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The Marshall-Edgeworth index, credited to Marshall (1887) and Edgeworth (1925), [11] is a weighted relative of current period to base period sets of prices. This index uses the arithmetic average of the current and based period quantities for weighting. It is considered a pseudo-superlative formula and is symmetric. [12]
An alternative is to take the base period for each time period to be the immediately preceding time period. This can be done with any of the above indices. Here is an example with the Laspeyres index, where t n {\displaystyle t_{n}} is the period for which we wish to calculate the index and t 0 {\displaystyle t_{0}} is a reference period that ...
If Date2 is in a leap year, then DiY = 366, else DiY = 365. The CouponFactor uses the same formula, replacing Date2 by Date3. In general, coupon payments will vary from period to period, due to the differing number of days in the periods. The formula applies to both regular and irregular coupon periods. Other names: ISMA-Year; Sources:
10 times the length of the previous cosmological decade, with CD 1 beginning either 10 seconds or 10 years after the Big Bang, depending on the definition. eon: 10 9 yr: Also refers to an indefinite period of time, otherwise is 1 000 000 000 years. kalpa: 4.32 × 10 9 yr: Used in Hindu mythology. About 4 320 000 000 years. exasecond: 10 18 s ...
A base effect [11] relates to inflation when in the corresponding period of the previous year. If the inflation rate was too low in the corresponding period of the previous year, even a smaller rise in the Price Index will arithmetically give a high rate of inflation now. On the other hand, if the price index had risen at a high rate in the ...
There are four aspects for alternative measures of REER which are (a) using end-of-period or period averages of the nominal exchange rate. (b) choosing price indexes. (c) in obtaining the real effective exchange rates, deciding upon the number of trading partners in calculating the weights. (d) deciding upon the formula to use in aggregation.
An annual rate of return is a return over a period of one year, such as January 1 through December 31, or June 3, 2006, through June 2, 2007, whereas an annualized rate of return is a rate of return per year, measured over a period either longer or shorter than one year, such as a month, or two years, annualized for comparison with a one-year ...
The theoretical return period between occurrences is the inverse of the average frequency of occurrence. For example, a 10-year flood has a 1/10 = 0.1 or 10% chance of being exceeded in any one year and a 50-year flood has a 0.02 or 2% chance of being exceeded in any one year.