Dissertations / Theses: 'Consumer price indexes'

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Chan, Ka-lin Karen. "Forecasting models for Hong Kong's consumer price index." Hong Kong : University of Hong Kong, 1993. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13787202.

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Chan, Ka-lin Karen, and 陳家蓮. "Forecasting models for Hong Kong's consumer price index." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1993. http://hub.hku.hk/bib/B3197725X.

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Mazumdar, Tridib. "The effects of learning intentions and choice task orientations on buyers' knowledge of price: an experimental investigation." Diss., Virginia Polytechnic Institute and State University, 1987. http://hdl.handle.net/10919/53645.

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This dissertation examines the process by which buyers encode and store price information in their memories and how the information is retrieved when such a need arises. Using theories in human learning and memory, it has been argued that buyers’ learning of price information is primarily influenced by their learning plans and the criteria they use pin choice decisions. Because of the differences in learning and choice task orientations, buyers are postulated to encode and store the information differently and therefore, different memory tests are necessary to investigate the retrieval mechanisms and thereby making inferences about their knowledge of price. While it is recognized that buyers may encode and retrieve price information in many different ways, this research has examined the differential impact of learning and choice task orientations on their recall, recognition, and ranking performances. The hypotheses developed in this research were tested in a laboratory experiment using ninety women shoppers as subjects. The two levels of learning (incidental and intentional) and the three levels of choice task orientations (non-price, mixed, and price) were fully crossed in a 2 x 3 full-factorial between-subjects design. Subjects, after being randomly assigned to one of the six experimental conditions took part in a simulated grocery shopping. Having made their selections, subjects responded to recall, recognition, and ranking memory tests involving prices of the items selected. Subjects also indicated their confidence about the accuracy of their responses. The accuracy and confidence ratings were used as dependent measures when testing the hypotheses. Since accuracy measures were dichotomous (correct or incorrect) in nature, loglinear modes were tested using maximum likelihood estimation procedure. For continuous dependent measure (e.g. confidence), ordinary least square estimations were carried out in a univariate ANOVA framework. In addition, several multiple comparison procedures were used to test differences between mean accuracy and confidence scores. The data analysis supported fifteen out of sixteen hypothesized relationships. The results supported the argument that buyers’ learning of price information improves with greater use of price in their choice decisions and with greater need to remember the information for later use. Overall, recognition was found to be a more appropriate retrieval mechanism than recall. Need for remembering specific prices did not significantly improve buyers° ability to rank items in terms of their expensiveness. The conceptualization and the research results are expected to make both theoretical and methodological contributions in pricing research. Particularly, the issues involving formation of reference prices and the manner in which the internal reference prices are retrieved and used in iii choice decisions are partially addressed using a consumer information processing perspective. Nonetheless, future research is needed to resolve additional issues in price perception research.
Ph. D.

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Smith, Aaron D. "Stochastic permanent breaks /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1999. http://wwwlib.umi.com/cr/ucsd/fullcit?p9938588.

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Heinze, Christian [Verfasser], Harry [Akademischer Betreuer] Haupt, and Dietmar [Akademischer Betreuer] Bauer. "A framework for spatiotemporal prediction with small and heterogeneous data - and an application to consumer price indexes - / Christian Heinze ; Harry Haupt, Dietmar Bauer." Bielefeld : Universitätsbibliothek Bielefeld, 2016. http://d-nb.info/1119981298/34.

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Baldwin, Andrew. "The treatment of seasonal commodities in the consumer price index." Thesis, University of Ottawa (Canada), 1986. http://hdl.handle.net/10393/4580.

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Joslyn-Battaglia, Kari. "The Relationship Between an Industry Average Beta Coefficient and Price Elasticity of Demand." Thesis, North Texas State University, 1986. https://digital.library.unt.edu/ark:/67531/metadc500999/.

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The price elasticity of demand coefficient for a good or service is a measure of the sensitivity, or responsiveness, of the quantity demanded of a product to changes in the price of that product. The price elasticity of demand coefficients were generated for goods and services in nine different industries for the years 1972 to 1984. A simple linear demand function was employed, using the changes in the Consumer Price Index as a proxy for changes in price and Personal Consumption Expenditures, taken from the National Income and Product Accounts, as a proxy for quantity. Beta measures the sensitivity, or responsiveness, of a stock to the market. An industry average beta coefficient was generated for each of the nine industries over the time period, using the beta coefficients published by Value Line for firms which met certain criteria. In order to test the relationship between the price elasticity of demand and an industry average beta coefficient, a simple regression was performed using the beta coefficient as the dependent variable and the price elasticity of demand coefficient as the independent variable. The results broke down into 3 basic categories: those industries for which there seemed to be no relationship, those industries where there was a fairly strong probability that a relationship exists and the price elasticity of demand explains at least part of the variation in beta coefficients, and those industries where there was a very high probability that a relationship does exist and the variation in the price elasticity of demand coefficients substantially explained the variation in the industry average beta coefficients. The first category includes the food at home, tobacco, and shoe industries. The second category includes the men's clothing, the women's clothing, and the alcoholic beverages industries, and the third includes the automobile, airline, and fast-food restaurant industries.

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Кремень, О. І. "Оцінювання інфляції як фінансово-статистична проблема." Thesis, Українська академія банківської справи Національного банку України, 2012. https://er.knutd.edu.ua/handle/123456789/13253.

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Swanepoel, C. V. "Stock returns as predictors of interest rates and inflation: The South African experience." University of the Western Cape, 1990. http://hdl.handle.net/11394/7892.

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Magister Commercii - MCom
This study analyses the extent to which stock returns provide forecasts of changes in interest rates and inflation for the South African market. The period under investigation, January 1966 - February 1989, is characterised by structural changes in the South African economy, especially in the financial markets. The earnings yield on shares is used as a measure of the return on stocks. Stock returns of 10 specific industries are used in addition to the overall market return. Monthly inflation series were constructed by employing both the Consumer Price Index (CPI) and the Producer Price Index (PPI). Before examining that relationship, tests were done to examine the relationship between nominal stock returns and expected inflation. The relation between the stock market and expected inflation is estimated by using three measures of expected inflation. The results appear to suggest that the stock market reacted positively to expected inflation during the 1966 - 1982 period. Two proxies of expected inflation. Best results inflation are used to were obtained with measure future the Fama-Gibbons measure. In addition, the results suggest that stock returns provide additional information of future inflation to that contained in the Fama-Gibbons and interest rate models. Returns for specific industries, used in this study, appear to provide marginally better forecasts of inflation than the overall market return. The results also suggest that stock returns provide forecasts of changes in interest rates and inflation. There is no evidence that the specific industries used, provide consistent better forecasts of interest rate changes than the overall market.

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Fouché, Elizabeth Maria. "The impact of price discrimination on tourism demand / Elizabeth Maria Fouché." Thesis, North-West University, 2005. http://hdl.handle.net/10394/1162.

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The primary goal of this study was to determine the impact of price discrimination on tourism demand. Four objectives were defined with reference to the primary research goal. The first objective was to analyse the concept of price discrimination and relevant theories by means of a literature study. In this regard it was found that price discrimination between markets is fairly common and that it occurs if the same goods were sold to different customers at different prices. Price discrimination is also possible as soon as some monopoly power exists and it is feasible when it is impossible or at least impractical for the buyers to trade among themselves. Three different kinds of price discrimination can be applied, namely first-degree, second-degree and third-degree price discrimination. The data also indicated that price discrimination is advantageous (it mainly increases profit) and that it has several other effects too. The second objective was to analyse examples of price discrimination by means of international case studies. In these different case studies it was found that demand and supply, therefore consumer and product, formed the basis of price discrimination. If demand did not exist, it would be impossible to apply price discrimination. The findings also indicated that, for an organisation to be able to practice price discrimination, the markets must be separated effectively and it will only be successful if there is a significant difference in demand elasticity between the different consumers. Furthermore, the ability to charge these different prices will depend on the consumer's ability and willingness to pay. If an organisation should decide to price discriminate, it would lead to a higher profit, a more optimal pricing policy and also to an increase in sales. The third objective was to analyse national case studies. This was done through comparing the data of a tourism organisation price discriminating (Mosetlha Bush Camp, situated in the North West) to two organisations that did not implement price discrimination (Kgalagadi Transfrontier Park in the Northern Cape and Golden Leopard Resort, also situated in the North West). It was found that a customer with low price elasticity is less deterred by a higher price than a customer with a high price elasticity of demand. As long as the customer's price elasticity is less than one, it will be very advantageous to increase the price: the seller will in this case get more money for less goods. With the increase in price the price elasticity tends to rise above one. The fourth objective was to draw conclusions and make recommendations. It was concluded that price discrimination could be applied successfully in virtually any organisation or industry. Furthermore, price discrimination does not always have a negative effect; but can have a positive ass well. It can have a positive effect on tourism demand. The findings emphasised that the main reason for implementing price discrimination is to increase profit at the cost of reducing consumer surplus. From the results it was recommended that more research on this topic should be conducted.
Thesis (M.Com. (Tourism))--North-West University, Potchefstroom Campus, 2006.

