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Quality measures in non-random sampling: MFI interest rate statistics

Patrick Sandars, Starida Eleni, Stamatina Nega, Antonio Casado, Maria Rosaria Buzzi (), Massimiliano Stacchini, Tomas Švedas, Wim Goes, Martin Bartmann, Norbert Ciesla, Maitland-Smith, Fenella, Jean Goggin, Jörg Reddig, Josep Maria Puigvert Gutiérrez, Javier Huerga, Jérémi Montornes, Pérez-Duarte, Sébastien, Vasilis Georgakopoulos, Piotr Bojaruniec, Wijas-Jensen, Justyna Anna, Rasmus Kofoed Mandsberg, Christiane Hofer and Anisha Tibrewal

No 3, Statistics Paper Series from European Central Bank

Abstract: 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)
Date: 2013-09
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