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Dissertations / Theses on the topic 'Price indexes'

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Published: 4 June 2021

Last updated: 30 July 2024

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1

Ma, Po-yee Pauline, and 馬寶兒. "The heteroscedastic structure of some Hong Kong price series." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1989. http://hub.hku.hk/bib/B31976062.

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2

Parmeter, Christopher F. "Two-tier frontier and generalized kernel estimation of hedonic price indexes." Diss., Online access via UMI:, 2006.

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3

TONINELLI, Daniele (ORCID:0000-0002-3158-1982). "Survey techniques : an application to prices data for the computation of price indexes." Doctoral thesis, Università degli studi di Bergamo, 2009. http://hdl.handle.net/10446/80.

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4

Ma, Po-yee Pauline. "The heteroscedastic structure of some Hong Kong price series." Click to view the E-thesis via HKUTO, 1989. http://sunzi.lib.hku.hk/hkuto/record/B31976062.

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5

Chan, Ka-lin Karen. "Forecasting models for Hong Kong's consumer price index." Hong Kong : University of Hong Kong, 1993. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13787202.

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6

Bryan, Robin L. "Hedonic price indices for military vehicles and trailers." Thesis, Virginia Polytechnic Institute and State University, 1987. http://hdl.handle.net/10919/104326.

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7

Rydén, Otto. "Statistical learning procedures for analysis of residential property price indexes." Thesis, KTH, Matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-207946.

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Residential Price Property Indexes (RPPIs) are used to study the price development of residential property over time. Modeling and analysing an RPPI is not straightforward due to residential property being a heterogeneous good. This thesis focuses on analysing the properties of the two most conventional hedonic index modeling approaches, the hedonic time dummy method and the hedonic imputation method. These two methods are analysed with statistical learning procedures from a regression perspective, specifically, ordinary least squares regression, and a number of more advanced regression approa

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8

Chan, Ka-lin Karen, and 陳家蓮. "Forecasting models for Hong Kong's consumer price index." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1993. http://hub.hku.hk/bib/B3197725X.

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9

GATTINI, LUCA. "QUALITY MEASUREMENT AND QUALITY IN PRICES INDEXES." Doctoral thesis, Università Cattolica del Sacro Cuore, 2010. http://hdl.handle.net/10280/674.

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Rapid technical progress has increased the speed of quality change. Its impact has a large scale effect on a broad set of variables and it has exacerbated a latent economic problem on the measurement of true economic variables. For example, the reliability of the Consumer Price Index (CPI) has been increasingly undermined since it has been argued that price indexes suffer either an upward or a downward bias due to quality change in goods and services. This paper is aimed to be a comprehensive survey on historical contributions to modeling quality from a theoretical perspective. The fundamental

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10

GATTINI, LUCA. "QUALITY MEASUREMENT AND QUALITY IN PRICES INDEXES." Doctoral thesis, Università Cattolica del Sacro Cuore, 2010. http://hdl.handle.net/10280/674.

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Rapid technical progress has increased the speed of quality change. Its impact has a large scale effect on a broad set of variables and it has exacerbated a latent economic problem on the measurement of true economic variables. For example, the reliability of the Consumer Price Index (CPI) has been increasingly undermined since it has been argued that price indexes suffer either an upward or a downward bias due to quality change in goods and services. This paper is aimed to be a comprehensive survey on historical contributions to modeling quality from a theoretical perspective. The fundamental

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11

Yiu, Fu-keung. "Time series analysis of financial index /." Hong Kong : University of Hong Kong, 1996. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18003047.

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12

Mazumdar, Tridib. "The effects of learning intentions and choice task orientations on buyers' knowledge of price: an experimental investigation." Diss., Virginia Polytechnic Institute and State University, 1987. http://hdl.handle.net/10919/53645.

