Quality measures in non-random sampling: MFI interest rate statistics

Arbeitspapier

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.

Angaben zum Objekt

• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Series: ECB Statistics Paper ; No. 3

Klassifikation und Themen

• Klassifikation: Wirtschaft ; Classification Discontinued 2008. See C83. ; Interest Rates: Determination, Term Structure, and Effects
• Thema: interest rates and non-statistical samples ; sampling

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): 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
• Ereignis: Veröffentlichung
• (wer): European Central Bank (ECB)
• (wo): Frankfurt a. M.
• (wann): 2013

Weitere Informationen

• DOI: doi:10.2866/11378
• Handle: http://hdl.handle.net/10419/154638
• Letzte Aktualisierung: 10.03.2025, 11:43 MEZ