Search Results

El índice de precios al consumo y el ajuste por calidad. Una aplicación al caso uruguayo,
Elizabeth Bucacos Elizabeth Bucacos, from Banco Central del Uruguay (2013)
Keywords: Números índice, Uruguay

Calculating the real return on a sovereign wealth fund,
Andreas Benedictow and Pål Boug, in Canadian Journal of Economics (2017)

Revealed preference tests of indirect and homothetic weak separability of financial assets, consumption and leisure,
Per Hjertstrand and James L. Swofford, in Journal of Financial Stability (2019)
Keywords: Direct weak separability; Homothetic weak separability; Indirect weak separability; Monetary aggregation;

An Index of Economic Honesty, exemplified through Comparative Evaluation of the Specific Level in Germany and Romania,
Gheorghe Săvoiu, in Romanian Statistical Review Supplement (2015)
Keywords: index, economic honesty, comparative evolution, statistical confrontation

Aggregation of simple linear dynamics: exact asymptotic results,
Marco Lippi and Paolo Zaffaroni, from London School of Economics and Political Science, LSE Library (1998)
Keywords: Aggregation; idiosymcratic-driven fluctuations; long memory; nonstationarity

Aggregations and Marginalization of Garch and Stochastic Volatility Models,
Nour Meddahi and Eric Renault, from Toulouse - GREMAQ (1996)
Keywords: ECONOMETRICS

Imputation and Price Indexes: Theory and Evidence from the International Price Program,
Robert Feenstra and Walter Diewert, from University of California, Davis, Department of Economics (2003)
Keywords: imputation, price index, interpolation

Optimal Price Indexes,
Walter Bossert and Stehling Frank, in Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) (2021)
Keywords: price indexes; optimality criteria; generalized quasilinear functions

Price indices and unit value indices in German foreign trade statistics,
Peter von der Lippe, from University Library of Munich, Germany (2007)
Keywords: unit value indices; foreign trade statistics

Index Numbers and Revealed Preference Rankings,
Per Hjertstrand, James L. Swofford and Gerald A. Whitney, from Research Institute of Industrial Economics (2019)
Keywords: Superlative index numbers; Aggregation; Preference orderings; Weak separability

Computing Additive Chained Volume Measures of GDP Subaggregates,
Jesus Dumagan, from East Asian Bureau of Economic Research (2010)
Keywords: Chained indexes, chained volume measure, additivity

Comparing GDP in Constant and in Chained Prices: Some New Results,
Jesus Dumagan, from East Asian Bureau of Economic Research (2009)
Keywords: Real GDP, chained prices, constant prices, additivity, Fisher index

Avoiding Anomalies of GDP in Constant Prices by Conversion to Chained Prices,
Jesus Dumagan, from East Asian Bureau of Economic Research (2008)
Keywords: Real GDP, constant prices, chained prices, Fisher index

Implementing US GDP in Chained Prices for Cross-country GDP Growth and Sectoral Comparisons: Application to Selected ASEAN Countries,
Jesus Dumagan, from East Asian Bureau of Economic Research (2008)
Keywords: Real GDP, constant prices, chained prices, Fisher index

Remarks about the generalizations of the Fisher index,
Jacek Białek, in Statistics in Transition new series (2011)
Keywords: Price index, generalized Fisher index, Laspeyres index, Paasche index, Marhall-Edgeworth index

PROBLEMAS EN LA MEDICIÓN DEL IPC, EL CASO COLOMBIANO,
Edgar Caicedo, from Banco de la Republica (2000)

RELACIÓN ENTRE EL ÍNDICE DE PRECIOS DEL PRODUCTOR (IPP) Y EL ÍNDICE DE PRECIOS AL CONSUMIDOR (IPC),
Carlos Huertas C. and Munir Jalil, from Banco de la Republica (2000)

A Note on Different Approaches to Index Number Theory,
Matthijs van Veelen and Roy van der Weide, in American Economic Review (2008)

Comparing GDP in constant and in chained prices: Some new results,
Jesus Dumagan, from East Asian Bureau of Economic Research (2009)
Keywords: Real GDP, chained prices, constant prices, additivity, Fisher index

Comparing the Edgeworth–Marshall index and the Fisher index for the system of national accounts,
Kam Yu, in SN Business & Economics (2023)
Keywords: Quantity index, GDP deflator, Additivity

