Exact relationships between fisher indexes and theoretical indexes

Emili Grifell-Tatjé, C. A.Knox Lovell

Research output: Chapter in BookChapterResearchpeer-review

2 Citations (Scopus)

Abstract

We develop exact relationships between empirical Fisher indexes and their theoretical Malmquist and Konüs counterparts. We begin by using implicit Malmquist price and price recovery indexes to establish exact relationships between empirical Fisher quantity and productivity indexes and theoretical Malmquist quantity and productivity indexes. We then show that Malmquist quantity and productivity indexes and Fisher price and price recovery indexes “almost” satisfy the product test with the relevant value change, and we derive a quantity mix function that ensures satisfaction of the product test. We next use implicit Konüs quantity and productivity indexes to establish exact relationships between empirical Fisher price and price recovery indexes and theoretical Konüs price and price recovery indexes. We then show that Konüs price and price recovery indexes and Fisher quantity and productivity indexes “almost” satisfy the product test with the relevant value change, we derive a price mix function that ensures satisfaction of the product test, and we show that this price mix function differs fundamentally from the quantity mix function relating Malmquist and Fisher indexes.
Original languageEnglish
Title of host publicationAdvances in Efficiency and Productivity
Place of PublicationCham
Pages97-120
Number of pages23
Volume249
ISBN (Electronic)978-3-319-48461-7
DOIs
Publication statusPublished - 24 Dec 2016

Publication series

NameOperations Research & Management Science,
PublisherSpringer
Volume249
ISSN (Print)0884-8289
ISSN (Electronic)2214-7934

Keywords

  • Fisher indexes
  • Implicit Malmquist and implicit Konüs indexes
  • Quantity mix and price mix functions

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