195
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

Estimating an inflation index by quantile regression

Pages 185-187 | Published online: 06 Jun 2011

References

  • Afriat, S. N. , 2005. The Price Index and Its Extension: A Chapter in Economic Measurement . New York/London: Routledge; 2005.
  • Aucremanne, L. , Brys, G. , Hubert, M. , Rousseeuw, P. J. , and Struyf, A. , 2004. "A study of Belgian inflation, relative prices and nominal rigidities using new robust measures of skewness and tail weight". In: Hubert, M. , Pison, G. , Struyf, A. , and Van Aelst, S. , eds. Theory and Applications of Recent Robust Methods . Birkhauser, Basel, Switzerland. 2004. pp. 13–25.
  • Balk, B. M. , 2008. Price and Quantity Index Numbers: Models for Measuring Aggregate Change and Difference . Cambridge: Cambridge University Press; 2008.
  • Blankmeyer, E. , 2005. Conventional and robust measures of commodity price inflation , Midwestern Business and Economic Review 35 (2005), pp. 7–10.
  • Chernozhukov, V. , 2005. Extremal quantile regression , Annals of Statistics 33 (2005), pp. 806–39.
  • Greene, W. , 2003. Econometric Analysis . Upper Saddle River, NJ: Prentice-Hall; 2003.
  • http://imfstatistics.org/imf (accessed 4 August 2010)., International Monetary Fund (2010) International Financial Statistics Online Service..
  • Koenker, R. , 2005. Quantile Regression . New York: Cambridge University Press; 2005.
  • Koenker, R. , and Hallock, K. F. , 2001. Quantile regression: an introduction , Journal of Economic Perspectives 15 (2001), pp. 143–56.
  • Politis, D. N. , 2003. The impact of bootstrap methods on time series analysis , Statistical Science 18 (2003), pp. 219–30.
  • Schrage, L. , 2007. Optimization Modeling with LINGO . Chicago, IL: LINDO Systems, Inc; 2007.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.