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This dissertation examines the process by which buyers encode and store price information in their memories and how the information is retrieved when such a need arises. Using theories in human learning and memory, it has been argued that buyers’ learning of price information is primarily influenced by their learning plans and the criteria they use pin choice decisions. Because of the differences in learning and choice task orientations, buyers are postulated to encode and store the information differently and therefore, different memory tests are necessary to investigate the retrieval mechani

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13

Wongbangpo, Praphan. "Dynamic analysis on ASEAN stock markets." access full-text online access from Digital dissertation consortium, 2000. http://libweb.cityu.edu.hk/cgi-bin/er/db/ddcdiss.pl?9982126.

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14

Tyandela, Luvo. "The construction of All SADC stock market indices." Thesis, Stellenbosch : Stellenbosch University, 2001. http://hdl.handle.net/10019.1/52499.

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Thesis (MBA)--Stellenbosch University, 2001.<br>This thesis presents a study on : (1) The construction of the SADC All Stock Market Indices, namely the SADIX (SADC Index Including South Africa) and the SADEX (SADC Index Excluding South Africa), which will serve as performance benchmarks for the region, and as indices for tracking the performance of the region excluding the JSE (2) Comparative analysis of the SADC bourses returns (3) Correlation Analysis between the SADC countries The SADC All Stock Market Indices, SADIX & SAD EX are market value, capitalization-weighted indices in whi

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15

Lee, Sang H. "Index inclusion effect growth vs. value /." Diss., Connect to the thesis, 2008. http://hdl.handle.net/10066/1451.

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16

Smith, Aaron D. "Stochastic permanent breaks /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1999. http://wwwlib.umi.com/cr/ucsd/fullcit?p9938588.

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17

Cooper, Douglas Neil. "An analysis of the agricultural input industries : demand, trade and hedonic price indexes for fertilisers and tractors." Thesis, University of Nottingham, 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.334857.

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18

Karanfil, Salih. "Obtaining the membership function by using the neural network in Istanbul stock exchange to find the relation between the low and closing prices." Pontificia Universidad Católica del Perú, 2014. http://repositorio.pucp.edu.pe/index/handle/123456789/96007.

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19

Heger, Levin, and Lisa Åkerman. "Momentum in ESG Indexes : A study on the passive capital flows effect on ESG stock prices." Thesis, Umeå universitet, Företagsekonomi, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-185265.

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The aim with this thesis is to investigate whether increased capital flows to ESG screened indexes create higher price-to-earnings (P/E) ratios and momentum in the included stocks during the chosen time period of three years, from 2018 to 2020. The thesis will evaluate the capital flows to ESG indexes and compare both performance and P/E ratios between those and their corresponding Mother indexes. The study will also look at the development of capital flows, performance and P/E ratios separately in the four chosen geographical indexes; Global, Europe, US and Emerging Markets. The theoretical f

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20

Hu, Haixin. "Sample selection and spatial models of housing price indexes and a disequilibrium analysis of the U.S. gasoline market using panel data /." Full text available from ProQuest UM Digital Dissertations, 2008. http://0-proquest.umi.com.umiss.lib.olemiss.edu/pqdweb?index=0&did=1850404651&SrchMode=1&sid=2&Fmt=2&VInst=PROD&VType=PQD&RQT=309&VName=PQD&TS=1277474405&clientId=22256.

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Thesis (Ph.D.)--University of Mississippi, 2008.<br>Typescript. Vita. "August 2008." Committee chair : Walter Mayer Includes bibliographical references (leaves 82-83). Also available online via ProQuest to authorized users.

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21

Motladiile, Bopelokgale. "Relationship between share index volatility, basis and open interest in futures contracts : the South African experience." Thesis, Stellenbosch : Stellenbosch University, 2003. http://hdl.handle.net/10019.1/53572.

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Study project (MBA)--University of Stellenbosch, 2003.<br>ENGLISH ABSTRACT: In a rational efficiently functioning market, the price of the share index and share index futures contracts should be perfectly contemporaneously correlated. According to the cost of carry model, the futures price should equal its fair value at maturity. The basis should be equal to the cost of carry throughout the duration of the futures contract. However, in practice the cost of carry model is obscured and the basis varies and is normally not equal to the cost of carry. Reasons for this variability in basis i

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22

Batchelder, Walter Irving. "A study of the link-chain LIFO controversy." Diss., Virginia Polytechnic Institute and State University, 1988. http://hdl.handle.net/10919/53909.

