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Barnett, William A.; Diewert, W. Erwin; Zellner, Arnold - 2009

This working paper is the first draft of an overview and commentary on the papers to appear in a Macroeconomic Dynamics Special Issue on Measurement with Theory. The included papers in the special issue are part of a larger initiative to promote "measurement with theory" in economics and planned...

Persistent link: https://www.econbiz.de/10015216636

Alternativas metodológicas para el empalme estadístico de serie temporales: caso Venezuela 1950 – 2005

Pedauga, Luis Enrique - 2009

The intention of this research is to solve the statistical difficulty when statistical economic series are spliced. Therefore, this paper discusses the scope of the various methods of splicing in the literature. Also presents an additional method, which considers a process of maximization for...

Persistent link: https://www.econbiz.de/10015229764

Hedonic Regressions, Matched Models and Economic Theory

D'Elia, Enrico - 2008

Quality adjustment of price indexes affects the analysis of many sensitive economic issues, such as real growth, productivity, international competitiveness, real wages, per-capita consumption and poverty, other than inflation. Hedonic methods are often recommended and increasingly used in the...

Persistent link: https://www.econbiz.de/10015230249

Using sentiment surveys to predict GDP growth and stock returns

Guzman, Giselle C. - 2008

This study sheds new light on the question of whether or not sentiment surveys, and the expectations derived from them, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to macroeconomic and financial data. I examine 16...

Persistent link: https://www.econbiz.de/10015230635

Multilateral Divisia monetary aggregates for the Euro Area

Barnett, William; Gaekwad, Neepa - 2021

In light of the “two-pillar strategy” of the European Central Bank, good measures of aggregated money across countries in the Euro area are policy relevant. The objective of this paper is to focus on the multilateral Divisia monetary aggregates for the Euro area to produce a theoretically...

Persistent link: https://www.econbiz.de/10015231629

Using sentiment surveys to predict GDP growth and stock returns

Guzman, Giselle - 2007

Persistent link: https://www.econbiz.de/10015232845

Notes on GEKS and RGEKS indices

von der Lippe, Peter - 2012

The paper criticizes the translation of the so called GEKS (Gini - Eltetö - Köves - Szulc) method to make consistent (transitive, or "drift free") international comparisons of price indices (parities), into the intertemporal framework. It shows that transitivity appears to be "over-ambitious"...

Persistent link: https://www.econbiz.de/10015234672

The Demand for Money for EMU: A Flexible Functional Form Approach

Barnett, William; Gaekwad, Neepa - 2017

consistent measure of monetary aggregates for the European Monetary Union (EMU) is needed. This paper analyzes aggregation over … aggregation approach, which is consistent with index number theory and microeconomic aggregation theory. The result is a … assets are not good substitutes for each other within the EMU-11. Simple sum monetary aggregation assumes that component …

Persistent link: https://www.econbiz.de/10015257512

Pola Diversifikasi Ekspor Produk Industri Manufaktur Indonesia

Nizar, Muhammad Afdi - 2015

This paper aims to examine the pattern of diversification of exports of Indonesian manufacturing industry products in the period 2003 - 2012. Using the Herfindahl-Hirschman index (HHI), the results show that: (i) the level of diversification of Indonesia's export commodities is relatively low,...

Persistent link: https://www.econbiz.de/10015266436

Interval-Based Composite Indicators with a Triplex Representation: A Measure of the Potential Demand for the "Ristori" Decree in Italy.

Drago, Carlo - 2021

In this work, we propose a new approach to constructing interval-based composite indicators based on the triplex representation. So, we measure the principal value of the indicator and simultaneously the value's uncertainty due to the different assumptions as different weightings associated how...

Persistent link: https://www.econbiz.de/10015239231