An alternative measure of core inflation
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Luis J. Álvarez & María de los Llanos Matea, 1999. "Underlying Inflation Measures in Spain," Working Papers 9911, Banco de España.
- Michael F. Bryan & Stephen G. Cecchetti, 1994.
"Measuring Core Inflation,"
NBER Chapters, in: Monetary Policy, pages 195-219,
National Bureau of Economic Research, Inc.
- Michael F. Bryan & Stephen G. Cecchetti, 1993. "Measuring Core Inflation," NBER Working Papers 4303, National Bureau of Economic Research, Inc.
- Schwert, G. William, 1987. "Effects of model specification on tests for unit roots in macroeconomic data," Journal of Monetary Economics, Elsevier, vol. 20(1), pages 73-103, July.
- Freeman, Donald G., 1998. "Do core inflation measures help forecast inflation?," Economics Letters, Elsevier, vol. 58(2), pages 143-147, February.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Claudio Morana, 2007.
"A structural common factor approach to core inflation estimation and forecasting,"
Applied Economics Letters, Taylor & Francis Journals, vol. 14(3), pages 163-169.
- Morana, Claudio, 2004. "A structural common factor approach to core inflation estimation and forecasting," Working Paper Series 305, European Central Bank.
- Ainura Uzagalieva, 2005. "Finding Optimal Measures of Core Inflation in the Kyrgyz Republic," CERGE-EI Working Papers wp261, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Wojciech W Charemza & Svetlana Makarova, 2006.
"Ex ante Dynamics of Real Effects of Monetary Policy: Theory and Evidence for Poland and Russia, 2001–2003,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 48(3), pages 458-479, September.
- Svetlana Makarova & Wojciech Charemza, 2006. "Ex-ante Dynamics of Real Effects of Monetary Policy: Theory and Evidence for Poland and Russia, 2001-2003," EcoMod2006 272100058, EcoMod.
- Charemza, Wojciech W. & Makarova, Svetlana, 2005. "Ex-ante dynamics of real effects of monetary policy : theory and evidence for Poland and Russia," BOFIT Discussion Papers 20/2005, Bank of Finland, Institute for Economies in Transition.
- Alan K. Detmeister, 2011. "The usefulness of core PCE inflation measures," Finance and Economics Discussion Series 2011-56, Board of Governors of the Federal Reserve System (U.S.).
- repec:zbw:bofitp:2005_020 is not listed on IDEAS
- Charemza, Wojciech W. & Makarova, Svetlana, 2005. "Ex-ante dynamics of real effects of monetary policy: theory and evidence for Poland and Russia," BOFIT Discussion Papers 20/2005, Bank of Finland Institute for Emerging Economies (BOFIT).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Dowd, Kevin & Cotter, John & Loh, Lixia, 2011.
"U.S. Core Inflation: A Wavelet Analysis,"
Macroeconomic Dynamics, Cambridge University Press, vol. 15(4), pages 513-536, September.
- Cotter, John & Dowd, Kevin, 2006. "U.S. Core Inflation: A Wavelet Analysis," MPRA Paper 3520, University Library of Munich, Germany.
- Kevin Dowd & John Cotter, 2011. "U.S. Core Inflation: A Wavelet Analysis," Working Papers 200617, Geary Institute, University College Dublin.
- kevin dowd & john cotter, 2011. "U.S. Core Inflation: A Wavelet Analysis," Papers 1103.5659, arXiv.org.
- Marques, Carlos Robalo & Neves, Pedro Duarte & da Silva, Afonso Goncalves, 2002.
"Why should Central Banks avoid the use of the underlying inflation indicator?,"
Economics Letters, Elsevier, vol. 75(1), pages 17-23, March.
- Pedro Duarte Neves, 2000. "Why Should Central Banks Avoid the Use of the Underlying Inflation Indicator?," Working Papers w200005, Banco de Portugal, Economics and Research Department.
- Juan‐Luis Vega & Mark A. Wynne, 2003.
"A First Assessment of Some Measures of Core Inflation for the Euro Area,"
German Economic Review, Verein für Socialpolitik, vol. 4(3), pages 269-306, August.
- Vega Juan-Luis & Wynne Mark A., 2003. "A First Assessment of Some Measures of Core Inflation for the Euro Area," German Economic Review, De Gruyter, vol. 4(3), pages 269-306, August.
