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Comparing Price Levels across Countries Using Minimum-Spanning Trees

Robert Hill

UNSW Sydney

The Review of Economics and Statistics 1999

It is shown how a comparison of price levels across a group of countries can be made by chaining bilateral price indexes across a spanning tree. It is argued that we should use the spanning tree whose resulting multilateral price indexes are least sensitive to the choice of bilateral formula. This minimum-spanning tree can be easily computed using Kruskal's algorithm. Results obtained by chaining Fisher indexes across a minimum-spanning tree are compared with the Penn World Table.

DOI
10.1162/003465399767923881
Volume
81 (1)
Pages
135-142
Language
en
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