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Bibliografie tematiche / Price indexes

Letteratura scientifica selezionata sul tema "Price indexes"

Autore: Grafiati

Pubblicato: 4 giugno 2021

Ultima modifica: 30 luglio 2024

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Articoli di riviste sul tema "Price indexes"

1

Webster, Michael, e Rory C. Tarnow-Mordi. "Decomposing Multilateral Price Indexes into the Contributions of Individual Commodities". Journal of Official Statistics 35, n. 2 (1 giugno 2019): 461–86. http://dx.doi.org/10.2478/jos-2019-0020.

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Abstract This article describes methods for decomposing price indexes into contributions from individual commodities, to help understand the influence of each commodity on aggregate price index movements. Previous authors have addressed the decomposition of bilateral price indexes, which aggregate changes in commodity prices from one time period to another. Our focus is the decomposition of multilateral price indexes, which aggregate commodity prices across more than two time periods or countries at once. Multilateral indexes have historically been used for spatial comparisons, and have recently received attention from statistical agencies looking to produce temporal price indexes from large and high frequency price data sets, such as scanner data. Methods for decomposing these indexes are of practical relevance. We present decompositions of three multilateral price indexes. We also review methods proposed by other researchers for extending multilateral indexes without revising previously published index levels, and show how to decompose the extended indexes they produce. Finally, we use a data set of seasonal prices and quantities to illustrate how these decomposition methods can be used to understand the influence of individual commodities on multilateral price index movements, and to shed light on the relationships between various multilateral and extension methods.

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2

Fava, Vera Lucia. "Price dispersion and price indexes". Applied Economics 42, n. 1 (gennaio 2010): 23–36. http://dx.doi.org/10.1080/00036840701579168.

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3

Bossert, Walter, e Frank Stehling. "Optimal Price Indexes". Jahrbücher für Nationalökonomie und Statistik 241, n. 4 (1 agosto 2021): 477–99. http://dx.doi.org/10.1515/jbnst-2020-0055.

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Abstract We examine the notion of a price index as the solution to the problem of minimizing the distance between the index values and the vector of price ratios. To do so, the choice of a suitable distance function is of crucial importance. We use a generalized least-squares criterion for this purpose and show that the generalized quasilinear functions are the only solutions to the problem of minimizing the distance thus defined. There are numerous special cases that are obtained for specific choices of the requisite functions and weights. In particular, we show that, in addition to the well-established indexes of Laspeyres, Paasche, Marshall-Edgeworth, Walsh, and Törnqvist, the arithmetic-current-period index, the arithmetic-hybrid index, the harmonic-base-period index, and the harmonic-hybrid index can be obtained with suitably chosen distance functions. Furthermore, the logarithmic least-squares criterion is employed to obtain indexes that are based on geometric means.

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4

Hill, Robert J. "Constructing Price Indexes across Space and Time: The Case of the European Union". American Economic Review 94, n. 5 (1 novembre 2004): 1379–410. http://dx.doi.org/10.1257/0002828043052178.

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This paper considers the problem of how to construct and reconcile price indexes across space and time. A general taxonomy of panel price index methods, containing four broad classes, is proposed, along with five criteria for discriminating between them. Methods from each of the four classes are then used to compute spatial and temporal price indexes for the 15 countries of the European Union (EU) over the period 1995–2000. Using these panel price indexes, I test whether or not price levels and relative prices converged across the EU over this period.

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5

Feenstra, Robert C. "Exact Hedonic Price Indexes". Review of Economics and Statistics 77, n. 4 (novembre 1995): 634. http://dx.doi.org/10.2307/2109812.

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6

Bourassa, Steven C., Eva Cantoni e Martin Hoesli. "Robust hedonic price indexes". International Journal of Housing Markets and Analysis 9, n. 1 (7 marzo 2016): 47–65. http://dx.doi.org/10.1108/ijhma-11-2014-0050.

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Purpose – The purpose of this paper is to demonstrate the application of robust techniques to the estimation of hedonic house price indexes. Design/methodology/approach – The authors use simulation analysis to compare an index estimated using ordinary least squares (OLS) with several indexes estimated using robust techniques. The analysis uses sales transactions data from a US city. The authors then explore how robust methods can correct for omitted variables under some circumstances and how they affect the revision problem that occurs when longitudinal hedonic indexes are updated. Findings – Robust methods can resolve missing variable problems in some circumstances and also can substantially reduce the revision problem in longitudinal hedonic indexes. Practical implications – Robust techniques may be preferable to OLS when constructing longitudinal hedonic indexes. Originality/value – This is the first paper to undertake a systematic analysis of the applicability of robust techniques in constructing hedonic house price indexes.

