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Indices de prix à utilité constante et substitutions intermensuelles

Author

Listed:
  • Patrick Sillard

    (INSEE - Institut national de la statistique et des études économiques (INSEE))

  • Lionel Wilner

    (CREST - Centre de Recherche en Économie et Statistique - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - CNRS - Centre National de la Recherche Scientifique)

Abstract

Cet article propose de mesurer l'évolution du coût de la vie à l'aide d'un indice à utilité constante issu de préférences emboîtées mensuellement, afin de rendre compte de substitutions entre les mois d'une même année. Une simulation évalue ce biais de substitution intermensuelle entre 0,02 et 0,1 point, soit une part significative du biais total de substitution compris entre 0,05 et 0,4 point. En pratique, cet article suggère de pondérer l'indice de prix annuel par les dépenses mensuelles de consommation des ménages et de calculer plutôt un indice de Fisher.

Suggested Citation

  • Patrick Sillard & Lionel Wilner, 2015. "Indices de prix à utilité constante et substitutions intermensuelles," Post-Print hal-04799413, HAL.
    • Handle: RePEc:hal:journl:hal-04799413
    DOI: 10.3917/reco.664.0755
    Note: View the original document on HAL open archive server: https://hal.science/hal-04799413v1
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