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Yuba, Tania Yuka. "Evolução dos preços relativos e da estrutura de gastos com alimentos no município de São Paulo: uma aplicação do banco de dados do IPC-FIPE de 1939 a 2010." Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/89/89131/tde-14092012-140908/.

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Introdução: A análise das principais tendências sobre consumo de alimentos tem apontado para a diminuição do consumo de alimentos in natura e o aumento do consumo de produtos industrializados. Este padrão de consumo pode levar à deficiências nutricionais e propiciar o surgimento de doenças crônicas não transmissíveis como a obesidade, dislipidemias e hipertensão. Os hábitos de consumo alimentar são afetados por uma grande variedade de fatores em que se destacam os econômicos, como preços relativos de alimentos e renda da população. Analisar a evolução dos preços relativos pode nos fornecer subsídios que possibilitam visualizar as tendências da relação entre os grupos alimentares. Objetivos: Analisar a evolução dos preços relativos dos grupos de alimentos a partir da elaboração dos números-índices dos preços relativos para o período de 1939 a 2010 com a utilização do banco de dados do Índice de Preços ao Consumidor da Fundação Instituto de Pesquisas Econômicas (IPC/FIPE). Metodologia: Para analisar a evolução dos preços relativos, foram utilizados o banco de preços da FIPE e as estruturas de ponderação da FIPE (1939-1988) e do IBGE (1989-2010), desagregadas por classe de renda a partir de 1972. O banco de preços foi organizado, sua consistência foi testada e os preços foram deflacionados pelo IPC/FIPE. Os preços relativos foram calculados e depois agregados por grupo alimentar. Por fim, o índice de preços foi calculado por duas fórmulas: Laspeyres e Konüs-Byushgens. Resultados: Comparou-se o índice geral da alimentação com os índices de cada grupo alimentar, e é possível notar que os grupos de gorduras, óleos, condimentos, açúcares e alimentos processados tiveram um seguimento de queda, por outro lado o índice dos alimentos in natura como frutas e verduras tiveram um ligeiro aumento. Os grupos de cereais, farinhas e massas e os grupos de carnes, leite e ovos tiveram uma tendência mais estável. Conclusão: A evolução dos preços relativos dos alimentos indica uma tendência desfavorável para uma alimentação saudável.
Introduction: Analyses of major trends on food consumption point out decreasing fresh food consumption and increasing processed food consumption. Processed food may cause nutritional deficiencies and ease onset of chronic non communicable diseases such as obesity, dyslipidemia and hypertension. Food consumption habits are affected by many factors, and the ones that stand out are the economic factors such as food relative price and population income. Studying the evolution of relative price may give us support to visualize the relationship trends among food groups. Objectives: Analyze the evolution of relative price of food groups by calculating the index-numbers of relative prices from 1939 to 2010 using the Consumer Price Index database from the Fundação Instituto de Pesquisas Econômicas (Institute for Economic Research Foundation) (IPC/FIPE). Methodology: To analyze the evolution of relative price, we used FIPE´s price database and also the weight structure from FIPE (1939-1988) and from IBGE (Brazilian Institute of Geography and Statistics) (1989-2010), which were separated by income class since 1972. Price database was arranged, it´s consistency was tested and prices were deflated by IPC/FIPE. Relative prices were calculated and then associated by food group. Ultimately, price index was calculated according to: Laspeyres and Konüs-Byushgens. Results: When comparing total food index against indexes of each food group we noticed that the groups of fat, oil, spices, sugars and sweets and processed food showed decreased indexes whereas fresh foods such as fruits and vegetables showed swift increased indexes. Grain, flour and pasta groups along with meat, milk and egg groups showed a steadier trend. Conclusion: The evolution of relative price of food points out an unfavorable trend toward healthy eating.

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Rojas, Andres Francisco Medeyros. "Estimativa do viés de substituição na inflação ao consumidor e seu impacto na previdência." Universidade de São Paulo, 2008. http://www.teses.usp.br/teses/disponiveis/12/12138/tde-05062008-122426/.

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O objetivo deste estudo é estimar o viés de substituição de produtos no cálculo da inflação ao consumidor, ou seja, estimar a inflação levando em conta a possibilidade da troca de bens dentro de uma cesta de produtos em resposta à mudança de preços relativos. Isso ocorre porque a fórmula utilizada atualmente pelo IBGE, tanto para o INPC quanto para o IPCA, para medir a inflação ao consumidor é a de Laspeyres modificado base móvel (índice do Bureau), que considera a mesma cesta de bens e serviços ao longo do tempo. Este índice tende a superestimar o aumento do custo de vida justamente por não considerar as trocas. Seguindo trabalhos anteriores, a estimação do viés se deu comparando um índice Laspeyres para um subconjunto do IPCA com a inflação mensurada pelo índice de Theil-Tornqvist para o mesmo subconjunto de produtos. Este índice se aproxima de um índice de custo de vida, logo, que considera a substituição de bens. No entanto, ele necessita atualizações freqüentes das cestas de bens e serviços ou das estruturas de ponderação. Como não existem no Brasil pesquisas de consumo das famílias que forneça estruturas de ponderações periódicas, estas tiveram que ser estimadas. Para tanto, foram utilizadas previsões de um modelo de sistema de demanda AIDS baseado nos microdados da POF 95-96. O viés de substituição estimado foi de 3,33 p.p. de agosto de 1999 a junho de 2006, o que equivale a dizer que a inflação ao consumidor foi superestimada em 0,31 p.p. ao ano. Pela impossibilidade de trabalhar com o nível mais desagregado do IPCA (o subitem), certamente, o viés calculado é subestimado. Caso o viés estimado fosse descontado dos reajustes dados às aposentadorias, pensões e demais auxílios concedidos pelo Ministério da Previdência e Assistência Social, o governo poderia ter poupado de 2000 a junho de 2006, aproximadamente, R$ 8 bilhões.
The objective of this study is to estimate the substitution of products bias in the calculation of consumer inflation, therefore, estimate the inflation taking into account the possibility of switching goods in a basket of products, in response to a change in relative prices. This happens because the estimation formula used by IBGE, both with INPC an IPCA, to measure consumer inflation is Laspeyres (Bureau\'s index), witch considers the same basket of goods over time. This index tends to overestimate the increase in the living cost, by not taking into account the substitution of products. Following previous works, the estimation of the bias was made comparing a Lapeyres index for a subgroups of IPCA with the inflation measure by the Theil-Tornqvist index for the same subgroups. This gets closer to an index of cost of living, which considers the substitution of goods. However, it needs frequent updates of the baskets of goods and services or of the weighted structures. As there are no surveys of family consumption in Brazil that provide periodic weighted structures, these had to be estimated. To do it, were used micro data of POF 95-96. The substitution bias estimated was 3,33 p.p of August 1999 to June 2006, which is equivalent of saying that the consumer inflation was overestimated in 0,31 p.p per year. With the impossibility of working with a more highly disaggregated level of IPCA (the sub items), certainly the calculated bias was underestimated. If the bias estimated was discounted from adjustment given to retirement, pensions and other benefits granted by the Ministry of Welfare and Social Assistance, the government could have saved, from 2000 to June 2006, approximately R$ 8 billions.

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Akaakar, Alexandra A. "OIL DEPENDENCY AND NATIONAL FOOD SECURITY: A CASE FOR NIGERIA." OpenSIUC, 2019. https://opensiuc.lib.siu.edu/theses/2482.