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7

Faryna, Oleksandr, Oleksandr Talavera e Tetiana Yukhymenko. "What Drives the Difference between Online and Official Price Indexes?" Visnyk of the National Bank of Ukraine, n. 243 (29 marzo 2018): 21–30. http://dx.doi.org/10.26531/vnbu2018.243.021.

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This paper examines the associations between online price indexes and official statistics. First, we generate online CPI component sub-indexes, which are later aggregated to an Online Price CPI. This approach is applied to our unique dataset which contains about 3 million observations of online retail prices for consumer goods in Ukraine’s five largest cities. The data span over the period 2016m1 – 2017m12 and cover about 46% of Ukraine’s Consumer Price Inflation basket. We find that online inflation is generally consistent with official estimates, but the matching capability varies across sub-indexes. Although the differences can partially be explained by poor dataset coverage, we find that online prices may indeed represent new information that is not captured by official statistics.

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8

Juszczak, Adam. "The use of web-scraped data to analyze the dynamics of footwear prices". Journal of Economics and Management 43 (2021): 251–69. http://dx.doi.org/10.22367/jem.2021.43.12.

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Aim/purpose – Web-scraping is a technique used to automatically extract data from websites. After the rise-up of online shopping, it allows the acquisition of information about prices of goods sold by retailers such as supermarkets or internet shops. This study examines the possibility of using web-scrapped data from one clothing store. It aims at comparing known price index formulas being implemented to the web-scraping case and verifying their sensitivity on the choice of data filter type. Design/methodology/approach – The author uses the price data scrapped from one of the biggest online shops in Poland. The data were obtained as part of eCPI (electronic Consumer Price Index) project conducted by the National Bank of Poland. The author decided to select three types of products for this analysis – female ballerinas, male shoes, and male oxfords to compare their prices in over one-year time period. Six price indexes were used for calculation – The Jevons and Dutot indexes with their chain and GEKS (acronym from the names of creators – Gini–Éltető–Köves–Szulc) versions. Apart from the analysis conducted on a full data set, the author introduced filters to remove outliers. Findings – Clothing and footwear are considered one of the most difficult groups of goods to measure price change indexes due to high product churn, which undermines the possibility to use the traditional Jevons and Dutot indexes. However, it is possible to use chained indexes and GEKS indexes instead. Still, these indexes are fairly sensitive to large price changes. As observed in case of both product groups, the results provided by the GEKS and chained versions of indexes were different, which could lead to conclu- sion that even though they are lending promising results, they could be better suited for other COICOP (Classification of Individual Consumption by Purpose) groups. Research implications/limitations – The findings of the paper showed that usage of filters did not significantly reduce the difference between price indexes based on GEKS and chain formulas. Originality/value/contribution – The usage of web-scrapped data is a fairly new topic in the literature. Research on the possibility of using different price indexes provides useful insights for future usage of these data by statistics offices. Keywords: inflation, CPI, web-scraping, online shopping, big data. JEL Classification: C43, C49.

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9

Hsieh, Heng-Hsing, Kathleen Hodnett e Paul Van Rensburg. "Fundamental Indexation For Global Equities: Does Firm Size Matter?" Journal of Applied Business Research (JABR) 28, n. 1 (17 luglio 2012): 105. http://dx.doi.org/10.19030/jabr.v28i1.7154.

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Market capitalization is often used as the weighting methodology for broad market indexes to reflect the performances of large established firms in the market. The market capitalization of a firm is a price-sensitive measure of firm size that self-adjusts to reflect the firms intrinsic value in an efficient capital market. In the presence of investor overreaction, the price-sensitive cap-weighted indexes cease to be mean-variance efficient in that they overweigh overvalued assets and under weigh undervalued assets. Fundamental indexation, proposed by Arnott, Hsu and Moore (2005), argue that fundamental values of a firm such as book value, revenues and earnings are price-insensitive, and hence are not subject to the systematic overshooting of asset prices through noise trading. The aim of this paper is to test whether fundamental-weighted indexes are more mean-variance efficient proxies for large established firms in the global equity market compared to cap-weighted indexes over an extensive 18-year period from 1991 to 2008. Test results show that fundamental-weighted indexes outperform cap-weighted indexes over two sub-periods as well as the overall examination period, during an expansionary market and in turbulent times. A strong negative relationship between the degree of index concentration and the index performance is detected for cap-weighted indexes while no such relationship is detected for the fundamental-weighted indexes. Our results suggest that price-insensitive fundamental-weighted indexes are more mean-variance efficient proxies for the performances of large firms for global equities relative to cap-weighted indexes. By removing the price-element in measuring firm size, the small firm anomaly is not present in fundamental-weighted indexes.