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The accounting literature contains no evidence on the reliability of the link-chain variant of dollar-value LIFO as a method of inventory accounting as compared to the double-extension variant. The research produced the first evidence on the topic. Process analyses of the two methods found both to be flawed, with the link-chain method seriously flawed. The link-chain method inappropriately incorporates the price-levels of periods when there is no annual layer to be restated. The resulting, and all subsequent, inventory valuations are misstated. The link-chain and double-extension methods can

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23

Fish, Therese. "The construction of African regional and all-Africa stock market indices." Thesis, Stellenbosch : Stellenbosch University, 2001. http://hdl.handle.net/10019.1/52498.

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Thesis (MBA) --Stellenbosch University, 2001.<br>ENGLISH ABSTRACT: Africa's stock markets are considered by many emerging market specialists to have great potential for investors. Developing models which track share/financial indices provide a means of disseminating information about market performance. With the active move towards regional stock markets, regional indices will provide an important tool for performance of the region. Stock market indices provide information to investors and portfolio managers about the performance of various markets or groups of stocks. Investors can use

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24

Heinze, Christian [Verfasser], Harry [Akademischer Betreuer] Haupt, and Dietmar [Akademischer Betreuer] Bauer. "A framework for spatiotemporal prediction with small and heterogeneous data - and an application to consumer price indexes - / Christian Heinze ; Harry Haupt, Dietmar Bauer." Bielefeld : Universitätsbibliothek Bielefeld, 2016. http://d-nb.info/1119981298/34.

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25

Oliveira, Charles Wladimir de Almeida. "Predictive indices of construction: with an approach VAR models and applied to INCC SINAPI." Universidade Federal do CearÃ, 2011. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=9275.

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nÃo hÃ<br>Considering two of the main costs indicators in the civil construction sector, this study proposes models to estimate the costs trend in that sector in 2011. Forecasts from vector autoregressive models composed by INCC and SINAP index seasonally adjusted allow determining an upward trend for costs in the sector analyzed and that, as in periods of financial crisis, this should be the object of counter cyclical policy to contain the spread of movement of rising prices in the Brazilian economy.<br>Considerando dois dos principais indicadores de custos no setor da construÃÃo civil, o est

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26

Castilhos, Nádia Cristina de. "O grau de investimento corporativo das empresas listadas no IBRX50 : análise do rating divulgado pelas certificadoras." reponame:Repositório Institucional da UCS, 2017. https://repositorio.ucs.br/handle/11338/3357.

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As empresas são constantemente avaliadas, no que tange a resultados financeiros e econômicos, bem como as suas estratégias. As demonstrações financeiras são relatórios importantes na avaliação do desempenho da evolução patrimonial das organizações, fornecendo uma visão global da organização. Este estudo tem como objetivo identificar a relação entre Grau de Investimento, definido pelo rating do método de Guth, com o das certificadoras Standard & Poor's, Moody's e Fitch Ratings, com base nos dados das empresas listadas no IBRX 50. O grau de investimento de uma empresa concede um selo de “bom pa

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27

Potgieter, Damien. "An analysis of the turn-of-the-year effect in South African equity returns." Thesis, Rhodes University, 2007. http://hdl.handle.net/10962/d1007605.

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This study investigates FTSE/JSE All Share index monthly and daily equity returns for evidence of the January and TY effect. Four different measures of monthly return are analysed for the 1995-2006 period, whilst daily returns are analysed during the 1995-2005 period. In addition to this, analysis is conducted on monthly Fama-MacBeth risk premium estimates tor the FTSE/JSE All Share Index. Descriptive statistics are first analysed, followed by ANOV A or Kruskai-Wallis tests, the paired t-test and finally dummy variable regression analysis in investigating the seasonality of FTSE/JSE All Share

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28

Gottschling, Andreas Peter. "Three essays in neural networks and financial prediction /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1997. http://wwwlib.umi.com/cr/ucsd/fullcit?p9728773.