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Food insecurity is a condition of insufficient access to quality nutritious food; it is often rooted in shocks that interrupt the food production/distribution system in an area. Amidst the capabilities of Nigeria's agricultural system, the number of households across Nigeria experiencing food shortages has increased rapidly. The main reason for this increase were price shocks. This incident highlighted a huge vulnerability in Nigeria's food system, the vulnerability to price shocks. Incidences such as poverty and conflicts magnify the frequency of food insecurity. The ability to reduce vulnerabilities while addressing existing issues in food production and supply depends on a stable economy and innovative policy. As a major oil exporter, Nigeria's economy is affected by oil price fluctuations. This paper analyses the extent of the effect and how such volatility could increase vulnerability in the food system. The analysis in this treatise examines economic and agricultural factors to identify trends that negatively affect Nigeria's current food system.. Oil prices were significant in explaining variation in food price shocks and Gross Domestic Product (GDP). Food price shocks are one of the symptoms of economic downturns. Agricultural innovation, and economic policies need to be formulated to prevent such shocks in the future. Given the dependency of economic performance on oil prices, a major move would be to diversify the Nigerian economy; with adequate attention being paid to agriculture.

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Lopes, Luciana Teagno. "A rigidez nominal de preços na cidade de São Paulo: evidências baseadas em microdados do índice de preços ao consumidor da FIPE." Universidade de São Paulo, 2008. http://www.teses.usp.br/teses/disponiveis/12/12140/tde-13012009-165431/.

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Esta pesquisa investiga o comportamento de determinação de preços na cidade de São Paulo. São analisadas mais de seis milhões de cotações do índice de preços ao consumidor da FIPE. Os principais resultados são: (i) a freqüência média de mudança dos preços é de 32,35% ao mês; (ii) os preços duram em média 2,56 meses; (iii) há grande heterogeneidade entre produtos quanto ao comportamento de mudança dos preços; (iv) 40% das mudanças de preço são para baixo; (v) as mudanças de preço possuem magnitude considerável; (vi) a freqüência de mudança dos preços exibe padrões sazonais em alguns grupos; (vii) a freqüência de mudança dos preços respondeu às incertezas eleitorais de 2002 em alguns grupos; (viii) as funções de risco comum são decrescentes e apresentam picos na duração correspondente a doze meses para alguns subgrupos, e (ix) o risco de mudança dos preços responde ao índice inflacionário para aproximadamente 70% dos subgrupos.
This research investigates the price-setting behavior in São Paulo city. We analyze more than six millions of consumer price index quotes produced by FIPE. The main results are: (i) the average frequency of price change is 32,35% per month; (ii) the prices remain unchanged on average for 2,56 months; (iii) there is a large degree of product heterogeneity related to the behavior of price change; (iv) 40% of price changes are price decreases; (v) the magnitude of price changes is large; (vi) the frequency of price change exhibits seasonal patterns for some groups; (vii) for some groups the frequency of price change was affected by 2002 elections; (viii) the baseline hazard functions are downward-sloping with 12 month spikes for some subgroups, and (ix) the hazard of price change responds to inflation for almost 70% of the subgroups.

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Heliodoro, Marisa Alexandra de Oliveira. "Evolução das rendas de habitação em Portugal : exploração de dados administrativos e construção de índices alternativos ao da componente das rendas do IPC." Master's thesis, Instituto Superior de Economia e Gestão, 2019. http://hdl.handle.net/10400.5/19237.

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Mestrado em Métodos Quantitativos para a Decisão Económica e Empresarial
O mercado de arrendamento em Portugal tem vindo a merecer uma atenção crescente por parte dos agentes económicos e do público em geral, especialmente despoletada pelo aumento das rendas nos últimos anos. Entre 2017 e 2018, por exemplo, o índice de rendas residenciais registou um aumento de 11,7% (Confidencial Imobiliário, s.d) e o valor mediano uma subida de 9,3% (INE, 2019A). Esta evolução não se encontra aparentemente na componente das rendas de habitação do Índice de Preços do Consumidor (IPC) que regista um aumento mais moderado de 1,9% entre 2017 e 2018. Apesar de não existir nenhuma evidência empírica que suporte a razão para esta diferença, a mesma pode dever-se a questões metodológicas. O principal objetivo deste estudo é contribuir para a investigação destas diferenças através da construção de índices de preços alternativos à componente das rendas do IPC. Os mesmos foram construídos através de uma base de dados, disponibilizada pelo INE, com informação de mais de 10 milhões e 200 mil recibos eletrónicos de rendas de habitação para o período compreendido entre janeiro de 2015 e dezembro de 2017. Pretende-se verificar se a variação das rendas dos novos contratos de arrendamento apresenta um maior dinamismo de mercado, ajudando a explicar a existência das diferenças acima referidas. Os resultados obtidos foram bastante interessantes. Entre 2015 e 2017, o índice com informação de novos contratos apresenta uma variação de 26,8%, valor bastante acima do observado pelo IPC. O estudo também permitiu identificar a existência de um padrão de sazonalidade no Algarve.
The rental market in Portugal has been receiving increasing attention by both economic agents and the public in general, as a consequence of the generalized increase in rents in the last years. Between 2017 and 2018, for example, the residential rental index registered an increase of 11.7% (Confidencial Imobiliário, s.d) and the median value an increase of 9.3% (INE, 2019A). This evolution in rents is not captured by the Consumer Price Index (CPI) rental component, which showed a moderate increase of 1.9% between 2017 and 2018. Although there is no empirical evidence supporting the reason for these differences, these may be due to methodological issues. The main objective of this study is to contribute to the investigation of these differences by constructing alternative price indices to the CPI income component. They were built through a database, made available by the INE, with information of more than 10 million and 200 thousand electronic receipts of housing rents for the period between January 2015 and December 2017. It intends to verify whether the change in the rents of the new lease contracts, which shows greater market dynamism, helps explaining the existence of the above-mentioned differences. The results obtained were very interesting. Between 2015 and 2017, the index with information of new contracts displays a variation of 26.8%, a much higher figure than the one observed by the CPI. The study also allowed the identification of the existence of a seasonal pattern in the Algarve.
info:eu-repo/semantics/publishedVersion

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Яковенко, Р. В., R. Yakovenko, О. О. Степанов, and O. Stepanov. "Внутрішні та зовнішні причини та наслідки інфляції." Thesis, м. Ірпінь : Університет ДФС України, 2017. http://dspace.kntu.kr.ua/jspui/handle/123456789/7390.

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Розглянуто специфіку формування економічного світогляду в умовах економіки регіону, яка демонструє гірші показники розвитку. The peculiarity of the formation of an economic outlook in the conditions of the region's economy, which shows the worst indicators of development, is considered.

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Le, Clinche Servane. "Etude de la prise en considération de la spécificité du contexte sportif dans l’attachement des spectateurs aux composantes des événements sportifs liés : Cas de la place du cheval dans les concours équestres." Thesis, Université Paris-Saclay (ComUE), 2016. http://www.theses.fr/2016SACLS370/document.

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Ce projet doctoral a pour finalité d’investiguer la place de la spécificité d’un contexte sportif, dans le processus d’adaptation de l’échelle de mesure Points of Attachment Index à un terrain d’étude particulier. Cette échelle se propose de mesurer l’attachement des spectateurs à l’égard des composantes des événements sportifs. Les concepts d’attachement, voire d’attachement émotionnel sont mobilisés dans les recherches sur la relation spectateurs - événements sportifs. Considéré comme animal, athlète et coproducteur de la pratique en tant que spécificité du milieu sportif, le cheval est étudié dans le contexte français et équestre. La question de recherche tend ainsi à s’intéresser à la prise en compte de cette spécificité dans l’utilisation d’une échelle de mesure dédiée à l’attachement des spectateurs aux composantes des événements sportifs liés au contexte sportif examiné. Pour cela, différentes étapes articulées sous forme d’études ont été menées. Après avoir identifié et observé les parties prenantes des concours équestres visibles par les spectateurs, une étude qualitative menée auprès 42 spectateurs nous a permis de mieux appréhender la relation affective vis-à-vis des composantes des concours équestres, et d’ainsi faire émerger des items propres à la composante « spécificité ». Par la suite, une étude quantitative (n=463) nous a donné l’opportunité d’analyser la place de cette spécificité dans l’échelle de mesure adaptée, ainsi que sa place dans l’attachement des spectateurs aux composantes des concours équestres. En conclusion, ces résultats se proposent de présenter de nouvelles connaissances quant à la relation spectateur-événement sportif, ainsi que, de suggérer l’éventualité d’adapter les instruments de mesure mobilisée au contexte étudiée (et implicitement étudier ses spécificités) dans la finalité d’être au plus près de la réalité du terrain
This thesis aims at investigating the position of the specificity of sport context, in the adapted Points of Attachment Index scale to a particular filed. This scale measures the spectators' attachment to sporting event and their dimensions. Attachment and emotional attachment concepts are used for spectator-sporting event relationships researches. As a specificity of sport, we study horse in French and equestrian context. This research tends to examine the consideration of this specificity of scale. Several steps of this thesis are associated with studies. Firstly, we identify the stakeholders of equestrian competitions, with spectator’s equestrian sporting event. The main goal of this study is to emerge “specificity-horse” items. Then, a quantitative study is conducted (n=463). On the one hand, it gives us the opportunity to analyze the consideration of specificity dimension to adapted scale. On the other hand, we examine spectators’ attachment to horse and other dimensions of sporting events. These results provide a better understanding of spectator-sporting event relationships. For it, this research suggests to examine sport and cultural context and to adapt scale, in order to make the results representing the field reality at its best