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10

Kokot, Sebastian. "COMPARATIVE ANALYSIS OF HEDONIC AND FILTERED INDEXES IN SELECTED CITIES". Real Estate Management and Valuation 25, n. 3 (26 settembre 2017): 40–50. http://dx.doi.org/10.1515/remav-2017-0021.

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Abstract Property price indexes are difficult to determine both from the substantive and technical/organizational points of view. Various methods of constructing such indexes have been developed in order to overcome these difficulties. To this end, the author compares two types of indexes: hedonic indexes and ones termed filtered for the purpose of this particular paper. Hedonic index values come from Polish National Bank (NBP) publications, while the filtered indexes have been computed with the use of the 4253H filter on the basis of the NBP announcements on mean property prices. Thus, the results are comparable as both types of indexes are derived from the same input databases. The analysis covers both the comparison of the obtained results as well as a discussion of substantive and technical problems encountered when building the property price indexes.

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Tesi sul tema "Price indexes"

1

Ma, Po-yee Pauline, e 馬寶兒. "The heteroscedastic structure of some Hong Kong price series". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1989. http://hub.hku.hk/bib/B31976062.

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2

Parmeter, Christopher F. "Two-tier frontier and generalized kernel estimation of hedonic price indexes". Diss., Online access via UMI:, 2006.

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3

TONINELLI, Daniele (ORCID:0000-0002-3158-1982). "Survey techniques : an application to prices data for the computation of price indexes". Doctoral thesis, Università degli studi di Bergamo, 2009. http://hdl.handle.net/10446/80.

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Ma, Po-yee Pauline. "The heteroscedastic structure of some Hong Kong price series". Click to view the E-thesis via HKUTO, 1989. http://sunzi.lib.hku.hk/hkuto/record/B31976062.

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5

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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Bryan, Robin L. "Hedonic price indices for military vehicles and trailers". Thesis, Virginia Polytechnic Institute and State University, 1987. http://hdl.handle.net/10919/104326.

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7

Rydén, Otto. "Statistical learning procedures for analysis of residential property price indexes". Thesis, KTH, Matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-207946.

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Residential Price Property Indexes (RPPIs) are used to study the price development of residential property over time. Modeling and analysing an RPPI is not straightforward due to residential property being a heterogeneous good. This thesis focuses on analysing the properties of the two most conventional hedonic index modeling approaches, the hedonic time dummy method and the hedonic imputation method. These two methods are analysed with statistical learning procedures from a regression perspective, specifically, ordinary least squares regression, and a number of more advanced regression approaches, Huber regression, lasso regression, ridge regression and principal component regression. The analysis is based on the data from 56 000 apartment transactions in Stockholm during the period 2013-2016 and results in several models of a RPPI. These suggested models are then validated using both qualitative and quantitative methods, specifically a bootstrap re-sampling to perform analyses of an empirical confidence interval for the index values and a mean squared errors analysis of the different index periods. Main results of this thesis show that the hedonic time dummy index methodology produces indexes with smaller variances and more robust indexes for smaller datasets. It is further shown that modeling of RPPIs with robust regression generally results in a more stable index that is less affected by outliers in the underlying transaction data. This type of robust regression strategy is therefore recommended for a commercial implementation of an RPPI.
Bostadsprisindex används för att undersöka prisutvecklingen för bostäder över tid. Att modellera ett bostadsprisindex är inte alltid lätt då bostäder är en heterogen vara. Denna uppsats analyserar skillnaden mellan de tvåhuvudsakliga hedoniska indexmodelleringsmetoderna, som är, hedoniska tiddummyvariabelmetoden och den hedoniska imputeringsmetoden. Dessa metoder analyseras med en statistisk inlärningsprocedur gjord utifrån ett regressionsperspektiv, som inkluderar analys utav minsta kvadrats-regression, Huberregression, lassoregression, ridgeregression och principal componentregression. Denna analys är baserad på ca 56 000 lägenhetstransaktioner för lägenheter i Stockholm under perioden 2013-2016 och används för att modellera era versioner av ett bostadsprisindex. De modellerade bostadsprisindexen analyseras sedan med hjälp utav både kvalitativa och kvantitativa metoder inklusive en version av bootstrap för att räkna ut ett empiriskt konfidensintervall för bostadsprisindexen samt en medelfelsanalys av indexpunktskattningarna i varje tidsperiod. Denna analys visar att den hedoniska tid-dummyvariabelmetoden producerar bostadsprisindex med mindre varians och ger också robustare bostadsprisindex för en mindre datamängd. Denna uppsats visar också att användandet av robustare regressionsmetoder leder till stabilare bostadsprisindex som är mindre påverkade av extremvärden, därför rekommenderas robusta regressionsmetoder för en kommersiell implementering av ett bostadsprisindex.

