Jump to ContentJump to Main Navigation

You are looking at 1-3 of 3 items

  • Keywords: repeated‐measures indices x
Clear All Modify Search

View:

The Construction of Index Numbers for Contract Settlement

Robert J. Shiller

in Macro Markets: Creating Institutions for Managing Society's Largest Economic Risks

Published in print:
1998
Published Online:
November 2003
ISBN:
9780198294184
eISBN:
9780191596926
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198294182.003.0006
Subject:
Economics and Finance, Macro- and Monetary Economics, Financial Economics

When creating indices intended for use in cash settlement of futures contracts (or perpetual claims or options, or swaps, or other over‐the‐counter forward contracts or retail insurance contracts), ... More


Index Numbers: Issues and Alternatives

Robert J. Shiller

in Macro Markets: Creating Institutions for Managing Society's Largest Economic Risks

Published in print:
1998
Published Online:
November 2003
ISBN:
9780198294184
eISBN:
9780191596926
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198294182.003.0007
Subject:
Economics and Finance, Macro- and Monetary Economics, Financial Economics

This chapter addresses the fact that creating index numbers for settlement of contracts requires some judgement, and that no single method is likely to be applicable to all circumstances—there are ... More


The Problem of Index Revisions

Robert J. Shiller

in Macro Markets: Creating Institutions for Managing Society's Largest Economic Risks

Published in print:
1998
Published Online:
November 2003
ISBN:
9780198294184
eISBN:
9780191596926
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198294182.003.0008
Subject:
Economics and Finance, Macro- and Monetary Economics, Financial Economics

Most published economic indices are revised after they are first published—information does not come in all at once, and timely publication dictates that the preliminary index numbers be later ... More


View: