# Questions tagged [price-index]

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### 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 ...
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 ...
1 vote
25 views

### 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
30 views

### What is the meaning of "Nominal GDP was converted to 2021 dollars using the GDP Price Index" in ERP 2023?

Reading the Economic Report of The President 2023, there is a note under the real GDP graph stating: "Nominal GDP was converted to 2021 dollars using the GDP Price Index" What I understand ...
1 vote
18 views

### KPIs re-indexing after some years

I just realized that eurostat CPI index has three values of reference: 1996, 2005, 2015 ...
181 views

### Should Prices (or Price Indices) be modelled with deterministic trend?

I always face a dilemma on whether to assume prices to have a time trend or not while modelling. It is also partly a statistics problem. Let me explain. Assume I have time series, $y_t$ of price of a ...
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 ...
1 vote
32 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 ...
1k views

### What does a stock market index stand for?

I know that a stock market index (like S&P, NIKKEI, etc.) is computed from the prices of selected stocks, but I was wondering why the name of the currency is almost never expressed. For example, ...
110 views

466 views

### How to calculate constant GDP in international \$ from nominal GDP in local currency units

I want to calculate a constant GDP serie from 1995 till 2014 based on nominal GDP expressed in Yuan (Chinese currency). I already get stuck on how to first make a constant GDP serie based on Yuan, ...
154 views

### Difference between chained CPI and normal CPI in simple terms

I am taking a community college level intro to macro course, and while self-studying the text, I came across the concept of C-CPI or chained CPI. While I feel I have a grasp as to what CPI is, I have ...
1 vote