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8

Chan, Ka-lin Karen, e 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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9

GATTINI, LUCA. "QUALITY MEASUREMENT AND QUALITY IN PRICES INDEXES". Doctoral thesis, Università Cattolica del Sacro Cuore, 2010. http://hdl.handle.net/10280/674.

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Rapid technical progress has increased the speed of quality change. Its impact has a large scale effect on a broad set of variables and it has exacerbated a latent economic problem on the measurement of true economic variables. For example, the reliability of the Consumer Price Index (CPI) has been increasingly undermined since it has been argued that price indexes suffer either an upward or a downward bias due to quality change in goods and services. This paper is aimed to be a comprehensive survey on historical contributions to modeling quality from a theoretical perspective. The fundamental contributions of several economists are framed into a coherent building block. We construct a general framework for quality adjustment in price index theory which helps to understand the importance of economic theory for price index definitions. Supply and demand side models are analysed and merged into Rosen (1974) model, the first well grounded attempt to construct a general equilibrium explanation to quality choices. First, we address the issue of quality measures into price index theory. Then, we present a survey of the relevant contributions to hedonic price modeling. We focus on two main fields of applied analysis: (1) determining how the price of a unit of commodity varies with the set of attributes; (2) estimating the demand and supply functions for the attributes of products. The open issues on quality adjustment in consumer price indexes will be analysed in the two applied papers, namely chapter 3 and chapter 4. They are two applied original contributions to hedonic price literature. Chapter 3: In this paper we show that a real time measure of pure price change for different varieties of non durable volatile and seasonal products is possible. Moreover, we introduce the idea of unobservable elements captured by brand specific and by time specific dummies. In order to compute a pure price index, a theoretically correct quality adjustment procedure has been determined where quality is measured in terms of attributes (Griliches, 1971a, 1971b; Tauchen and Witte, 2001; Pakes, 2003; Ekeland et al. 2002, 2004; Triplett 2004) and it is becomes a ’fundamental’ of the market. We have analyzed the prices of apples and oranges traded in the General Milan Market for fruit and vegetables. We have used a large amount of information from more than 8000 of observations collected between 2000 and 2004. We have found that quality is changed over time even if new goods/varieties were not introduced. Price levels adjusted for qualitative levels, measured in terms of the content of characteristics, are above the Laspeyres hedonic price index on average for apples whilst the pure price index for oranges is close to the Laspeyres price index. Our empirical analysis shows that a price index, which does not account for quality change, is underepresiting inflation for apples and correctly measuring price changes for oranges. Chapter 4: The relevant literature dealing with the problem of quality measurement in passenger cars (inter alias, Ohta and Griliches 1976, 1983; Lancaster (1966), Rosen (1974), Berry et al. 1995; 2004) relies on general hedonic imputation methods for the assessment of the quality adjusted price index. We deviate from this standard approach by computing a new quality adjusted index for cars based on a weighted adjustment procedure which accounts for attrition due to observable elements (Fitzgerald et al., 1998; Nevo, 2003; Horowitz and Manski, 1998). By doing this, we are able to define a quality adjusted price index which generates a more accurate identification of price index levels than the current state of the art. We use data for the universe of new cars and their characteristics, sold between 2000 and 2007 in Italy, and we identify the basic reference unit. Based on this we study the pricing behavior of the firms. We model a non random and non ignorable selection process based on an entry/exit process of cars (Olly and Pakes, 1996) due to profit maximizing firms in a differentiated product space. We find that the official index is overestimating inflation since our results point to a mild deflation. However we show that traditional hedonic techniques lead to an overestimation of quality improvement and consequently they under-estimate inflation.

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10

GATTINI, LUCA. "QUALITY MEASUREMENT AND QUALITY IN PRICES INDEXES". Doctoral thesis, Università Cattolica del Sacro Cuore, 2010. http://hdl.handle.net/10280/674.

