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Stephen Stigler's elegant History of Statistics is invaluable for 
economist's use of statistics and probability theory through the turn of the 
century.  Mary Morgan's History of Econometric Ideas covers both 19th and 
20th century attempts to explain and predict business cycles.  Neither 
contains much on price indices.  For the latter, see Maurice Kendall- "The 
Early History of Index Numbers" reprinted in Studies in the History of 
Statistics, Volume II, edited by Kendall and Plackett.  Irving Fisher's The 
Making of Index Numbers (1922) is the seminal work, but you should be aware 
of Edgeworth's work and his article on the subject in Palgrave's Dictionary 
as well as Correa Walsh's book cited by Kendall.  See also Walsh's article 
on "Index Numbers" in the Encyclopedia of the Social Sciences. Ragnar Frisch 
had an influential paper in Econometrica proving the impossibility of an 
ideal index number in Irving Fisher's sense. Recent theoretical work can be 
found in books by Franklin Fisher & Karl Shell.  You should also check the 
articles in the International Encyclopedia of the Social Sciences,  and the 
New Palgrave's Dictionary.  Hope this helps. 
 
Michael P. Lynch 
Arlington, VA 
 
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