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Some revisions to the sectoral factor model of core inflation

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Abstract

The sectoral core factor model of inflation is one of many series that the Reserve Bank uses to help interpret inflation developments. This Analytical Note explains the model and outlines some modifications that have led to revisions to the published historical series.

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  • Gael Price, 2013. "Some revisions to the sectoral factor model of core inflation," Reserve Bank of New Zealand Analytical Notes series AN2013/06, Reserve Bank of New Zealand.
    • Handle: RePEc:nzb:nzbans:2013/06
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    File URL: http://www.rbnz.govt.nz/-/media/ReserveBank/Files/Publications/Analytical%20notes/2013/an2013-06.pdf
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    Cited by:

    1. Günes Kamber & Benjamin Wong, 2016. "Testing an Interpretation of Core Inflation Measures in New Zealand," Reserve Bank of New Zealand Analytical Notes series AN2016/06, Reserve Bank of New Zealand.
    2. Nicholas Sander, 2013. "Fresh perspectives on unobservable variables: Data decomposition of the Kalman smoother," Reserve Bank of New Zealand Analytical Notes series AN2013/09, Reserve Bank of New Zealand.
    3. Tugrul Vehbi, 2016. "The macroeconomic impact of the age composition of migration," Reserve Bank of New Zealand Analytical Notes series AN2016/03, Reserve Bank of New Zealand.
    4. Aðalheiður Ó. Guðlaugsdóttir & Lilja S. Kro, 2018. "The common component of the CPI - A trendy measure of Icelandic underlying inflation," Economics wp78, Department of Economics, Central bank of Iceland.

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