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Abstract (sommario):

Rapid technical progress has increased the speed of quality change. Its impact has a large scale effect on a broad set of variables and it has exacerbated a latent economic problem on the measurement of true economic variables. For example, the reliability of the Consumer Price Index (CPI) has been increasingly undermined since it has been argued that price indexes suffer either an upward or a downward bias due to quality change in goods and services. This paper is aimed to be a comprehensive survey on historical contributions to modeling quality from a theoretical perspective. The fundamental contributions of several economists are framed into a coherent building block. We construct a general framework for quality adjustment in price index theory which helps to understand the importance of economic theory for price index definitions. Supply and demand side models are analysed and merged into Rosen (1974) model, the first well grounded attempt to construct a general equilibrium explanation to quality choices. First, we address the issue of quality measures into price index theory. Then, we present a survey of the relevant contributions to hedonic price modeling. We focus on two main fields of applied analysis: (1) determining how the price of a unit of commodity varies with the set of attributes; (2) estimating the demand and supply functions for the attributes of products. The open issues on quality adjustment in consumer price indexes will be analysed in the two applied papers, namely chapter 3 and chapter 4. They are two applied original contributions to hedonic price literature. Chapter 3: In this paper we show that a real time measure of pure price change for different varieties of non durable volatile and seasonal products is possible. Moreover, we introduce the idea of unobservable elements captured by brand specific and by time specific dummies. In order to compute a pure price index, a theoretically correct quality adjustment procedure has been determined where quality is measured in terms of attributes (Griliches, 1971a, 1971b; Tauchen and Witte, 2001; Pakes, 2003; Ekeland et al. 2002, 2004; Triplett 2004) and it is becomes a ’fundamental’ of the market. We have analyzed the prices of apples and oranges traded in the General Milan Market for fruit and vegetables. We have used a large amount of information from more than 8000 of observations collected between 2000 and 2004. We have found that quality is changed over time even if new goods/varieties were not introduced. Price levels adjusted for qualitative levels, measured in terms of the content of characteristics, are above the Laspeyres hedonic price index on average for apples whilst the pure price index for oranges is close to the Laspeyres price index. Our empirical analysis shows that a price index, which does not account for quality change, is underepresiting inflation for apples and correctly measuring price changes for oranges. Chapter 4: The relevant literature dealing with the problem of quality measurement in passenger cars (inter alias, Ohta and Griliches 1976, 1983; Lancaster (1966), Rosen (1974), Berry et al. 1995; 2004) relies on general hedonic imputation methods for the assessment of the quality adjusted price index. We deviate from this standard approach by computing a new quality adjusted index for cars based on a weighted adjustment procedure which accounts for attrition due to observable elements (Fitzgerald et al., 1998; Nevo, 2003; Horowitz and Manski, 1998). By doing this, we are able to define a quality adjusted price index which generates a more accurate identification of price index levels than the current state of the art. We use data for the universe of new cars and their characteristics, sold between 2000 and 2007 in Italy, and we identify the basic reference unit. Based on this we study the pricing behavior of the firms. We model a non random and non ignorable selection process based on an entry/exit process of cars (Olly and Pakes, 1996) due to profit maximizing firms in a differentiated product space. We find that the official index is overestimating inflation since our results point to a mild deflation. However we show that traditional hedonic techniques lead to an overestimation of quality improvement and consequently they under-estimate inflation.

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Più fonti

Libri sul tema "Price indexes"

1

United States. Office of Prices and Living Conditions. Producer price indexes. Washington, D.C: U.S. Dept. of Labor, Bureau of Labor Statistics, Office of Prices and Living Conditions, 1985.

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2

Feenstra, Robert C. Exact hedonic price indexes. Cambridge, MA: National Bureau of Economic Research, 1995.

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3

Canada, Statistics. Industry price indexes, 1986=100: Users' guide. Ottawa: Statistics Canada = Statistique Canada, 1991.

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4

Company, Frank Russell, a cura di. Russell indexes. [Tacoma, Wash.]: Frank Russell Co., 1988.

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5

missing], [name. Scanner data and price indexes. Chicago, IL: University of Chicago Press, 2002.

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6

Berndt, Ernst R. Price indexes for microcomputers: An exploratory study. Cambridge, MA: National Bureau of Economic Research, 1990.

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7

Section, Guam Economic Research Center Cost of Living. Guam consumer price index: Historical indexes, group indexes : 1986 to present and commodity indexes : 1996 to present. Hagatna, Guam: Cost of Living Section, Economic Research Center, Dept. of Labor, 2008.

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8

Statistical Office of the European Communities., Università di Firenze. Dipartimento di statistica "G. Parenti." e International Seminars on 'Improving the Quality of Price Indices: CPI and PPP (1995 : Florence, Italy), a cura di. Improving the quality of price indices: International seminar, Florence, December 18-20, 1995. Luxembourg: Office for Official Publications of the European Communities, 1996.

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9

Griliches, Zvi. Generics and new goods in pharmaceutical price indexes. Cambridge, MA: National Bureau of Economic Research, 1993.

