[英文文献] The Impact Of Data Aggregation On The Measurement Of Vertical Price Transmi... [推广有奖]

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普惠金融204 发表于 2005-9-24 03:02:20 |AI写论文

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英文文献：The Impact Of Data Aggregation On The Measurement Of Vertical Price Transmission: Evidence From German Food Prices-数据汇总对垂直价格传导测量的影响:来自德国食品价格的证据
英文文献作者：von Cramon-Taubadel, Stephan,Loy, Jens-Peter,Meyer, Jochen
英文文献摘要：
The impact of cross sectional aggregation over individual retail stores on the estimation and testing of vertical price transmission is investigated using a unique data set of individual retail prices. Systematic differences between the results of estimations using aggregated data on the one hand, and disaggregated data on the other, are discussed theoretically and confirmed empirically. The results suggest that results based on aggregated data generally cannot be used to draw conclusions about price transmission behaviour at the level of the individual data that underlies aggregates.

摘要利用单个零售价格的独特数据集，研究了单个零售商店的横截面加总对垂直价格传递估计和检验的影响。从理论上讨论了使用汇总数据和使用分类数据的估计结果之间的系统差异，并通过实证加以证实。结果表明，基于汇总数据的结果一般不能用于在汇总数据基础上的单个数据水平上得出关于价格传导行为的结论。