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Кошева, Ю. С. "Статистичний аналіз середньої заробітної плати в регіонах." Thesis, Одеський національний економічний університет, 2020. http://dspace.oneu.edu.ua/jspui/handle/123456789/11963.

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У роботі розглядаються теоретичні аспекти статистичного вивчення середньомісячної заробітної плати України та окремих регіонів, методи її розрахунку та аналізу. Проаналізовано динаміку номінальної заробітної плати в Україні та її окремих областях. Вивчено інтенсивність розвитку номінальної та реальної заробітної плати країни. Здійснено порівняльний аналіз рівнів та динаміки заробітної плати України та розвинутих країн світу. Запропоновано основні напрями покращення ситуації, яка склалися в країні у сфері оплати праці, перш за все, підсилення функцій органів державного управління задля недопущення від’їзду з країни потенційних заробітчан із-за низького рівня заробітної плати. Важливим є вирівнювання середньомісячної заробітної плати в галузевому розрізі та в регіональному.
The theoretical aspects of statistical study of the average monthly salary of Ukraine and separate regions, methods of its calculation and analysis are considered in the work. The dynamics of nominal wages in Ukraine and its separate oblasts is analyzed. The intensity of the development of nominal and real wages of the country has been studied. A comparative analysis of the levels and dynamics of wages in Ukraine and developed countries. The main directions of improving the situation in the country in the field of wages are proposed, first of all, strengthening the functions of public administration to prevent the departure of potential workers due to low wages. It is important to equalize the average monthly wage by industry and regionally.

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Braz, André Furtado. "Núcleos de inflação: avaliação das atuais medidas e sugestão de novos indicadores para o Brasil." reponame:Repositório Institucional do FGV, 2011. http://hdl.handle.net/10438/9813.

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Desde a implantação do sistema de metas de inflação em julho de 1999, o Banco Central (BC) tem utilizado para monitorar a política monetária um número crescente de indicadores, dentre os quais, incluem-se as medidas de núcleo de inflação. O objetivo é obter uma informação mais precisa sobre o curso da inflação no país e, consequentemente, sobre o futuro da política monetária. Além do Banco Central, muitas instituições financeiras utilizam medidas de núcleo para orientar suas estimativas em relação ao comportamento da inflação no país. Deste modo, esta dissertação faz uma avaliação dos núcleos de inflação utilizando os principais testes estatísticos e econométricos sugeridos pela literatura econômica e propõe ainda novos indicadores para o Brasil.
Since the implementation of inflation targeting system in July 1999, the Central Bank (BC) is used to monitor the monetary policy of a growing number of indicators, among which include measures of core inflation. The goal is to obtain more precise information about the course of inflation in the country and hence on the future of monetary policy. In addition to the Central Bank, many financial institutions use core measures to guide their expectations regarding the behavior of inflation in the country. Thus, this paper makes an assessment of core inflation using the main statistical and econometric tests suggested in the literature and proposes new economic indicators for Brazil.

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Bonno, Simone Jager Patrocinio. "Previsão de inflação utilizando modelos de séries temporais." reponame:Repositório Institucional do FGV, 2014. http://hdl.handle.net/10438/11750.

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This paper compares time series models to forecast short-term Brazilian inflation measured by Consumer Price Index (IPCA). Were considered SARIMA Box-Jenkins models and structural models in state space, as estimated by the Kalman filter. For estimation of the models, the series of IPCA monthly basis from March 2003 to March 2012 was used. The SARIMA models were estimated in EVIEWS and structural models in STAMP. For the validation of the models out of sample forecasts were considered one step ahead for the period April 2012 to March 2013, based on the main criteria for assessing predictive ability proposed in the literature. The conclusion of the study is that, although the structural model allows, to decompose the series into components with direct interpretation and study them separately, while incorporating explanatory variables in a simple way, the performance of the SARIMA model to predict Brazilian inflation was higher in the period and horizon considered. Another important positive aspect is that the implementation of a SARIMA model is ready, and predictions from it are obtained in a simple and direct way.
Este trabalho compara modelos de séries temporais para a projeção de curto prazo da inflação brasileira, medida pelo Índice de Preços ao Consumidor Amplo (IPCA). Foram considerados modelos SARIMA de Box e Jenkins e modelos estruturais em espaço de estados, estimados pelo filtro de Kalman. Para a estimação dos modelos, foi utilizada a série do IPCA na base mensal, de março de 2003 a março de 2012. Os modelos SARIMA foram estimados no EVIEWS e os modelos estruturais no STAMP. Para a validação dos modelos para fora da amostra, foram consideradas as previsões 1 passo à frente para o período de abril de 2012 a março de 2013, tomando como base os principais critérios de avaliação de capacidade preditiva propostos na literatura. A conclusão do trabalho é que, embora o modelo estrutural permita, decompor a série em componentes com interpretação direta e estudá-las separadamente, além de incorporar variáveis explicativas de forma simples, o desempenho do modelo SARIMA para prever a inflação brasileira foi superior, no período e horizonte considerados. Outro importante aspecto positivo é que a implementação de um modelo SARIMA é imediata, e previsões a partir dele são obtidas de forma simples e direta.

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21

Ibraimo, Yasfir Daudo. "The macroeconomic effects of public debt : an empirical analysis of Mozambique." Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/14577.

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Mestrado em Economia
A divida publica tem estado a crescer acentuadamente nos últimos anos, o que sugere um crescimento da despesa publica financiado pela emissão da divida publica em oposição ao uso da tributação. Não tem existido consenso relativamente as implicações económicas da emissão da divida publica para financiar a despesa publica. Esta dissertação investiga de forma empírica os efeitos macroeconómicos da divida publica para o caso de Moçambique para o período do primeiro trimestre de 2001 ao quarto trimestre de 2016. Modelo de Vector Autoregressivo são usados para avaliar os efeitos macroeconómicos da divida publica através da função impulso-resposta e a decomposição da variância. Esta dissertação conclui que variáveis ligadas ao serviço da divida tem efeitos negativos significativos nesta economia comparando com variáveis ligadas a divida publica. Variáveis de divida publica no período deste estudo não tiveram um impacto significativo no produto real e as variáveis do serviço da divida reduziram significativamente o produto real, aumentou o nível geral de preços e depreciou a moeda domestica.
Public debt has been rising markedly over the years, which suggests an increase in public expenditure financed by debt instead of taxation. There is no consensus on the economic implications of borrowing to finance public expenditure. This dissertation empirically investigates the macroeconomic effects of public debt for the case of Mozambique over the period of 2000Q1-2016Q4. Vector Autoregression (VAR) model are used to assess these effects through impulse response functions and variance decomposition. We conclude that debt service variables have much more negative effects on this economy than debt variables. Debt variables over the period of this study had no significant impact on the real output and the debt service component depressed the real output, increased the general price level and accounted for depreciation on the domestic currency.
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Ivancic, Lorraine Economics Australian School of Business UNSW. "Scanner data and the construction of price indices." 2007. http://handle.unsw.edu.au/1959.4/40782.

