Price Indices Based on Scanner Data

Among the many interesting presentations that I attended at the recent Annual Conference of the N.Z. Association of Economists was one by Frances Krsinich, from Statistics New Zealand.

The paper that Frances gave was titled "Price Indexes From Online Data Using the Fixed Effects Window Splice (FEWS) Method". Here's the abstract:

My Recent Reading

Here are some of the papers that I have been reading in the past few days:

• Majid M. Al-Sadoon, 2013. Geometric and long run aspects of Granger causality. Discussion Paper, Barcelona Graduate School of Economics.
• David Ardia & Lennart Hoogerheide, 2013. GARCH models for daily stock returns: Impact of estimation frequency on value-at-risk and expected shortfall forecasts. Tinbergen Institute Discussion Paper.
• Otilia Boldia & Alastair R. Hall, 2013. Estimation and inference in unstable nonlinear least squares models. Journal of Econometrics, 172, 158-167. 
•  Kazuhito Higa, 2013. Estimating upward bias in the Japanese CPI using Engel's law. Working Paper, Hitotsubashi University.
• Anna Mikusheva, 2013. Survey on statistical inferences in weakly identified instrumental variables models. Applied Econometrics, 29, 117-131. 

© 2013, David E. Giles