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29

Chan, Kwei-sang, and 陳貴生. "Hongkong stock index future and portfolio management." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1989. http://hub.hku.hk/bib/B31264232.

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30

Bunger, R. C. (Robert Charles). "Derivation of Probability Density Functions for the Relative Differences in the Standard and Poor's 100 Stock Index Over Various Intervals of Time." Thesis, University of North Texas, 1988. https://digital.library.unt.edu/ark:/67531/metadc330882/.

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In this study a two-part mixed probability density function was derived which described the relative changes in the Standard and Poor's 100 Stock Index over various intervals of time. The density function is a mixture of two different halves of normal distributions. Optimal values for the standard deviations for the two halves and the mean are given. Also, a general form of the function is given which uses linear regression models to estimate the standard deviations and the means. The density functions allow stock market participants trading index options and futures contracts on the S & P 1

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31

Посохов, Игорь Михайлович. "Государственное регулирование цен на продукцию социального значения". Thesis, Харьковский национальный университет им. В. Н. Каразина, 2009. http://repository.kpi.kharkov.ua/handle/KhPI-Press/30670.

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Диссертация на соискание научной степени кандидата экономических наук по специальности 08.00.03 – экономика и управление национальным хозяйством – Харьковский национальный университет имени В. Н. Каразина, Харьков, 2009. В диссертации автором обоснованы теоретические, методические и практические вопросы совершенствования управления ценообразованием как направление развития социально-экономической стратегии формирования в Украине новой модели экономического развития. Разработки автора основаны на собственном исследовании государственного регулирования цен на социально значимую продукцию и анал

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32

Посохов, Ігор Михайлович. "Державне регулювання цін на продукцію соціального значення". Thesis, Харківський національний університет ім. В. Н. Каразіна, 2009. http://repository.kpi.kharkov.ua/handle/KhPI-Press/27923.

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Дисертація на здобуття наукового ступеня кандидата економічних наук за спеціальністю 08.00.03 - економіка та управління національним господарством. Харківський національний університет імені В. Н. Каразіна, Харків, 2009. У дисертації досліджуються теоретичні, методичні та практичні питання вдосконалення управління ціноутворенням як напрямок розвитку "Соціально-економічної стратегії формування в Україні нової моделі економічного розвитку". Пропонуються рекомендації з вдосконалення нормативної бази в області ціноутворення, рекомендації з вдосконалення роботи Державної інспекції контролю за ціна

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33

Zimmermannová, Jarmila. "Dopady zdanění elektřiny, zemního plynu a pevných paliv na odvětví výroby a spotřeby v České republice." Doctoral thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-77221.

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The main target of the thesis is analysing of short-term indirect cross-sectoral impacts of taxation of electricity, solid fuels and natural gas on particular sectors of NACE in the Czech Republic, especially impacts on production prices. The key instrument for the analysis is the short-term price model for the Czech Republic, created as a component of the thesis. A secondary target is focused on the analysis of direct impacts, especially impacts on prices and expenditures of particular sectors of NACE. Within the scope of the main target, there are five different variants of taxation. For eac

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34

Zimmermannová, Ottová Jarmila. "Dopady zdanění elektřiny, zemního plynu a pevných paliv na odvětví výroby a spotřeby v České republice." Doctoral thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-161808.

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The main target of the thesis is analysing of short-term indirect cross-sectoral impacts of taxation of electricity, solid fuels and natural gas on particular sectors of NACE in the Czech Republic, especially impacts on production prices. The key instrument for the analysis is the short-term price model for the Czech Republic, created as a component of the thesis. A secondary target is focused on the analysis of direct impacts, especially impacts on prices and expenditures of particular sectors of NACE. Within the scope of the main target, there are five different variants of taxation. For eac

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35

Vašíčková, Dominika. "Analýza faktorů ovlivňujících obvyklou cenu bytových jednotek na Vsetínsku." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2018. http://www.nusl.cz/ntk/nusl-377743.