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This thesis explores whether scanner data can be used to inform Consumer Price Index (CPI) construction, with particular reference to the issues of substitution bias and choice of aggregation dimensions. The potential costs and benefits of using scanner data are reviewed. Existing estimates of substitution bias are found to show considerable variation. An Australian scanner data set is used to estimate substitution bias for six different aggregation methods and for fixed base and superlative indexes. Direct and chained indexes are also calculated. Estimates of substitution bias are found to be highly sensitive to both the method of aggregation used and whether direct or chained indexes were used. The ILO (2004) recommends the use of dissimilarity indexes to determine the issue of when to chain. This thesis provides the first empirical study of dissimilarity indexes in this context. The results indicate that dissimilarity indexes may not be sufficient to resolve the issue. A Constant Elasticity of Substitution (CES) index provides an approximate estimate of substitution-bias-free price change, without the need for current period expenditure weights. However, an elasticity parameter is needed. Two methods, referred to as the algebraic and econometric methods, were used to estimate the elasticity parameter. The econometric approach involved the estimation of a system of equations proposed by Diewert (2002a). This system has not been estimated previously. The results show a relatively high level of substitution at the elementary aggregate level, which supports the use a Jevons index, rather than Carli or Dutot indexes, at this level. Elasticity parameter estimates were found to vary considerably across time, and statistical testing showed that elasticity parameter estimates were significantly different across estimation methods. Aggregation is an extremely important issue in the compilation of the CPI. However, little information exists about 'appropriate' aggregation methods. Aggregation is typically recommended over 'homogenous' units. An hedonic framework is used to test for item homogeneity across four supermarket chains and across all stores within each chain. This is a novel approach. The results show that treating the same good as homogenous across stores which belong to the same chain may be recommended.

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23

Chu, Chin-Wen, and 朱錦雯. "The relationship of Consumer Classified Price Indexes in Taiwan." Thesis, 1997. http://ndltd.ncl.edu.tw/handle/67668938557470236130.

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碩士
淡江大學
財務金融學系
85
This study uses Johansen(1988)Maximum Likelihood method, testing thelong-run co-integration relation of consumer classified price indexes from1978 to 1996, and then uses the Error Correction Model to discuss the co-effectwith observed time series. The conclusions are as follows:1. This study adopt unit-root statistical technique (ADF .PP .WS), we found that all classified prices are I(1) series.2. Co-integration relation does not exist in all two category price indexes, three category price indexes, four category price indexes. In the long-run, when the government adjust one of the classified prices, it may make the others classified prices change in different way.3. The negative relation between The Error Correction Term and independent variables.4. We do not confirm the relationship of consumer classified price indexes, but we believe that when the government adjust one of the classified prices, the others classified prices may rise or decline.5. The short-run dynamic relationship shows that, the classified price effect to itself last for one year.

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24

White, Alan G. "Economic and financial indexes." Thesis, 1999. http://hdl.handle.net/2429/10137.

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This thesis examines the theoretical underpinnings and practical construction of select economic and financial indexes. Such indexes are used for a variety of purposes, including the measurement of inflation, portfolio return performance, and firm productivity. Chapter 1 motivates interest in economic and financial indexes and introduces the principal ideas in the thesis. Chapter 2 focuses on one potential source of bias in the Canadian consumer price index (CPI) that arises from the emergence of large discount/warehouse stores—the so-called outlet substitution bias. Such outlets have gained market share in Canada in recent years, but current CPI procedures fail to capture the declines in average prices that consumers enjoy when they switch to such outlets. Unrepresentative sampling, and the fact that discount stores often deliver lower rates of price increase can further bias the CPI. Bias estimates for some elementary indexes are computed using data from Statistics Canada's CPI production files for the province of Ontario. It is shown that the effect on the Canadian CPI of inappropriately accounting for such discount outlets can be substantial. Another area in which indexes are frequently used is the stock market. Several stock market indexes exist, including those produced by Dow Jones and Company, Standard and Poor's Corporation, Frank Russell and Company, among others. These indexes differ in two fundamental respects: their composition and their method of computation—with important implications for their usage and interpretation. Chapter 3 introduces the concept of a stock index by asking what, in fact a stock market index is—this is tantamount to considering the purpose for which the index is intended, since stock indexes should be constructed according to their usage. Because stock indexes are most commonly used as measures of returns on portfolios, the main considerations in constructing such return indexes are examined. Chapter 4 uses the Dow Jones Industrial Average (DJIA) as a case study to examine its properties as a return index. It is shown that the DJIA is not the return on a market portfolio consisting of its thirty component stocks: in fact the DJIA measures the return performance on a very particular (and unusual) investment strategy, a fact that is not well understood by institutional investors. An examination of some other popular stock indexes shows that they all differ in their computational formula and that each is consistent with a particular investment strategy. Numerical calculations reveal that the return performance of the DJIA can vary considerably with the choice of basic index number formula, particularly over shorter time horizons. Given the numerous ways of constructing stock market return indexes, the user is left to determine which is 'best' in some sense. The choice of an appropriate (or 'best') formula for a stock market index is formally addressed in chapter 5. The test or axiomatic approach to standard bilateral index number theory as in Eichhorn & Voeller (1983), Diewert (1993a), and Balk (1995) is adapted here. A number of a priori desirable properties (or axioms) are proposed for a stock index whose purpose is to measure the gross return on a portfolio of stocks. It is shown that satisfaction of a certain subset of axioms implies a definite functional form for a stock market return index. Chapter 6 evaluates the various stock indexes is use today in terms of their usefulness as measures of gross returns on portfolios. To this end the axioms developed in chapter 5 are used to provide a common evaluative framework, in the sense that some of the indexes satisfy certain axioms while others do not. It is shown that the shortcomings of the DJIA as a measure of return arise from its failure to satisfy a number of the basic axioms proposed. Notwithstanding this, each index corresponds to a different investment strategy. Thus, when choosing an index for benchmarking purposes an investor should select one which closely matches his/her investment strategy—a choice that cannot be made by appealing to axioms alone.

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25

Ngidi, Bandile. "Food price inflation and the poor." Thesis, 2016. http://hdl.handle.net/10539/20497.

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Thesis (M.Com. (Development Theory and Policy))--University of the Witwatersrand, Faculty of Commerce, Law and Management, School of Economic and Business Sciences, 2015.
Food price inflation has been an important subject of debate internationally since 2008. This sharp increase in food prices experienced during 2008 lead to intense research into the causes, dynamics and responses to this particular instance of food price inflation. The international literature attributed food price inflation to such factors as climate change, increases in energy costs and speculative activity in financial markets for agricultural commodities. This research report undertakes a review of the measurement of food price inflation in South Africa, broadly assessing how it is to be linked to the poor in South Africa. The research report focuses on the work of institutions concerned with the measurement of food price inflation in South Africa. Different methodologies of identifying foods as food staples are looked at. Food prices and trends are analysed using CPI data from January 2008 until October 2008, using selected consumer price index series from Statistics South Africa. The research report finds that the institutions studied show evidence of that higher food price inflation is correlated with demographic markers of poverty, although the traditional measure, the CPI, does not suggests that this is very extensive. This, it is argued, is due to the calculation methodologies used in the published CPI, and the data period. The research report then ends with an overview of the political economy of food in South Africa, thereby makes recommendations as to why the measurement of food price inflation is important for the poor.

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26

Nashihin, Muhammad. "Poverty incidence in Indonesia, 1987-2002 : a utility-consistent appoach based on a new survey of regional prices." Phd thesis, 2007. http://hdl.handle.net/1885/147101.

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Kgantsi, Eugene Modisa. "Comparative study of purchasing power parities for the food component using the consumer price index data in the South African provinces." Thesis, 2013. http://hdl.handle.net/10539/12675.

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A Dissertation submitted to the Faculty of Science, University of the Witwatersrand, Johannesburg, in fulfilment of the requirements for the degree of Master of Science, 2012.
The purpose of this study is to investigate if the International Comparison Program (ICP) methodology could be used to examine the different buying power (worth) of the currency on the same products or goods amongst South African provinces. The method will be tested on the Consumer Price Index (CPI) food data collected from January 2006 to December 2006 from the main cities in the provinces. The food basket is obtained via the Income and Expenditure Survey (IES), which is generally updated every 5 years. South Africa (SA) has disparities and differentials in economic indicators such as the CPI, Gross Domestic Product and employment, amongst the provinces which are caused by among other things geographic set-up, urbanisation, inflation rates, and expenditure patterns. We use the monthly data to do an inter-provincial comparison of food prices by deriving annual purchasing power parities (PPPs) for each of the provinces, using the Country Product Dummy (CPD) method recommended as best practice by the World Bank. The CPI data is validated using the SEMPER software developed by the African Development Bank (AfDB). The validated data is examined for variability over the months and between the provinces using Analysis of Variance. Significant price differences are found for various products over the months and between provinces. The validated data was used to compute PPPs at the group and basic heading level. PPPs were investigated for differences in the provinces on grouped level of food products using Analysis of Variance. The reliability of PPPs between provinces is investigated both at grouped and basic heading level of products using the Cronbach-alpha statistic. The results show that there are no significant variations in PPPs across provinces. This could be due to the similar business opportunities or developments in the provinces or due to the aggregation of prices from the individual product (basic heading) to the main product group level. This implies that the cost of the food basket is the same across provinces.

