Substitution Bias in Multilateral Methods for CPI Construction

A-Tier
Journal: Journal of Business & Economic Statistics
Year: 2022
Volume: 40
Issue: 1
Pages: 355-369

Authors (2)

W. Erwin Diewert (not in RePEc) Kevin J. Fox (UNSW Sydney)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The use of multilateral indexes is increasingly an accepted approach for incorporating scanner data in a consumer price index. The attractiveness stems from the ability to be able to control for chain drift bias. Consensus on two key issues has yet to be achieved: (i) the best multilateral method to use, and (ii) the best way of extending the resulting series when new observations become available. We present theoretical and simulation evidence on the extent of substitution biases in alternative methods. Our results suggest the use of the Caves–Christensen–Diewert–Inklaar index with a new method, the “mean splice,” for updating.

Technical Details

RePEc Handle
repec:taf:jnlbes:v:40:y:2022:i:1:p:355-369
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25