USING OVERLAPPING AND INCOMPLETE TIME SERIES FOR THE ESTIMATION OF COST OF LIVING INDICES

P. M. Pérez‐Castroviejo and F. Tusell

Review of Income and Wealth, 2007, vol. 53, issue 4, 673-691

Abstract: We address the estimation of cost of living indices from time series which are incomplete, in a way that exploits all available information, while also giving an indication of the uncertainty associated with the estimation. The method used allows for multiple sources of prices for a single item, extending over the same or partially overlapping time ranges. We describe summarily the methodology and demonstrate its use in the estimation of a cost of living index for Biscaye (North of Spain), for the period 1862–1940.

Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:bla:revinw:v:53:y:2007:i:4:p:673-691

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