Cost of Living Indices and Flexible Consumption Behaviour: A partial critique,
Eithne Murphy and Eoghan Garvey, from National University of Ireland Galway, Department of Economics (2005)

Classification, Detection and Consequences of Data Error: Evidence from the Human Development Index,
Hendrik Wolff, Howard Chong and Maximilian Auffhammer, from National Bureau of Economic Research, Inc (2010)

CPI Bias from Supercenters: Does the BLS Know that Wal-Mart Exists?,
Jerry Hausman and Ephraim Leibtag, from National Bureau of Economic Research, Inc (2004)

CPI Bias from Supercenters: Does the BLS Know that Wal-Mart Exists?,
Jerry Hausman and Ephraim Leibtag, from National Bureau of Economic Research, Inc (2009)

Exact Hedonic Price Indexes,
Robert Feenstra, from National Bureau of Economic Research, Inc (1995)

Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin,
Anja M. Hahn, Konstantin Kholodilin and Sofie Waltl, from Luxembourg Institute of Socio-Economic Research (LISER) (2021)
Keywords: First-Generation Rent Control; Berlin; Rent Freeze; Urban Policy; Rent Price; Supply Disruptions

Tracking Owners’ Sentiments: Subjective Home Values, Expectations and House Price Dynamics,
Anthony Lepinteur and Sofie Waltl, from Luxembourg Institute of Socio-Economic Research (LISER) (2021)
Keywords: Housing Markets; Expectations; Heterogenous Beliefs; Subjective Data; Convergent Validity

Developing an Index to Measure Sub-municipal Level Urban Sprawl,
David Gálvez Ruiz, Pilar Diaz Cuevas, Olta Braçe and Marco Garrido-Cumbrera, in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2018)
Keywords: Urban sprawl, Composite index, Choquet integral, Sub-municipal level

EU MECI: A Network-Structured Indicator for a Union of Equality,
Athanasios Lapatinas and Marina-Selini Katsaiti, in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2023)
Keywords: Economic complexity, Equalities, Inequalities, EU

Surveying University Student Standards in Economics,
Daehoon Nahm, from Macquarie University, Department of Economics (2003)
Keywords: price index, exact index, CES function

Pro-poor Price Trends and Inequality - The Case of India,
Ingvild Almås and Anders Kjelsrud, from CESifo (2016)
Keywords: inequality, cost-of-living, measurement

Of Economics and Statistics: the "Gerschenkron Effect",
Stefano Fenoaltea, from Collegio Carlo Alberto (2015)
Keywords: Gerschenkron effect; index-number problem

The Optimal Level of Monetary Aggregation in the UK,
Thomas Elger, Barry Jones, David Edgerton and Jane Binner, from Lund University, Department of Economics (2005)
Keywords: weak separability; incomplete adjustment; measurement error

Upper-Level Substitution and New-Goods Bias in the Korean Consumer Price Index,
Daehoon Nahm, from Macquarie University, Department of Economics (2006)

Price Indexes for Elementary Aggregates Derived from Behavioral Assumptions,
John Dagsvik and Leif Brubakk, from Statistics Norway, Research Department (1998)
Keywords: Elementary aggregates; Price indexes; Cost-of-Living indexes; Price aggregation

Local Circularity of Six Classic Price Indexes,
Jesus T. Pastor and C. Lovell, from University of Queensland, School of Economics (2019)
Keywords: price index, local circularity

Local Circularity of Six Classic Price Indexes,
Jesús T. Pastor and C. Lovell, from Springer (2020)
Keywords: Price index, Local circularity

Análise de convergência espacial dos repasses da Lei Robin Hood,
Noé Gonçalves Maranduba , in Revista Economia e Sociedade (2009)
Keywords: Robin Hood Act; Exploratory spatial data analysis; β convergence; Spatial econometrics.