- Juan-Luis Vega & Mark A. Wynne, 2002. "A first assessment of some measures of core inflation for the euro area," Working Papers 0205, Federal Reserve Bank of Dallas.
- Robalo Marques, Carlos & Duarte Neves, Pedro & Morais Sarmento, Luis, 2003.
"Evaluating core inflation indicators,"
Economic Modelling, Elsevier, vol. 20(4), pages 765-775, July.
- Pedro Duarte Neves, 1999. "Evaluating core inflation indicators," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Pedro Duarte Neves, 2000. "Evaluating Core Inflation Indicators," Working Papers w200003, Banco de Portugal, Economics and Research Department.
- repec:bla:germec:v:4:y:2003:i::p:269-306 is not listed on IDEAS
- Mio, Hitoshi, 2002. "Identifying Aggregate Demand and Aggregate Supply Components of Inflation Rate: A Structural Vector Autoregression Analysis for Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(1), pages 33-56, January.
- Iris Claus, 1997. "A Measure of Underlying Inflation in the United States," Staff Working Papers 97-20, Bank of Canada.
- Ribba, Antonio, 2003. "Permanent-transitory decompositions and traditional measures of core inflation," Economics Letters, Elsevier, vol. 81(1), pages 109-116, October.
- Durai, S. Raja Sethu & Ramachandran, M., 2007. "Core inflation for India," Journal of Asian Economics, Elsevier, vol. 18(2), pages 365-383, April.
- Ashima Goyal & Ayan Kumar Pujari, 2005.
"Analyzing Core Inflation in India: A Structural VAR Approach,"
The IUP Journal of Monetary Economics, IUP Publications, vol. 0(2), pages 76-90, May.
- Goyal, Ashima & Pujari, Ayan Kumar, 2005. "Analysing Core Inflation in India: A Structural VAR Approach," MPRA Paper 67105, University Library of Munich, Germany.
- Luc Aucremanne & Guy Brys & Peter J Rousseeuw & Anja Struyf & Mia Hubert, 2003.
"Inflation, relative prices and nominal rigidities,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 81-105,
Bank for International Settlements.
- Luc Aucremanne & Guy Brys & Mia Hubert & Peter J. Rousseeuw & Anja Struyf, 2002. "Inflation, relative prices and nominal rigidities," Working Paper Research 20, National Bank of Belgium.
- Bagliano, Fabio C. & Morana, Claudio, 2003. "Measuring US core inflation: A common trends approach," Journal of Macroeconomics, Elsevier, vol. 25(2), pages 197-212, June.
- Smith, Julie K, 2004. "Weighted Median Inflation: Is This Core Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(2), pages 253-263, April.
- Pelin Berkmen, 2002. "Measuring Core Inflation for Turkey - Trimmed Means Approach," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 2(2), pages 1-18.
- Sigal Ribon, 2009. "Core Inflation Indices for Israel," Bank of Israel Working Papers 2009.08, Bank of Israel.
- Le Bihan, Herve & Sedillot, Franck, 2000. "Do core inflation measures help forecast inflation?: Out-of-sample evidence from French data," Economics Letters, Elsevier, vol. 69(3), pages 261-266, December.
- Zsolt Becsi, 1994. "Indicators of the general price level and inflation," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q IV, pages 27-39.
- Riccardo Cristadoro & Mario Forni & Lucrezia Reichlin & Giovanni Veronese, 2001.
"A core inflation index for the euro area,"
Temi di discussione (Economic working papers)
435, Bank of Italy, Economic Research and International Relations Area.
- Reichlin, Lucrezia & Forni, Mario & Cristadoro, Riccardo & Veronese, Giovanni, 2001. "A Core Inflation Index for the Euro Area," CEPR Discussion Papers 3097, C.E.P.R. Discussion Papers.
- Maria Arrazola & Jose de Hevia, 2008. "A simple inflation indicator for the euro zone," Applied Economics, Taylor & Francis Journals, vol. 40(18), pages 2387-2394.
- Abdul Aleem & Amine Lahiani, 2011. "Estimation and evaluation of core inflation measures," Applied Economics, Taylor & Francis Journals, vol. 43(25), pages 3619-3629.
- Mick Silver, 2006. "Core Inflation Measures and Statistical Issues in Choosing Among Them," IMF Working Papers 2006/097, International Monetary Fund.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:75:y:2002:i:1:p:69-73. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ecolet .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.