Price Imputation and Other Techniques for Dealing with Missing Observations, Seasonality and Quality Change in Price Indices /

Price index compilers frequently face situations where price observations are missing due to seasonal unavailability, supply shortages, or the discontinuation of products. Incorrect treatment of such situations can result in biased price indices. This paper presents statistical imputation techniques...

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Autor principal: Armknecht Jr., Paul
Altres autors: Maitland-Smith, Fenella
Format: Revista
Idioma:English
Publicat: Washington, D.C. : International Monetary Fund, 1999.
Col·lecció:IMF Working Papers; Working Paper ; No. 1999/078
Accés en línia:Full text available on IMF
Descripció
Sumari:Price index compilers frequently face situations where price observations are missing due to seasonal unavailability, supply shortages, or the discontinuation of products. Incorrect treatment of such situations can result in biased price indices. This paper presents statistical imputation techniques that index compilers can use to prevent bias and suggests the extension of these same techniques to assist with adjustments for quality differences. The use of additional procedures for dealing with some of the problems caused by seasonal commodities is also discussed.
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Descripció física:1 online resource (28 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Accés:Electronic access restricted to authorized BRAC University faculty, staff and students