Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/154638
Authors: 
Bojaruniec, Piotr
Huerga, Javier
Pérez-Duarte, Sébastien
Puigvert Gutiérrez, Josep Maria
Sandars, Patrick
Wijas-Jensen, Justyna Anna
Kofoed Mandsberg, Rasmus
Hofer, Christiane
Reddig, Jörg
Goggin, Jean
Eleni, Starida
Georgakopoulos, Vasilis
Nega, Stamatina
Casado, Antonio
Montornès, Jérémi
Buzzi, Maria Rosaria
Stacchini, Massimiliano
Švedas, Tomas
Goes, Wim
Year of Publication: 
2013
Series/Report no.: 
ECB Statistics Paper 3
Abstract: 
Traditional literature on sampling techniques focuses mainly on statistical samples and covers non-random (non-statistical) samples only marginally. Nevertheless, there has been a recent revival of interest in non-statistical samples, given their widespread use in certain fields like government surveys and marketing research, or for audit purposes. This paper attempts to set up common rules for non-statistical samples in which only data on the largest institutions within each stratum are collected. This is done by focusing on the statistics compiled by the European System of Central Banks (ESCB) on the interest rates of monetary financial institutions (MFIs) in countries of the European Union. The paper concludes by proposing a way of establishing common rules for non-statistical samples based on a synthetic measurement of a mean of absolute errors.
Subjects: 
interest rates and non-statistical samples
sampling
JEL: 
C42
E43
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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