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@inproceedings{1438619,
author = {Lipovská, Hana and Fischer, Jakub},
address = {Prague},
booktitle = {36th International Conference Mathematical Methods in Economics},
edition = {1.},
editor = {Lucie Váchová a kol.},
keywords = {Consumer Price Indices; CUSUM test; Missing Inflation; Scanner data},
howpublished = {tištěná verze "print"},
language = {eng},
location = {Prague},
isbn = {978-80-7378-371-6},
pages = {294-299},
publisher = {MatfyzPress, Publishing House of the Faculty of Mathematics and Physics Charles University},
title = {Prices Indices and Inflation Measurement: Scanner Data Challenge},
year = {2018}
}
TY - JOUR
ID - 1438619
AU - Lipovská, Hana - Fischer, Jakub
PY - 2018
TI - Prices Indices and Inflation Measurement: Scanner Data Challenge
PB - MatfyzPress, Publishing House of the Faculty of Mathematics and Physics Charles University
CY - Prague
SN - 9788073783716
KW - Consumer Price Indices
KW - CUSUM test
KW - Missing Inflation
KW - Scanner data
N2 - The Great Recession of 2008, connected to extremely low inflation rates and Zero Lower Bound, resulted in the unconventional monetary policy of central banks. Moreover, shortly after the end of the bust, several national statistical bureaus started to use completely new method of collecting data on consumer prices. The aim of this contribution is to explain how the calculation of the Consumer Price Index changed with scanner data introduction. We summarise the key features of the scanner data and test hypothesis on change of the inflation ratio both in terms of mean and volatility after the implementation of Scanner Data Approach in Belgium and Denmark in comparison to their pair countries (France and Finland). We found that there was no structural change in Danish inflation time series, but there was upward shift in Belgium time series even in comparison to France. Our results can contribute to the current discussion on the introducing the scanner data by the Czech Statistical Office.
ER -
LIPOVSKÁ, Hana a Jakub FISCHER. Prices Indices and Inflation Measurement: Scanner Data Challenge. In Lucie Váchová a kol. \textit{36th International Conference Mathematical Methods in Economics}. 1. vyd. Prague: MatfyzPress, Publishing House of the Faculty of Mathematics and Physics Charles University, 2018, s.~294-299. ISBN~978-80-7378-371-6.
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