Large Datasets Regression Coefficients and Spatial Homogeneity,
Andrew Siebert, in Journal of Economics and Econometrics (2019)
Keywords: Spatially clustered coefficient, Varying coefficient regression, Minimum spanning tree, Penalised least squares

Comparative Evaluation of the Performance of Commercial Banks in Russia Based on a Multidimensional Analysis of Financial Indicators,
Ilya I. Kornukov and Alexey Yu. Domnikov, in Journal of Applied Economic Research (2023)
Keywords: banking system; probabilistic assessment; cluster analysis; logistic regression; multidimensional analysis; separating hyperplane; financial stability

Analysis of the Exchange Rate and Pricing Foreign Currency Options on the Croatian Market: the NGARCH Model as an Alternative to the Black-Scholes Model,
Petra Posedel Šimović, in Financial Theory and Practice (2006)
Keywords: Black-Scholes model, NGARCH model, heteroscedasticity, volatility, risk premium, risk-neutral measure, no arbitrage, Monte Carlo simulations.

Russia's Trade Flows and WTO,
Sergey Kolesnikov and Olga Podkorytova, from European University at St. Petersburg, Department of Economics (2011)
Keywords: Russia, gravity model, trade flows, non-oil trade

Does Inequality in Landownership Contribute to Inequality in Education Attainment? Empirical Evidence From Kenya,
John Kamau Gathiaka, in Tanzanian Economic Review (2022)
Keywords: landownership; education attainment; inequality; county; household

Structural Equation Modelling of Relationship between Teachers’ Capacity Building and Students’ Academic Performance in Secondary Schools in Kwara State, Nigeria,
Yusuf Suleiman, Zahyah Bt Hanafi and Muhajir Bin Taslikhan, in Journal of Quantitative Methods (2017)
Keywords: Capacity Building; Workshop; Seminar; Teachers; Academic Performance

Comparing the Effects of Improving Economic and Political Institutions on per Capita Income in Oil-Exporting and Industrial Countries (in Persian),
Hasan Sobhani and Saeed Bayat, in The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی و بودجه) (2014)
Keywords: Economic and Political Institutions, Per Capita Income, Cross-sectional Econometrics, Oil-Exporting Countries, G20 Countries

Optimizing the Number and Location of Warehouses in Logistics Networks Considering the Optimal Delivery Routes and Set Level of Reserve Stock,
Volodymyr V. Sysoiev, in Theory Methodology Practice (TMP) (2013)
Keywords: logistics network, warehouse, optimal warehouse location, logistics costs, optimaldelivery route

China's Provincial Growth Dynamics,
Jahangir Aziz and Christoph Duenwald, from University Library of Munich, Germany (2001)
Keywords: Provincial growth; convergence; twin peaks

Trade and Income Convergence in Selected South Asian Countries and Their Trading Partners,
Ahmed Nawaz Hakro and Bashir Fida, in Lahore Journal of Economics (2009)
Keywords: Intra-trade, income convergence, per capita income, South Asia.

Assessment of PISA 2012 Results With Quantile Regression Analysis Within The Context of Inequality In Educational Opportunity,
Sevda Gürsakal, Dilek Murat and Necmi Gürsakal, in Alphanumeric Journal (2016)
Keywords: Inequality of Educational Opportunity, Mathematics Score, PISA, Quantile Regression

Edgeworth expansions for semiparametric Whittle estimation of long memory,
Liudas Giraitis and Peter Robinson, from London School of Economics and Political Science, LSE Library (2002)
Keywords: Edgeworth expansion; long memory; semiparametric estimation

A study on spatial autocorrelation: Case of Russian regional inflation,
Andrew Kirillov, in Applied Econometrics (2021)
Keywords: regional inflation; consumer price index; spatial autocorrelation; APLE; Moran’s I; regions of Russia.

A research agenda on general-to-specific spatial model search,
Peter Burridge, in INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH (2011)
Keywords: General-to-Specific; Research Agenda; Nesting Spatial Regression Models; Heteroskedasticity

Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion,
David Kaplan, in Journal of Econometrics (2015)
Keywords: Fixed-smoothing; High-order accuracy; Hypothesis testing; Testing-optimal smoothing parameter;

Fractional order statistic approximation for nonparametric conditional quantile inference,
Matt Goldman and David Kaplan, in Journal of Econometrics (2017)
Keywords: Dirichlet; High-order accuracy; Inference-optimal bandwidth; Kernel smoothing;

Comparing distributions by multiple testing across quantiles or CDF values,
Matt Goldman and David Kaplan, in Journal of Econometrics (2018)
Keywords: Dirichlet; Familywise error rate; Kolmogorov–Smirnov; Probability integral transform; Regression discontinuity;

Evolución geográfica del homicidio en Colombia,
Andres Sanchez, Jabba Ana Maria Diaz, Alejandro Pelaez, Omar Castelblanco, Johanna Tautiva, Cristina Gonzalez and Laura Angel, from Banco de la Republica de Colombia (2012)
Keywords: homicidio, Colombia, I de Moran, análisis espacial.

