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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Bibliographic Details
Main Author: Armknecht Jr., Paul
Other Authors: Maitland-Smith, Fenella
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 1999.
Series:IMF Working Papers; Working Paper ; No. 1999/078
Online Access:Full text available on IMF
Description
Summary: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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<strong>On-Campus Access:</strong> No User ID or Password Required
Physical Description:1 online resource (28 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Access:Electronic access restricted to authorized BRAC University faculty, staff and students