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Tavares, Francisco De Azevedo Coutinho Pinto. "Inflation heterogeneity and its impact on inequality: evidence from the United States." Master's thesis, 2021. http://hdl.handle.net/10362/121898.

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Aggregate inflation measures such as the Consumer Price Index seek to capture the im-pact on households consumption possibilities of changes in prices over time and are generally assumed as representative of all consumers. This is only true if households have all the same consumption patterns. Based on household level microdata, we construct specific household baskets of consumption and calculate the inflation for each one. By comparing Plutocratic and Democratic indexes, and inflation between groups of income, we conclude that households experienced different inflation rates, with the poorer suffering more with the loss in the purchasing power. The potential impacts of these findings on Fiscal and Monetary Policy show that around 1.77 million households could be paying federal income taxes when they should not; Social Security benefits could be up to 9.70% higher for some households; Federal Funds Rates would be 0.8 percentage points higher, based on a Taylor type rule, if FED used a Democratic core inflation index.

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Franco, Laverde Juan. "Creation and application of a comparative financial index for the Australian fast-moving consumer goods (FMCG) industry." Thesis, 2018. http://hdl.handle.net/1959.7/uws:47357.

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Fast-moving consumer goods (FMCGs) are food and non-food daily consumer items that are exhausted when used once and thus have short lifespans. Purchase of these items is typically a result of small-scale consumer decisions. Research in this thesis explores the similarities between value sales volatility in the FMCG industry and that of commodities traded on financial markets. The research is based on the imminent need and opportunity to identify and quantify the value sales volatility of brands traded in retail stores in Australia and aims to gain an increased understanding of brands’ overall performance. Specifically, this thesis seeks to answer the question: What are the antecedents of brands’ sales volatility in the Australian retail sector and how do they influence brand performance overall? To this end, a “Brands Index”, analogous to financial market indices such as the S&P500 and All Ordinaries Indices, is created to test the conceptual framework. The importance of the creation of a Brands Index in the FMCG industry in Australia is absolute. The index itself represents an excellent contribution to the management and marketing disciplines as it allows any brand or set of brands to be compared against the overall market (represented by the Brands Index). This thesis theorises a market index for the FMCG industry in Australia and measures and captures its observed volatility clustering by using ARCH-GARCH models and CAPM theory to calculate brand betas. Two competing methodologies will be advanced to calculate returns; namely, with and without the presence of an equivalent risk-free rate of return. From these two methodologies, only returns including the risk-free rate are shown to successfully pass the CAPM test.

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Chiou, Ling-Yi, and 邱令儀. "The Relationships between Consumer Price Index and Gold Prices." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/xz99wk.

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碩士
國立臺灣大學
農業經濟學研究所
105
This thesis studies the relationships between consumer price index and gold prices and discusses whether gold serve as an inflation-hedge in Taiwan, China, Russia and the United States from January 2007 to December 2016. Using the monthly data of consumer price index and London gold price pm fixing, we examine the data via unit root test, cointegration test, vector error correction model (VECM) and vector autoregressive model (VAR). This thesis finds the cointegration relationships between gold prices and consumer price index in Taiwan and the United States and the VECM analysis indicated that gold prices have a short-term effect on consumer price index in Taiwan. In addition, the VAR analysis indicated that consumer price index in China has a short-term effect on gold prices; moreover, there are no long-term or short-term significant relationships between gold prices and consumer price index in Russia. According to the results, it provides the suggestion to investors of gold investment. For example, there is the cointegration relationships between gold prices and consumer price index in Taiwan and the United States, so gold serve as an inflation-hedge there in long-term. However, in short-term, gold does not serve as an inflation-hedge in Taiwan because price fluctuations are upward swings in the prices of gold. Nevertheless, the consumer price index in China has effect on gold prices, so gold serve as an inflation-hedge there. Therefore, when investors plan to build up an investment in gold, they need to consider both investment period and the probability of price fluctuation swung by gold prices.

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31

Kuo, Chih-Yuan, and 郭智元. "The Impacts of Taiwanese Grain Import Prices on Consumer Price Index." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/11590136891567928434.

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碩士
中原大學
國際經營與貿易研究所
101
This research studies mainly the impacts of major grain import price fluctuations on the consumer price index during the period between January 2000 and June 2012. Moreover, this research analyzes the impacts of major grain import price fluctuations on the consumer price index in order to understand how the government stabilizes the living standard of citizens through grain stock level and adjusting the market prices of major grains. The research methods use descriptive statistics, correlation coefficient examination, and multiple regression analysis. The dependent variable of this research is the Taiwan’s Consumer Price Index; while the independent variables include Taiwanese Rice Import Price, Taiwanese Wheat Import Price, Taiwanese Corn Import Price, and Taiwanese Soybean Import Price. In addition, the analyzing period is divided into three periods: the whole period (2003/01-2012/06), the first period (2003/01-2007/09), and the second period (2007/10-2012/06). According to the empirical results, the consumer price index and import prices of rice, wheat, corn, and soybean all increased in the whole period. In the first and second period, prices of wheat, corn, and soybean affected greatly the consumer price index. The findings show that the prices of those three grain imports are decided mainly by the international market because the price trend is more likely affected by the global environment or specific situations. The final conclusion is that the government authorities should monitor closely the level of price and the Council of Agriculture should strengthen the balance between domestic agriculture production and grain imports.

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32

Tsimiklis, Vasilios. "The connection between commodity prices and the consumer price index in Canada." Thesis, 2009. http://spectrum.library.concordia.ca/976592/1/MR63083.pdf.

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This study examines the relationship between changes in commodity prices and changes in inflation in Canada between 1983 and 2008 by looking at the ability of the Bank of Canada Commodity Price Indices to predict changes in the Consumer Price Index. It is found that indices with energy components lead changes in inflation but only for the latter half of the sample period, 1996-2008. Other suspected leading indicators of inflation, such as the money supply, the foreign exchange rate, the housing index, interest rates, and the price of gold, do not change the relationship or its strength. The positive correlation between commodity prices and inflation is further supported by a decomposition of the mean real returns on portfolios into months in which a four-month moving average of the Bank of Canada Commodity Price Index signals a rising price level and those which do not, the mean real return being substantially higher in the signal-on months.

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33

饒瑞修. "wholesale price index pass-through into consumer price index in Taiwan." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/55291107576906857780.

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碩士
佛光大學
經濟學系
101
Recently, the economical issue which the government concern is inflation. The key to understand the inflation is consumer price index. This paper uses data around 1982M1-2010M12 in Taiwan to estimate the degree of wholesale price index pass-through consumer price index. . Empirical results show that wholesale price index has significant long-term pass-through effect into consumer price index in Taiwan, but short-term pass-through effect is not obvious.

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Lan, Ching-Tien, and 藍景湉. "The Relationship between Consumer Price Index." Thesis, 1996. http://ndltd.ncl.edu.tw/handle/51046975175801376108.

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碩士
淡江大學
金融研究所
84
This study uses Two-step Estimator deueloped by engle and Granger (1987), testing the long-run co-integration relation between CPI and Money from 1978 to 1995, and then uses the Error Correction Model tO discuss the co-effect with obserued time series. The conclusions are as follows: 　　1. Co-integration relation does not exist in all uariables: 　　When Co-integration relation does not exist in CPI and Money, the effect of money policies uill be reduced. 　　2. Money is not a pure exogeneity: 　　From the adjusting process of Error Correction Model, money is a policy tool that the gouernment may beyond control. ft implies the unstationary effect of money policies. 　　3. The negatiue relation between The Error Correction Term and independent uariables. 　　4. The lagged terms has strong and □ explanatory abilities to the uariable. 　　5. The relation between CPI and monetary policies: 　　There is a long-run effect on CPI □MIB and M2, but not on MIB and M2 to CPI. If the gouernment uses monetary policies to guide CPI back to the target area, it may make the inappropriate resources □bution.

