Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/154638 
Autor:innengruppe: 
Technical Expert Group on MFI Interest Rate Statistics
Erscheinungsjahr: 
2013
Schriftenreihe/Nr.: 
ECB Statistics Paper No. 3
Verlag: 
European Central Bank (ECB), Frankfurt a. M.
Zusammenfassung: 
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.
Schlagwörter: 
interest rates and non-statistical samples
sampling
JEL: 
C42
E43
Persistent Identifier der Erstveröffentlichung: 
Dokumentart: 
Working Paper

Datei(en):
Datei
Größe
643.48 kB
47.2 kB





Publikationen in EconStor sind urheberrechtlich geschützt.