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10

United States. Bureau of Labor Statistics, a cura di. Producer price index: Questions and answers. [Washington, DC]: U.S. Dept. of Labor, Bureau of Labor Statistics, 1997.

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Capitoli di libri sul tema "Price indexes"

1

Färe, Rolf, Shawna Grosskopf e Pontus Roos. "Price Indexes for Nonmarketed Goods". In Data Envelopment Analysis in the Service Sector, 121–32. Wiesbaden: Deutscher Universitätsverlag, 1999. http://dx.doi.org/10.1007/978-3-663-08343-6_7.

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2

Diewert, W. Erwin, Kiyohiko G. Nishimura, Chihiro Shimizu e Tsutomu Watanabe. "The System of National Accounts and Alternative Approaches to the Construction of Commercial Property Price Indexes". In Property Price Index, 181–219. Tokyo: Springer Japan, 2020. http://dx.doi.org/10.1007/978-4-431-55942-9_5.

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3

Pastor, Jesús T., e C. A. Knox Lovell. "Local Circularity of Six Classic Price Indexes". In Advances in Efficiency and Productivity II, 107–23. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-41618-8_7.

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4

Costa, Michele, e Luca De Angelis. "Sector Price Indexes in Financial Markets: Methodological Issues". In Contributions to Statistics, 249–64. Heidelberg: Physica-Verlag HD, 2009. http://dx.doi.org/10.1007/978-3-7908-2140-6_14.

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5

Samuel, Boris. "The Shifting Legitimacies of Price Measurements: Official Statistics and the Quantification of Pwofitasyon in the 2009 Social Struggle in Guadeloupe". In The New Politics of Numbers, 337–77. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-78201-6_11.

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AbstractIn 2009, Guadeloupe experienced a historic 44 day-long strike against the high cost of living. The union-led collective (LKP) leading the strike used calculations and figures as a weapon to prove that players holding dominant market positions captured undue profits (“pwofitasyon”). Also, official price indexes were subjected to radical political criticism by the LKP actors. Yet, by using averages, these calculations could not account for the existence of individual abusive prices. The “statactivistic” momentum resulted in a shift of the legitimate price measurement methods. Calculation was, however, also the collective’s Achilles heel. LKP members’ use of numbers established only a temporary favourable balance of power in the negotiations. It was not enough for them to compete with the state’s calculative skills on an equal basis.

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Pelagatti*, Matteo M. "Price Indexes across Space and Time and the Stochastic Properties of Prices". In Contributions to Statistics, 97–114. Heidelberg: Physica-Verlag HD, 2009. http://dx.doi.org/10.1007/978-3-7908-2140-6_5.

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Fattore, Marco. "Jointly Consistent Price and Quantity Comparisons and the Geo-Logarithmic Family of Price Indexes". In Contributions to Statistics, 207–22. Heidelberg: Physica-Verlag HD, 2009. http://dx.doi.org/10.1007/978-3-7908-2140-6_11.

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Santioni, Raffaele, Isabella Carbonaro e Margherita Carlucci. "Consumer Price Indexes: An Analysis of Heterogeneity Across Sub-Populations". In Contributions to Statistics, 133–49. Heidelberg: Physica-Verlag HD, 2009. http://dx.doi.org/10.1007/978-3-7908-2140-6_7.

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Diewert, W. Erwin. "Scanner Data, Elementary Price Indexes and the Chain Drift Problem". In Advances in Economic Measurement, 445–606. Singapore: Springer Nature Singapore, 2022. http://dx.doi.org/10.1007/978-981-19-2023-3_11.

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Balk, Bert M. "Input Price, Quantity, and Productivity Indexes for a Revenue-Constrained Firm". In Index Numbers: Essays in Honour of Sten Malmquist, 91–126. Dordrecht: Springer Netherlands, 1998. http://dx.doi.org/10.1007/978-94-011-4858-0_3.

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Atti di convegni sul tema "Price indexes"

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Karcıoğlu, Reşat, Muhammet Özcan e Ensar Ağırman. "The Relationship of Petroleum Price and BIST Sector Indexes". In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c08.01878.