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35

Liao, Ying-Ching, and 廖瑩靜. "An Investigation on Relationships between the Oil Price, US Dollar, Consumer Price Index and Consumer Confidence Index." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/65440071009632779408.

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36

Tseng, Chia-Yu, and 曾嘉郁. "The Relationship Analysis between Oil Price and Consumer Price Index." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/ba528n.

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碩士
銘傳大學
經濟學系碩士班
97
With the progress of human civilization, it can be expected and the resources were also gradually depleted the energy crisis has been inevitable. Due to the scarcity of oil, difficult to substitute, and huge demand of markets, the international crude oil price unlikely decreases. Review of the literature, even though oil price and that many scholars have written, but seldom has the literature to explore oil and direct relation with inflation. Turning to review empirical research, even though many scholars stress the issue of oil price movement but rarely investigate the interrelationship between oil price and inflation. Therefore, this study aimed at developing countries and developed countries to study, and examine changes in the international oil price impact on the level of countries, as well as with its economic meanings. The main results are as followed: (1) Form CCC-GARCH variance equation, it shows that a significant GARCH effect can be found, and the volatility is affected by the variation of previous period. The CPI is strong persistent in mean equation. (2) Such an outcome should coincide with the subjective views of the general public, because price fluctuations directly affect the livelihood of public; However the volatility of oil prices also affect the relative volatility of the situation but relatively ignored. (3) In addition, the comparison of the effect of the volatility spillover results showed that in developing countries （China, the Philippines, Thailand）the change of CPI is move volatile than developed countries （the United States,France）due to oil price movement. The result is consistent with International Energy Agency（IEA）

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Ming-ChangYang and 楊明昌. "The Study on the Relationship between Consumer Price Index and Consumer Confidence Index." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/18044649063085532982.

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碩士
國立成功大學
企業管理學系碩博士班
101
In the past years, the prices of commodities have risen fast but regularly-employed real wage was almost unchanged. The purpose is to estimate the consumers’ responses in such an environment. This study focuses on changes in the consumer price index and consumer confidence to find the relation between them. Data analysis are conducted through the Unit Root Test, Cointegration Test, Vector Error Correction Model, Granger Causality Test, Impulse-response Analysis and Forecast Error Variance Decomposition on the samples. The historical data period is ranged from January 2001 to April 2013. Totally, there are 148 effective samples are collected. As a result, the empirical findings indicate that there are long-term relationship between the consumer price and consumer confidence. From the Vector Error Correction Model, consumer price has a negative impact on consumer confidence. There is a specific one way causal relationship between them. When the variables are under attack, they would be weakened after the sixth point of period. Consumer confidence index could be explained 80% by themselves and could be explained 20% by consumer price index. Therefore, there is a close connection between consumer price and consumer confidence. There also exists an influence with the constituencies.

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Wang, Pei-Ling, and 王佩翎. "The Inquiry of Relationship Among Mortgage Rates, Consumer Price Index and House Prices - A VAR Model Analysis." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/dk6ahe.

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碩士
世新大學
經濟學研究所(含碩專班)
103
The purpose of this study examines the relationship among mortgage rates, consumer price index and house prices. We select variables including Sinyi Taipei City house price index, Sinyi New Taipei City house price index, Core consumer price index and mortgage rate.The empirical period is from January 2005 to June 2014, a total of 114 document monthly data. Application of ADF unit root test, Granger Causality test, Vector Auto-regression model,Impulse Response and Forecast Error Variance Decomposition are conducted. The mainfindings can be summarized as follow: First, the mortgage rate cannot “Granger” cause Sinyi Taipei City house price index and Sinyi New Taipei City house price index .The Sinyi Taipei City house price index and Sinyi New Taipei City house price index “Granger” cause each other. Second, based on variance decomposition, the Sinyi Taipei City house price index does not affect by Sinyi New Taipei City house price index, Core consumer price index and mortgage rates. The Sinyi New Taipei City house price index does not affect by Core consumer price index and mortgage rates.

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39

chang, ching-zuo, and 張景耀. "The relationghip among stock price,money supply balance and consumer price index analysis." Thesis, 1998. http://ndltd.ncl.edu.tw/handle/01109086432083333262.

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碩士
淡江大學
財務金融學系
86
Title of Thesis：The relationship among stock price, page: 75 money supply balance and consumer price index analysis Keyword：Cointegration，VAR，Stock，Money，Consumer price index Name of Institute：Graduate Institute of Money, Banking and Finance, Graduate date：June/1998 Degree conferred：Master ! Name of student：Ching-Zuo Chang Advisor：Dr. David Kleykamp 張景耀柯大衛博士 Abstract： The goal of this thesis is to detect the cointegration relation between stock price，money supply balance and consumer price index. This thesis applies Maximum Likelihood Estimation of Johansen (1988) to cointegration analysis to understand the long-run relation between the variables in this model. This paper uses error correlation model and VAR to find the short-run dynamics relations in this model. This thesis discuss the difference whether opoening foreign capital. Appling Johansen Maximum Likelihood method and error correlation models , we found that there exist two sets of cointegration vector among variables in the two study periods. Finally, the simulation study concludes that through the results of Variance Decompositions analysis ,we can realize that stock price is significant of money supply balance and consumer price index . Besides the results of impulse response analysis predict money supply balance has a positive effect on stock price and consumer price index. When we permit t he foreginer,s capital to invest Taiwan stock market ,the stock index will have significant to money supply balance from our research.

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Tsai, Ling-Yao, and 蔡齡瑤. "Analyzing Online Game Economy Ecology with Consumer Price Index." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/53305329721117609485.

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碩士
國立交通大學
資訊科學與工程研究所
100
Dynamic equilibrium and stability of game ecology become indispensable conditions for perpetual operation of online games. Economic ecology is realized by players’ supply and demand. When either system design or player ecology changes, it will affect the player’s livability in the game world. In this study we analyze the economic structure of game world by using consumer price index to figure out the conditions for keeping a balance economy ecology, and determine an index to evaluate players’ satisfaction. We believe our findings help to build a stable and suitable game world for players. A stable economic environment will help players enjoy the game and get better gaming experience. 　　In this study, we take the online game “World of Warcraft” as our game world. Based on our observation on the player’s economic behavior in the game, we treated each server as a separate economy. We analyze the game data about the price variation of in-game auction houses to figure out an indicator which can be used to assess the stability of economy ecology. According to our findings, the market and price of goods are largely decided by the players. Although the system design can impact game world economy directly, but the macro economy in game are dependent on the players. In other words, the game economy is a market economy. For players, the price stability is more important than the price value. The results also demonstrate that if there are more players, the more stable of price would become. Further, players do not tend to migrate to other servers merely because the price is high in their server. It also means keeping the stability of game economy ecology is an essential factor to sustain a game world.

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41

Lin, Chuang-Yu, and 莊玉麟. "The Relationship among Oil Price, Stock Price and Consumer Price Index－Evidence from Taiwan’s Bicycle Market." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/a8gp65.

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碩士
國立高雄應用科技大學
國際企業系碩士在職專班
103
There are a plethora of studies addressing the effect of macroeconomic factors and energy prices on the Stock performance in Taiwan; however, few studies have focused on the bicycle industry－one of the most important industry in Taiwan. Thus, this paper chooses three listed bicycle companies, which are Giant, Merida and Ideal, as research subjects. This studies attempt to use time series analysis techniques to discover whether the oil price, stock index, and consumer price index have exerted influence on the stock performance of bicycles industry, using the data from April, 2001 to April, 2015. All the variables of interest, such as oil price change, Inflation and stock index have a positive and significant effect on the performances of the sample companies, implying that the bicycle market price is sensitive to the change of the variables.

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42

Yu-HsiuWang and 王予秀. "The Relationship between Baltic Dry Index and Consumer Price Index in Taiwan." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/07807802888232596457.

