Questions tagged [price-index]

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Purchasing power parity and cointegrating vectors

I am testing for the existence of purchasing power parity (PPP) relationships using cointegration tests, among others, and I am a bit tempted to test whether or not my cointegrating vectors are equal ...
1 vote
31 views

Relative Importance Weights of USA CPI items

So for example in this release Table 2. Consumer Price Index for All Urban Consumers (CPI-U): U. S. city average, by detailed expenditure category, the Relative importance weights are stated. Now I ...
• 21
1 vote
270 views

How to rebase quarterly price index?

For rebasing annual price index, we divide all price indices by the value of the new base year. With quarterly price indices, there is not a single base year with the value 1.00. In the base year, ...
1 vote
95 views

Difficulty Understanding CPI (Consumer Price Index)

Here's a question about CPI in my microeconomics text (Pindyck), which I don't seem to understand: The price of computers has fallen substantially over the past two decades. Use this drop in price ...
1 vote
22 views

Can the CPIH be used to find the real terms rise in price of a component of the basket of goods?

I want to calculate the real terms rise in UK private rent prices since 2011 using the CPIH measure. The indexes of nominal rent prices and the CPIH rose by 14.7% and 13.5% respectively, so I can say ...
1 vote
17 views

Distributing inflation in a hierarchical model

I am trying to distribute inflation in a hierarchical model. In both of the following two scenarios, the Laspeyres' Index over the entire data set is 1.8; However, in the first scenario, the ...
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19 views

Daily and annual returns

I got a task but i'm not even sure to understand what is the goal ; I have a serie of 503 daily returns (= 2 trading years) for a stock index, and I have to calculate the annual returns. I dont know ...
6 views

"Truck Transportation of Freight" would include tanker trucks that transport NGLs, correct? I'm looking at the Producer Price Index of transport

The producer price index I am referring to: enter image description here There are other categories as well, but I'm concerned specifically with "Truck Transportation of Freight": enter ...
111 views

Do stock indexes (S&P 500, DJ, ...) directly depend on inflation?

I can't understand what stock indexes really are. What they are representing? As far as I know, they represent relative change (in points) in the prices of shares of a given set of companies. Is that ...
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41 views

I am currently working on a project where I want to explore how changes in a couple of currencies affects the income for my countrys exported fish. My country (Norway) sells it fish in 4 different ...
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Really, what are indexes in Economics? And bilateral and multilateral indexes? Take the Malmquist Index: it is a bilateral index, even though it uses four numbers: $Q_1$, $Q_2$, $Q_3$ and $Q_4$? And ...