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Abstract (sommario):

Energy is not only indispensable element of everyday life, but also underlies industrialization and manufacturing. Energy and manufacturing have become integral parts with the importance of mechanization since the Industrial Revolution. As a result of this emerging situation, businesses, have become sensitive energy and energy prices. For this reason, changes in energy prices directly affect businesses and are thought to have effects on fluctuations in stock prices. Changes in the prices of primary energy sources directly or indirectly affect capital markets. In energy importer countries including Turkey, high energy prices cause an increase in current account deficit and decrease in real national income by increasing the amount of energy imports. In addition, high energy prices lead to cost-based inflation increases as they directly affect raw material prices used in production. All these factors indirectly affect capital markets. Direct effect of energy price changes on the capital market is explained by the fact that energy is an indispensable input in industrial production. In cases where the energy price increase is not reflected to the consumer, the profitability of the enterprise is decreasing. A decrease in profitability affects firm's stock price as well. The aim of this study is to reveal the relationship between sector indices in the Stock Exchange Istanbul (BIST) and oil price changes. Weekly data set for the period for 2006:1 - 2016:4 is used. Johannes co-integration method is used to measure long term relationship in the study.

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Hua, Sim Kwan, e Sim Chia Hua. "Measuring Price Deviation to Define Volatility and the State of Price: A Study on Four Major World Indexes". In 2010 3rd International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2010. http://dx.doi.org/10.1109/bife.2010.109.

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Hill, Robert, e Michael Scholz. "Can Geospatial Data Improve House Price Indexes? A Hedonic Imputation Approach with Splines". In 25th Annual European Real Estate Society Conference. European Real Estate Society, 2016. http://dx.doi.org/10.15396/eres2016_146.

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Dias, Rui, Paulo Alexandre, Paula Heliodoro, Hortense Santos, Ana Rita Farinha e Márcia C. Santos. "The 2020 Oil Price War Has Increased Integration Between G7 Stock Markets and Crude Oil WTI". In 7th International Scientific Conference ERAZ - Knowledge Based Sustainable Development. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2021. http://dx.doi.org/10.31410/eraz.s.p.2021.13.

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This paper aims to examine whether the oil price war between Saudi Arabia and Russia has increased integration between the Crude Oil WTI Spot oil index and the G7 stock markets, namely France (CAC 40), Germany (DAX 30), USA (DOW JONES), UK (FTSE 100), Italy (FTSE MID), Japan (Nikkei 225), Canada (S&P TSX), from January 2018 to January 2021. The results show that in the period before the oil price war, the G7 stock markets and the WTI index had 29 integrations (out of 56 possible). The WTI index is integrated with the UK stock markets (FTSE 100), and Japan (NIKKEI 225), and is integrated into the Japanese market. In the period of the oil price war, the G7’s stock markets and the Crude Oil WTI Spot index had 43 integrations (out of 56 possible), namely the WTI, Dow Jones, and Nikkei 225 indexes, with all their peers (7 out of 7 possible). When comparing the period before and during the 2020 oil crash, we found that integrations increased significantly from 29 to 43 (out of 56 possible); we also found that the Crude Oil WTI Spot index is no longer a safe haven for portfolio diversification in G7 stock markets. These findings validate our research issue, i.e., the oil price war between Saudi Arabia and Russia had increased integrations, and this evidence could question portfolio diversification.

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Maier, Gunther, Ion Anghel e Costin Ciora. "Housing price indexes in Central and Eastern Europe. A comparative study on the models." In 22nd Annual European Real Estate Society Conference. European Real Estate Society, 2015. http://dx.doi.org/10.15396/eres2015_151.

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Nianlong Han, Wei Zhang e Kai Liang. "The design and implementation of Shenzhen house price indexes system based on 3D-GIS". In 2015 23rd International Conference on Geoinformatics. IEEE, 2015. http://dx.doi.org/10.1109/geoinformatics.2015.7378676.

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Kamaruddin, Saadi Bin Ahmad, Nor Azura Md Ghani e Norazan Mohamed Ramli. "Forecasting techniques suitable to estimate unitary charges price indexes of PFI data: Context of northern region Peninsular Malaysia". In 2013 IEEE Business Engineering and Industrial Applications Colloquium (BEIAC). IEEE, 2013. http://dx.doi.org/10.1109/beiac.2013.6560160.

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Ahmad Kamaruddin, Saadi Bin, Nor Azura Md Ghani e Norazan Mohamed Ramli. "Determining the best forecasting method to estimate unitary charges price indexes of PFI data in central region Peninsular Malaysia". In PROCEEDINGS OF THE 20TH NATIONAL SYMPOSIUM ON MATHEMATICAL SCIENCES: Research in Mathematical Sciences: A Catalyst for Creativity and Innovation. AIP, 2013. http://dx.doi.org/10.1063/1.4801271.

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Heliodoro, Paula, Rui Dias, Nicole Horta, Paulo Alexandre e Mariana Chambino. "Impact of the 2020 and 2022 Events on the Efficiency of Europe’s Capital Markets". In Sixth International Scientific Conference ITEMA Recent Advances in Information Technology, Tourism, Economics, Management and Agriculture. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2022. http://dx.doi.org/10.31410/itema.s.p.2022.47.

