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Characterization of Fisher’s ”ideal index” by three reversal tests - a note. (English) Zbl 0415.90017


MSC:

91B24 Microeconomic theory (price theory and economic markets)
91B84 Economic time series analysis
62P20 Applications of statistics to economics
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[1] Eichhorn, W.: Zur axiomatischen Theorie des Preisindex. Demonstratio Mathematica 6, 1973, 561–573. · Zbl 0289.90010
[2] Eichhorn, W.: Fisher’s Tests Revisited. Econometrica 44, 1976, 247–256. · Zbl 0336.62095 · doi:10.2307/1912721
[3] Eichhorn, W. and J. Voeller: Preisindextheorie. In: Jahrbuch Überblicke Mathematik 1976, ed. by Fuchssteiner, B. et al., Mannheim-Wien-Zürich 1976a.
[4] Eichhorn, W. and J. Voeller: Theory of the Price Index– Fisher’s Test Approach and Generalizations. Lecture Notes in Economics and Mathematical Systems, Vol. 140, Springer Verlag, Berlin-Heidelberg-New York 1976b. · Zbl 0348.90008
[5] Fisher, I.: The Making of Index Numbers. Houghton Mifflin, Boston 1922, Third Edition, Revised 1927. Reprinted by A. M. Kelley, New York 1967. · JFM 48.0615.09
[6] Frisch, R.: Necessary and Sufficient Conditions Regarding the Form of an Index Number Which Shall Mect. Certain of Fisher’s Tests. Journal of the Am. Stat. Ass. 25, 1930, 397–406. · JFM 56.1094.03 · doi:10.2307/2277965
[7] Sato, K.: The Ideal Log-Change Index Number. The Review of Economics and Statistics 58, 1976, 223–228. · doi:10.2307/1924029
[8] Stuvel, G.: A New Index Number Formula. Econometrica 25, 1957, 123–131. · Zbl 0077.33805 · doi:10.2307/1907746
[9] Swamy, S.: Consistency of Fisher’s Tests Econometrica 33, 1965, 619–623. · Zbl 0128.39403 · doi:10.2307/1911757
[10] Vartia, Y.O., Relative Changes and Index Numbers. The Research Institute of the Finnish Economy Series A4, Helsinki 1976.
[11] Voeller, J.: Theorie des Preis- und Lebenshaltungskostenindex. Dissertation Karlsruhe 1974.
[12] Wald, A.: Zur Theorie der Preisindexziffern. Zeitschrift für Nationalökonomie 8, 1937, 179–219. · JFM 63.1128.01 · doi:10.1007/BF01318669
[13] Yzeren, V. J.: A Note on the Useful Properties of Stuvel’s Index Numbers. Econometrica 26, 1958, 429–439. · Zbl 0096.14104 · doi:10.2307/1907621
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