Quality measures in non-random sampling: MFI interest rate statistics
Maria Rosaria Buzzi (),
Josep Maria Puigvert Gutiérrez,
Wijas-Jensen, Justyna Anna,
Rasmus Kofoed Mandsberg,
Christiane Hofer and
No 3, Statistics Paper Series from European Central Bank
Traditional literature on sampling techniques focuses mainly on statistical samples and covers non-random (non-statistical) samples only marginally. Nevertheless, there has been a recent revival of interest in non-statistical samples, given their widespread use in certain fields like government surveys and marketing research, or for audit purposes. This paper attempts to set up common rules for non-statistical samples in which only data on the largest institutions within each stratum are collected. This is done by focusing on the statistics compiled by the European System of Central Banks (ESCB) on the interest rates of monetary financial institutions (MFIs) in countries of the European Union. The paper concludes by proposing a way of establishing common rules for non-statistical samples based on a synthetic measurement of a mean of absolute errors. JEL Classification: C42, E43
Keywords: interest rates and non-statistical samples; sampling (search for similar items in EconPapers)
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:ecb:ecbsps:20133
Access Statistics for this paper
More papers in Statistics Paper Series from European Central Bank 60640 Frankfurt am Main, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Official Publications ().