Comparison of Traditional and Modern Performance Instruments on Selected Companies from Pakistan,
Muhammad Imran Aslam and Ali Akbar Khan, in International Review of Management and Marketing (2015)
Keywords: Stock Exchange, Economic Value Added, Cross Sectional

Spatial econometrics for misaligned data,
Guillaume Allaire Pouliot, in Journal of Econometrics (2023)
Keywords: Spatial econometrics; Gaussian random fields; Large sample distributions; Kriging;

Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting,
Yu-Chin Hsu, Martin Huber and Lai Tsung-Chih, in Journal of Econometric Methods (2019)
Keywords: causal channels, causal mechanisms, causal pathways, direct effects, indirect effects, inverse probability weighting, mediation analysis, nonparametric estimation, propensity score, series logit estimation

Disentangling policy effects into causal channels,
Martin Huber, in IZA World of Labor (2016)
Keywords: causal channels, causal mechanisms, mediation analysis, direct and indirect effects

Rethinking the null hypothesis in significant colocation pattern mining of spatial flows,
Mengjie Zhou, Mengjie Yang, Tinghua Ai, Jiannan Cai and Zhe Chen, in Journal of Geographical Systems (2024)
Keywords: Colocation pattern, Spatial flow, Statistical significance test, Null hypothesis, Random labeling

An Examination of the Relationship between Health and Economic Growth,
Garima Malik, from East Asian Bureau of Economic Research (2006)
Keywords: health, economic growth

Model selection strategies in a spatial context,
Jesus Mur and Ana Angulo, from Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza (2005)
Keywords: Model selection, Spatial Econometrics, Cross-sectional dependence

Labor Participation of Married Women in Colombia,
Luis Arango Thomas and Carlos Posada, from Banco de la Republica (2005)
Keywords: married women,

On different approaches to obtaining partial effects in binary response models with endogenous regressors,
Wei Lin and Jeffrey Wooldridge, in Economics Letters (2015)
Keywords: Average index function; Average partial effect; Average structural function;

Neglected Heterogeneity, Simpson’s Paradox, and the Anatomy of Least Squares,
Winkelmann Rainer, in Journal of Econometric Methods (2024)
Keywords: average treatment effect, covariance-weighting, heterogeneity spillover, non-convex average

Insights from the co-authorship network of the Italian academic statisticians,
Silvia Bacci, Bruno Bertaccini and Alessandra Petrucci, in Scientometrics (2023)
Keywords: Bibliographic data source, Network analysis, Quantile regression model, Scientific collaboration

Spatial autoregressive models for scan statistic,
Mohamed-Salem Ahmed, Lionel Cucala and Michaël Genin, in Journal of Spatial Econometrics (2021)
Keywords: Spatial autoregressive models, Scan statistics, Cluster detection

Heterogeneous Treatment Effects in Impact Evaluation,
Eva Vivalt, in American Economic Review (2015)

Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence,
Michael Lechner, Michael Knaus and Anthony Strittmatter, from C.E.P.R. Discussion Papers (2018)
Keywords: Causal machine learning; Conditional average treatment effects; Selection-on-observables; Random forest; Causal forest; Lasso

How to control for many covariates? Reliable estimators based on the propensity score,
Martin Huber, Michael Lechner and Conny Wunsch, from Department of Economics, University of St. Gallen (2010)
Keywords: Propensity score matching, kernel matching, inverse probability weighting, selection on observables, empirical Monte Carlo study, finite sample properties

When Should You Adjust Standard Errors for Clustering?,
Alberto Abadie, Susan Athey, Guido Imbens and Jeffrey Wooldridge, from National Bureau of Economic Research, Inc (2017)

Local Polynomial Order in Regression Discontinuity Designs,
Zhuan Pei, David S. Lee, David Card and Andrea Weber, from National Bureau of Economic Research, Inc (2020)

Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates,
Leslie Papke and Jeffrey Wooldridge, from National Bureau of Economic Research, Inc (1993)

Another Look at the Identification at Infinity of Sample Selection Models,
Arnaud Maurel and Xavier D'Haultfoeuille, from Duke University, Department of Economics (2011)
Keywords: Identification at infinity, sample selection model, Roy model

Do Local Economic Development Programs Work? Evidence from the Federal Empowerment Zone Program,
Matias Busso and Patrick Kline, from Yale University, Department of Economics (2008)

Performance of Some Ridge Parameters for Probit Regression: with Application on Swedish Job Search Data,
Håkan Locking, Kristofer Månsson and Ghazi Shukur, from HUI Research (2012)
Keywords: probit regression; maximum likelihood; multicollinearity; ridge regression; MSE; job search

An Examination of the relationship between Health and Economic Growth,
Garima Malik, from Indian Council for Research on International Economic Relations, New Delhi, India (2006)
Keywords: Health, Economic Growth

Exogenous Treatment and Endogenous Factors: Vanishing of Omitted Variable Bias on the Interaction Term,
Olena Nizalova and Irina Murtazashvili, from Kyiv School of Economics (2011)
Keywords: treatment effect; heterogeneity; policy evaluation; random experiments; omitted variable bias

Evolución geográfica del homicidio en Colombia,
Andres Sanchez-Jabba, Alejandro Peláez Ana María Díaz, Johanna Tautiva Omar Castelblanco and Laura Ángel Cristina González, from Banco de la República, Economía Regional (2012)
Keywords: homicidio, Colombia, I de Moran, análisis espacial

The performance of estimators based on the propensity score,
Martin Huber, Michael Lechner and Conny Wunsch, in Journal of Econometrics (2013)
Keywords: Propensity score matching; Kernel matching; Inverse probability weighting; Inverse probability tilting; Selection on observables; Empirical Monte Carlo study; Finite sample properties;

Direct and Indirect Effects Based on Changes-in-Changes,
Martin Huber, Mark Schelker and Anthony Strittmatter, from CESifo (2019)
Keywords: direct effects, indirect effects, mediation analysis, changes-in-changes, causal mechanisms, treatment effects

Bootstrap inference of matching estimators for average treatment effects,
Taisuke Otsu and Yoshiyasu Rai, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2015)
Keywords: Treatment effect, matching, bootstrap

A test for endogeneity in conditional quantile models,
Tae-Hwan Kim and Christophe Muller, from Yonsei University, Yonsei Economics Research Institute (2012)
Keywords: regression quantile, endogeneity, two-stage estimation, Hausman test, Engel curve

Neglected heterogeneity, Simpson’s paradox, and the anatomy of least squares,
Rainer Winkelmann, from Department of Economics - University of Zurich (2023)
Keywords: Covariance-weighting, heterogeneity spillover, non-convex average, average treatment effect

Heterogeneous Treatment Effects: Instrumental Variables without Monotonicity?,
Tobias Klein, from Institute of Labor Economics (IZA) (2007)
Keywords: monotonicity, heterogeneity, identification, program evaluation, dummy endogenous variable, selection on unobservables, instrumental variables

Fused LASSO as Non-crossing Quantile Regression,
Tibor Szendrei, Arnab Bhattacharjee and Mark Schaffer, from Institute of Labor Economics (IZA) (2024)
Keywords: fused-shrinkage, quantile regression, non-crossing constraints, LASSO

The finite sample performance of semi- and nonparametric estimators for treatment effects and policy evaluation,
Markus Frölich, Martin Huber and Manuel Wiesenfarth, from Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland (2015)
Keywords: treatment effects; policy evaluation; simulation; empirical Monte Carlo study; propensity score; semi- and nonparametric estimation

The finite sample performance of inference methods for propensity score matching and weighting estimators,
Hugo Bodory, Martin Huber, Lorenzo Camponovo and Michael Lechner, from Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland (2016)
Keywords: inference; variance estimation; treatment effects; matching; inverse probability weighting

Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting,
Yu-Chin Hsu, Martin Huber and Tsung Chih Lai, from Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland (2017)
Keywords: causal mechanisms; direct effects; indirect effects; causal channels; mediation analysis; causal pathways; series logit estimation; nonparametric estimation; inverse probability weighting; propensity score