What drives core inflation? A dynamic factor model analysis of tradable and nontradable prices
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Cited by:
- 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.
- Mikael Khan & Louis Morel & Patrick Sabourin, 2013. "The Common Component of CPI: An Alternative Measure of Underlying Inflation for Canada," Staff Working Papers 13-35, Bank of Canada.
- Bańbura, Marta & Bobeica, Elena, 2020. "PCCI – a data-rich measure of underlying inflation in the euro area," Statistics Paper Series 38, European Central Bank.
- Satish Ranchhod, 2013. "Measures of New Zealand core inflation," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 76, pages 3-11, March.
- Bjarni G. Einarsson, 2014. "A Dynamic Factor Model for Icelandic Core Inflation," Economics wp67, Department of Economics, Central bank of Iceland.
- 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.
- 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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More about this item
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2011-01-16 (Central Banking)
- NEP-MAC-2011-01-16 (Macroeconomics)
- NEP-MON-2011-01-16 (Monetary Economics)
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