multilateral: Generalised Function to Calculate a Variety of Multilateral Price Index Methods

A flexible, efficient implementation of multilateral price index calculations. Includes common methods focused on time product dummy regression and GEKS variations. Allows for extension of the methods through automatic window splicing. See Krsinich (2016) <doi: 10.1515/jos-2016-0021>.

Package details

AuthorMatthew Stansfield [aut, cre]
MaintainerMatthew Stansfield <m.stansfield85@gmail.com>
LicenseGPL (>= 3)
Version1.0.0
URL https://github.com/MjStansfi/multilateral
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("multilateral")

Try the multilateral package in your browser

Any scripts or data that you put into this service are public.

multilateral documentation built on April 20, 2022, 9:06 a.m.