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This paper intends to test efficiency, in its weak form, in the capital markets of the Netherlands (AEX), Belgium (BEL 20), France (CAC 40), Ireland (ISEQ 20), and Portugal (PSI 20), for the period from September 18th, 2017, to September 15th, 2022. Given the skewness and kurtosis coefficients, the time series shows signs of deviation from the normality hypothesis. We also observe that during the Tranquil and second Covid-19 wave subperiods, European equity markets are in equilibrium and that the (in) efficiency hypothesis, in its weak form, does not hold, implying that investors will struggle to achieve returns above the market average without incurring additional risk. When we examine the first Covid-19 subperiod, we find that all capital markets show long memories, indicating a propensity to forecast returns, particularly the Portuguese capital market shows the highest value of persistence (0.65), while the stock indexes of Belgium (BEL 20), France (CAC 40), Ireland (ISEQ 20) have exponents of 0.62, and the Netherlands 0.61. In the fourth sub-period that corresponds to the Russian invasion of Ukraine in 2022, we find that the efficiency hypothesis, in its weak form, is rejected for all stock indexes, except for the French capital market (CAC 40). When the sub-periods of the first wave of COVID-19 and the Russian invasion of Ukraine in 2022 are compared, we notice that markets exhibit more pronounced imbalances during the first wave of COVID-19, due in large part to uncertainty regarding the course of the 2020 pandemic. In addition, we emphasize that during subperiods of higher uncertainty in the global economy, prices do not fully reflect available information and that price fluctuations are not i.i.d. In other words, there is a reversion to the mean, and prices become predictable, allowing regional and international investors to achieve above-market average returns. The authors suggest that these findings are significant for regulators and supervisors of European capital markets to promote efforts to guarantee that available market information is rectified more effectively.

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Chen, Yifan, e Zhenyu Wu. "Risk Analysis of Stock Price Indexes of Belt and Road Countries—An Empirical Study Based on the GARCH-VaR Model". In The 2nd International Conference on Internet Finance and Digital Economy. WORLD SCIENTIFIC, 2023. http://dx.doi.org/10.1142/9789811267505_0023.

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Rapporti di organizzazioni sul tema "Price indexes"

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Feenstra, Robert. Exact Hedonic Price Indexes. Cambridge, MA: National Bureau of Economic Research, marzo 1995. http://dx.doi.org/10.3386/w5061.

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Cukierman, Alex, e G. J. Santoni. Some Problems with Current Price Indexes. Federal Reserve Bank of St. Louis, 1987. http://dx.doi.org/10.20955/wp.1987.002.

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Haurin, Donald, Patric Hendershott e Dongwook Kim. Local House Price Indexes: 1982-1991. Cambridge, MA: National Bureau of Economic Research, dicembre 1991. http://dx.doi.org/10.3386/w3933.

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Frank, Richard, Ernst Berndt e Susan Busch. Price Indexes for the Treatment of Depression. Cambridge, MA: National Bureau of Economic Research, febbraio 1998. http://dx.doi.org/10.3386/w6417.

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Berndt, Ernst, e Zvi Griliches. Price Indexes for Microcomputers: An Exploratory Study. Cambridge, MA: National Bureau of Economic Research, giugno 1990. http://dx.doi.org/10.3386/w3378.

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Diewert, W. Erwin. Axiomatic and Economic Approaches to Elementary Price Indexes. Cambridge, MA: National Bureau of Economic Research, maggio 1995. http://dx.doi.org/10.3386/w5104.

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Berndt, Ernst, Susan Busch e Richard Frank. Price Indexes for Acute Phase Treatment of Depression. Cambridge, MA: National Bureau of Economic Research, novembre 1998. http://dx.doi.org/10.3386/w6799.

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Abel, Jaison, Ernst Berndt e Alan White. Price Indexes for Microsoft's Personal Computer Software Products. Cambridge, MA: National Bureau of Economic Research, settembre 2003. http://dx.doi.org/10.3386/w9966.

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Griliches, Zvi, e Iain Cockburn. Generics and New Goods in Pharmaceutical Price Indexes. Cambridge, MA: National Bureau of Economic Research, febbraio 1993. http://dx.doi.org/10.3386/w4272.

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Berndt, Ernst, e Iain Cockburn. Price Indexes for Clinical Trial Research: A Feasibility Study. Cambridge, MA: National Bureau of Economic Research, marzo 2013. http://dx.doi.org/10.3386/w18918.

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