Search Results - subject:"Index Number Theory"

Jarrow, Robert A.; Li, Siguang - In: The Quarterly Journal of Finance : QJF 12 (2022) 2, pp. 1-36

Persistent link: https://www.econbiz.de/10013367706

The effects of global risk indicators on the MSCI Emerging Markets Index

Öner, Selma - In: Financial internet quarterly 18 (2022) 3, pp. 1-10

The rising uncertainty in financial markets in the last 40 years has led to the creation of new financial indices that will enable these uncertainties to be defined and measured. For this purpose, the first volatility index created was the VIX Index as an indicator of uncertainty in the stock...

Persistent link: https://www.econbiz.de/10013368196

Guide on multilateral methods in the harmonised index of consumer prices

Europäische Kommission / Statistisches Amt - 2022 - 2022 edition

Persistent link: https://www.econbiz.de/10013346999

An application of index number theory to interest rates : evidence from selected post-Soviet countries

Poghosyan, Karen; Poghosyan, Ruben - In: Journal of central banking theory and practice 11 (2022) 2, pp. 165-186

In this paper, we use index number theory to decompose changes in total interest rate due to changes in the interest … rate component and the weight component. We discuss the optimal calculation of a binary index using axiomatic index number … theory. Based on this theory we compare alternative indexes and as a result, we choose the Marshall-Edgeworth index because …

Persistent link: https://www.econbiz.de/10013347134

Constructing a new advertised house price index

Brincat, Erica Maria; Ghigo, Michaela - 2022

Persistent link: https://www.econbiz.de/10013349497

Bundesländerindex Familienunternehmen : Standortfaktoren innerhalb Deutschlands im Vergleich

Blesse, Sebastian; Heinemann, Friedrich; Nover, Justus - Stiftung Familienunternehmen; ZEW - Leibniz-Zentrum … - 2022

Der erstmals vorgelegte Bundesländerindex der Stiftung Familienunternehmen untersucht die Standortqualitäten der deutschen Bundesländer. Das ZEW Mannheim hat unter Leitung von Professor Friedrich Heinemann eine Vielzahl von Einzelindikatoren betrachtet und gewichtet. Damit können die...

Persistent link: https://www.econbiz.de/10013353131

Residential property price indexes : spatial coordinates versus neighborhood dummy variables

Diewert, Walter E.; Shimizu, Chihiro - In: Review of income and wealth 68 (2022) 3, pp. 770-796

Persistent link: https://www.econbiz.de/10013384604

Comparing Past and Present Inflation

Bolhuis, Marijn A.; Cramer, Judd N. L.; Summers, … - National Bureau of Economic Research - 2022

There have been important methodological changes in the Consumer Price Index (CPI) over time. These distort comparisons of inflation from different periods, which have become more prevalent as inflation has risen to 40-year highs. To better contextualize the current run-up in inflation, this...

Persistent link: https://www.econbiz.de/10013334335

State-Level Economic Policy Uncertainty

Davis, Steven J.; Levy, Jeffrey A.; Baker, Scott - 2022

We quantify and study state-level economic policy uncertainty. Tapping digital archives for nearly 3,500 local newspapers, we construct three monthly indexes for each state: one that captures state and local sources of policy uncertainty (EPU-S), one that captures national and international...

Persistent link: https://www.econbiz.de/10013306860

The Composite Index of Leading Economic Indicators : How to Make it More Timely

McGuckin, Robert H.; Zarnowitz, Victor; Ozyildirim, Ataman - 2022

A major shortcoming of the U.S. leading index is that it does not use the most recent information for stock prices and yield spreads. The index methodology ignores these data in favor of a time-consistent set of components (i.e., all of the components must refer to the previous month). An...

Persistent link: https://www.econbiz.de/10013308462