Luati & Mario Mazzocchi, 2023.
"A robust score-driven filter for multivariate time series,"
Econometric Reviews, Taylor & Francis Journals, vol. 42(5), pages 441-470, May.
- Enzo D'Innocenzo & Alessandra Luati & Mario Mazzocchi, 2020. "A Robust Score-Driven Filter for Multivariate Time Series," Papers 2009.01517, arXiv.org, revised Aug 2022.
- Janine Boshoff & Xuxin Mao & Garry Young, 2020.
"Outlier detection methodologies for alternative data sources: International review of current practices,"
Economic Statistics Centre of Excellence (ESCoE) Technical Reports
ESCOE-TR-07, Economic Statistics Centre of Excellence (ESCoE).
- Janine Boshoff & Xuxin Mao & Garry Young, 2020. "Outlier detection methodologies for alternative data sources: International review of current practices," National Institute of Economic and Social Research (NIESR) Discussion Papers 523, National Institute of Economic and Social Research.
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More about this item
Keywords
Elementary price indexes; Aggregation; Inflation;All these keywords.
JEL classification:
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
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