About the CPI
Posted: 09 August 2014 08:59 AM   [ Ignore ]
Newbie
Rank
Total Posts:  26
Joined  2014-05-03

Hi joost,
    Some papers says that some variables are deflated by CPI. For example, Blume et al.(1998) suggests the market value of equity in millions of dollars is deflated by CPI.
    May I ask where can I find the data about CPI on WRDS? On what frequencies should I use CPI? On daily basis, or monthly basis or calender year basis?
  Thanks a lot!
Xinjiao

Profile
 
 
Posted: 10 August 2014 08:27 AM   [ Ignore ]   [ # 1 ]
Administrator
Avatar
RankRankRankRank
Total Posts:  901
Joined  2011-09-19

hi Xinjiao,

I don’t remember that this data is on WRDS; the US department of Labor publishes this data (for the US). I have a macro that adjusts on a yearly basis: http://www.wrds.us/index.php/repository/view/28

best regards,

Joost

 Signature 

To reply/post new questions: Please use the group WRDS/SAS on Google Groups! http://groups.google.com/d/forum/wrdssas

Profile