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The thesis is focused on comparing the price of housing units in Vsetín region using different valuation methods. Theoretical part describes the basic concepts related to valuation, individual methods of valuation and description of the region. Practical part is focused on valuation of selected housing unit’s individual methods of valuation, which are the method of valid price provision, the direct comparison method and the yield method for determining the usual price. All these methods will be evaluated and compared in the conclusion of the thesis.

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36

謝濱宇. "The analysis of the relationship between commodity price index and macroeconomic price indexes." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/47399914365895026898.

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碩士<br>國立政治大學<br>金融研究所<br>99<br>This paper investigates the relationship between the commodity indexes and macroeconomic price indexes. Due to the sharp increase of food price in recent years, we add CRB index (Commodity Research Bureau), CCI index (Continuous Commodity Index), and CRB foodstuffs index in the research to see the magnitude of commodity price indexes to macroeconomic price indexes. This paper selects United State, Taiwan and China as samples and manages to find out the relationship of commodity indexes and macroeconomic price indexes by applying monthly data from October 2001 to

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37

Ivancic, Lorraine Economics Australian School of Business UNSW. "Scanner data and the construction of price indices." 2007. http://handle.unsw.edu.au/1959.4/40782.

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This thesis explores whether scanner data can be used to inform Consumer Price Index (CPI) construction, with particular reference to the issues of substitution bias and choice of aggregation dimensions. The potential costs and benefits of using scanner data are reviewed. Existing estimates of substitution bias are found to show considerable variation. An Australian scanner data set is used to estimate substitution bias for six different aggregation methods and for fixed base and superlative indexes. Direct and chained indexes are also calculated. Estimates of substitution bias are found to b

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38

Young, Patrick, and 楊宗憲. "The Research of Housing Price Indexes." Thesis, 1995. http://ndltd.ncl.edu.tw/handle/26271865093854312657.

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39

White, Alan G. "Economic and financial indexes." Thesis, 1999. http://hdl.handle.net/2429/10137.

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This thesis examines the theoretical underpinnings and practical construction of select economic and financial indexes. Such indexes are used for a variety of purposes, including the measurement of inflation, portfolio return performance, and firm productivity. Chapter 1 motivates interest in economic and financial indexes and introduces the principal ideas in the thesis. Chapter 2 focuses on one potential source of bias in the Canadian consumer price index (CPI) that arises from the emergence of large discount/warehouse stores—the so-called outlet substitution bias. Such outlets have g

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40

Han, Kyoung Soo. "Durable Goods, Price Indexes, and Monetary Policy." 2008. http://hdl.handle.net/1969.1/ETD-TAMU-2930.

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The dissertation studies the relationship among durable goods, price indexes and monetary policy in two sticky-price models with durable goods. One is a one-sector model with only durable goods and the other is a two-sector model with durable and non-durable goods. In the models with durable goods, the COLI (Cost of Living Index) and the PPI (Producer Price Index) identical to the CPI (Consumer Price Index) measured by the acquisitions approach are distinguished, and the COLI/PPI ratio plays an important rule in monetary policy transmission. The welfare function based on the household utility

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41

Duan, Hui. "Hedonic price indexes of computers : an empirical comparison." Thesis, 2006. http://hdl.handle.net/2429/17664.

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This thesis compares the price changes of different computer platforms (desktop computers, notebooks, servers and workstations) in the 1998-2002 period using several hedonic methods to calculate price indexes on quarterly basis. It then discusses the differences among hedonic price indexes and their properties in terms of bias, variance and resource. It further examines the effect of weight on certain price indexes. The findings should provide empirical insight into the hedonic quality-adjustment in price indexes, as well as the construction of CPI/PPI of ICT products for statistical agencies

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42

Guo, Bo-Yu, and 郭渤宇. "Information and Communication Technology Industry and Price Indexes." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/27196433267435432716.

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碩士<br>國立臺灣大學<br>經濟學研究所<br>95<br>Manufacturing industry has played an important role in the Taiwan’s economic development since the early labor-intensive industry to the information and communication technology industry nowadays. The improvement in technology since 1990 was tremendous. For example, the quality refinement of information and communication technology products, the abridgement of product life-cycle and the drop in price were all incredible, which gave a huge influence to the Taiwan’s economic development. First, we will talk about the result of ignoring the quality change by r

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43

Liou, Yann Liang, and 劉彥良. "Taiwan OTC stock cointegration relationship of sector price indexes." Thesis, 1997. http://ndltd.ncl.edu.tw/handle/64056160368552205756.

