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The treatment of unmatched items in rolling year GEKS price indexes: Evidence from New Zealand scanner data

The treatment of unmatched items in rolling year GEKS price indexes: Evidence from New Zealand scanner data. Jan de Haan, Statistics Netherlands Frances Krsinich, Statistics New Zealand. Geneva, May 2012. Outline.

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The treatment of unmatched items in rolling year GEKS price indexes: Evidence from New Zealand scanner data

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  1. The treatment of unmatched items in rolling year GEKS price indexes: Evidence from New Zealand scanner data Jan de Haan, Statistics Netherlands Frances Krsinich, Statistics New Zealand Geneva, May 2012

  2. Outline • Why traditional methods won’t work with scanner data- churn- price/quantity spiking • RYGEKS • Imputation Tornqvist RYGEKS (ITRYGEKS) • Results on NZ consumer electronics data Geneva 2012

  3. % June 2008 models still available Geneva 2012

  4. Churn Geneva 2012

  5. Digital cameras Geneva 2012

  6. Specification 1 Specification 2 Specification 3 Specification 4 January (1) February (2) March (3) Tornqvist: Geneva 2012 6

  7. Specification 1 Specification 2 Specification 3 Specification 4 January (1) February (2) March (3) Geneva 2012

  8. Imputation Tornqvist RYGEKS(the weighted time dummy method) Geneva 2012

  9. Geneva 2012

  10. Geneva 2012

  11. Geneva 2012

  12. Volatility Geneva 2012

  13. Aggregated to ‘consumer electronics’ Geneva 2012

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