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碩士
國立成功大學
財務金融研究所碩士在職專班
105
This paper uses the time series data, and the historical data is ranged from January 2005 to December 2015. The object focuses on the changes in Baltic Dry Index(BDI) and the Consumer Price Index(CPI) of Taiwan to find the relation between them. The data are examined through ADF unit root test, multiple regression analysis, vector autoregression model(VAR), Granger causality test and forecast error variance decomposition methods to explore the changes in variables. The empirical results show that the Baltic dry index and the Taiwan’s consumer price index have a significant relationship. However, the interaction with the Taiwan’s consumer price index is turned from negative to positive correlation while the Baltic dry index in 12 months lag after testing. It means Baltic dry index 12 months ago began to have an impact on the Taiwan’s consumer price index. By VAR analysis we find there’s no significant lead-lag relationship between Baltic dry index and the Taiwan’s consumer price index. In Granger causality test, it can be observed that Taiwan’s consumer price index has a Granger causality relationship with Baltic dry index, however the Baltic dry index doesn’t Granger cause on Taiwan’s consumer price index as well, which indicates that the relationship between these two variables is unidirectional no bidirectional feedback.

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43

CHENG, HSIANG-HONG, and 鄭翔鴻. "The Effect of Oil Price on Consumer Price Index, Before and After the Floating Oil Price Mechanism." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/7j8jns.

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碩士
國立高雄應用科技大學
財富與稅務管理系
106
During the period since the international crude oil price rose sharply in 2000, the domestic oil price rose accordingly, and the increase in consumer price index increased significantly. To understand the relationship between the effect of international crude oil price shocks and the long-run equilibrium of consumer prices in Taiwan ,before and after the implementation of floating oil price mechanism, the study divides the study period into two periods, before implementation of the floating oil price mechanism, from January 2000 to August 2006 and from September 2006 to December 2017 after implementation of the floating oil price mechanism. In addition to using the international crude oil price and the domestic oil price, research variables also include other macroeconomic index. Firstly, using the Augmented Dickey-Fuller unit root test and Phillips-Perron unit root test integration orders to test whether the variable data has no a unit root for stationary data, which is stationary time series.Then further use the Johansen cointegration test with two statistics for the Trace test and the Maximum eigenvalue test, to explored the existence of several sets of cointegration vectors between the dependent variable and the independent variable. The study also uses the hypothesis test to make four major hypotheses : (1) Before the floating oil price mechanism, the relationship of domestic oil price on consumer price index. (2) Before the floating oil price mechanism, the relationship of international crude oil price on consumer price index. (3) Before the floating oil price mechanism, the relationship of domestic oil price on consumer price index. (4) Before the floating oil price mechanism, the relationship of international crude oil price on consumer price index. Finally observe their relationship by Granger causality test.

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44

Chang, Julie, and 張筱嵐. "The Relationship of Oil Price and Consumer Price Index (CPI) with Taiwan Stock Market." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/28204660803868400118.

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碩士
樹德科技大學
金融與風險管理所
97
The purpose of our research is to use Johansen Cointegration Test(1990)、Granger causality test(1969)、GARCH and TGARCH models to discuss how stronger of the connection between oil price、consumer price index (CPI) and Taiwan stock index (TAIEX Index). We also use these models to look for the relation between oil price、consumer price index (CPI) and Taiwan stock index (TAIEX Index) which is in long-term. From the analysis, we have empirical results as below: 1. Cointegration test： In long-term, the estimated value imply that the relation between oil price and stock index is negative；CPI and stock index is positive. 2. Granger causality： We could use oil price information to forecast CPI and using CPI information to forecast stock index is better than using oil price information. 3. GARCH Model： Two variables, oil price and CPI, will not affect each other. TGARCH Model：The Volatility Spillover effect of CPI to stock index is significant, it shows that the fluctuations of stock index will be effected by the fluctuation of CPI. But the Volatility Spillover effect of oil price to stock index is not significant.

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45

Chen, Chih Che, and 陳志哲. "The Impact Of International Oil Price On Taiwan Consumer Price Index And Unemployment Rate." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/49241046803659675470.

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46

FAN, CHIA-CHI, and 范嘉芝. "The Relationship among International Oil Price, and Consumer Price Index- Case from Taiwan and China." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/89388f.

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碩士
真理大學
經濟學系財經碩士班
105
Oil is bread and butter of production inputs important resource for people, the international crude oil price fluctuations will affect the Gross Domestic Product (GDP) and the consumer price Index (CPI) up or down, since the reform and opening up China's rapid economic development international status and influence gradually improved. The economic growth is slowing in recent years, but Taiwan and China to establish a positive relationship between foreign trade and economic cooperation, signed in 2010, belong to "Economic Cooperation Framework Agreement (ECFA)," a new milestone in the economic interaction exchanges. In this study. For the first quarter of 2001 to 2015 in the fourth quarter, through the Unit root test to select the most backward of it, Granger causality test to explore the relationship among international oil price, and Consumer Price Index for Taiwan and China. However, Taiwan and Chinese economies are highly dependent on oil imports energy to explore for oil in Taiwan and China's influence overall economic activity. This study take ADF and PP test, all the variables to make a first difference, the steady state values of the variables are all time-series, Granger causality test oil prices on the Taiwan and Chinese domestic production and consumption in the causation assays price index impact, indicating the price of crude oil in the overall economic variables play an important role, when crude oil prices will influence the changes in gross domestic product in Taiwan and China and the consumer price index, however, the exploitation and development of natural energy is difficult for us to fully estimate the future trend of oil prices is bound to affect Taiwan and China's economic development.

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47

LIN, HUNG-JEN, and 林泓人. "Relationships Between Credit Card Revolving Credit Balance and Consumer Price Index." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/35977802182038621663.

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碩士
大葉大學
管理學院碩士在職專班
104
The study period is monthly data from Jan, 2010 to June, 2015, We use cointegration test, vector autoregression model to discuss the relation between Taiwan revolving credit balance of credit card and consumer price index. The empirical result shows that there is only synchronized positive relation between revolving credit balance of credit card and consumer price index, but there is no leading or behind relations.

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48

Wei, Tsung-Wei, and 魏聰偉. "The Analysis and Forecasting of the Consumer Price Index in Taiwan." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/35617222362199950615.

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碩士
中華大學
應用數學學系(所)
98
Since “the consumer price index (CPI)” and “the inflation” have close relationship and the CPI is an index to measure the change of price level. Therefore, if one can construct a forecast model for the CPI, it may provide the government to propose early policy to hold down the price and the inflation. CPI is a characteristic of the time series, so the purpose of this research is to use both the ARIMA models and the classical models in the time series analysis and to seek out the better forecasting model the CPI in Taiwan. CPI data were taken from National Statistics, R.O.C.(Taiwan) from January in 1981 to September in 2009. Then, this research used the statistical software SPSS 11.0 to fit the ARIMA model. The time series ARIMA model which includes model identification, model estimation, model diagnostic checking and forecasting was offered by Box and Jenkins in 1970. In the classical time series analysis, regression models and exponential smoothing models are used. After comparing the ARIMA model and linear exponential smoothing model, the conclusion is that the better forecasting model of CPI is linear exponential smoothing model.

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49

Chen, Chen-Miao, and 陳貞妙. "A preliminary study on the consumer price index of Taiwanese elderly." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/e8f9vk.

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碩士
淡江大學
保險學系保險經營碩士在職專班
106
The consumption patterns of the elderly and the general public are different in the seven categories of food, clothing, housing, transportation and communication, medicine and health care, education and entertainment, and miscellaneous categories. The study found that (1)Household consumption structure Gradually changing, especially in the medical category. (2) There are differences in the weight of medical care for households over 65 years old in Taiwan, 16% in Taipei, 20% in Taichung, and 22% in Kaohsiung. (3) The structure of the elderly population has changed rapidly. It is estimated to be 105 years based on the 90-year period of the Republic of China. The population of households over 65 years old in Taiwan has grown by 90%, 20% growth of all households. The ageing of the elderly is the current and future demographic changes. The appearance of the elderly, the increase in the elderly population is followed by the household survey report from the accounting office, showing that housing, medical care and food are still the mainstream of business opportunities for the elderly, all of which must be consumed by life, so the Chinese should be retired. Planning to be happy and enjoy retirement.

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50

Kao, Ming-Pin, and 高敏娉. "Empirical Study on the Interrelation of Stock Price Index and Consumer Price Index－Case of Taiwan and the United States." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/64913154535815353280.

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Dissertations / Theses on the topic 'Consumer price indexes'

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