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44

Chu, Chin-Wen, and 朱錦雯. "The relationship of Consumer Classified Price Indexes in Taiwan." Thesis, 1997. http://ndltd.ncl.edu.tw/handle/67668938557470236130.

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碩士<br>淡江大學<br>財務金融學系<br>85<br>This study uses Johansen(1988)Maximum Likelihood method, testing thelong-run co-integration relation of consumer classified price indexes from1978 to 1996, and then uses the Error Correction Model to discuss the co-effectwith observed time series. The conclusions are as follows:1. This study adopt unit-root statistical technique (ADF .PP .WS), we found that all classified prices are I(1) series.2. Co-integration relation does not exist in all two category pr

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45

Sha, Yi-Ming, and 沙益民. "The Cointegration of Taiwan Stock Exchange Sector Price Indexes." Thesis, 1996. http://ndltd.ncl.edu.tw/handle/39519395148123668321.

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46

Chih-Hao, Yeh, and 葉至浩. "The Price Correlation between Indexes and Index Futures----Applying the Threshold VECM Model." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/45056472368051947666.

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碩士<br>銘傳大學<br>財務金融學系碩士班<br>92<br>There are many relative studies discuss the correlation between index and Index futures recently, not only because there is a linear relation between index and index futures theoretically but also index futures has been regarded as an important financial instrument since it provides investors a space for investing, speculating, and arbitrage. The reasons that cause the different results from those studies might be different market characteristics and different econometric methods. This paper applies the Threshold VECM model to discuss the price corre

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CHO, LI-CHUN, and 卓立群. "The price impacts of Taiwan 50/100 indexes'' constituents adjustments." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/88387437899101009048.

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碩士<br>雲林科技大學<br>財務金融系碩士班<br>96<br>This study has examined the impact of Taiwan 50/100 indexes’ constituent stock adjustment on stock price. Specifically, whether there is abnormal return on the adjustment declaration date is the key motive of this paper. The sampling period covers from 2003 to 2007, with 178 stocks involved. We find no abnormal return on the event date, which is consistent with semi-strong information hypothesis. In addition, the return reverts back after event date, an evidence of price pressure phenomenon.

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48

Wang, Wenjing. "Daily House Price Indexes: Volatility Dynamics and Longer-Run Predictions." Diss., 2014. http://hdl.handle.net/10161/8694.

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<p>This dissertation presents the construction procedure of “high-frequency” daily measure of changes in housing valuations, and analyzes its return dynamics, as well as investigates its relationship to capital markets. The dissertation consists of three chapters. The first chapter introduces the house price index methodologies and housing transaction data, and reviews the related literature. The second chapter shows the construction and modeling of daily house price indexes and highlights the informational advantage of the daily indexes. The final chapter provides detailed empiric

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49

Hsiao, Su-miao, and 蕭夙妙. "The Cointegration of T.S.E Classified Price Indexes and Macroeconomic Variables." Thesis, 1997. http://ndltd.ncl.edu.tw/handle/99276008282779143248.

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Hong, Yu-Chane, and 洪玉娟. "The Price Correlation between Indexes and Index Futures -Application of the Nonlinear Threshold Model-." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/70808471378653613125.

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碩士<br>淡江大學<br>經濟學系碩士班<br>94<br>In the paper the cost-of-carry model for futures contracts on the Taiwan Stock Exchange index is examined. In the investigation intraday one-minute data are used. Unlike previous studies based on linear VCEM or VAR models, we employ a multivariate TAR model based on Tsay(1998)’s paper to examine the dynamics between stock index and index-futures. The presence of transaction costs causes that mispricing series from non-arbitrage cost-of-carry relationships have a nonlinear form. Arbitrageurs will take a long or a short position only if the mispricing is greater in

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