A Network Analysis of the United Kingdom’s Consumer Price Index
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Georgios Antonios Sarantitis & Theophilos Papadimitriou & Periklis Gogas, 2018. "A Network Analysis of the United Kingdom’s Consumer Price Index," Computational Economics, Springer;Society for Computational Economics, vol. 51(2), pages 173-193, February.
References listed on IDEAS
- Barabási, Albert-László & Albert, Réka & Jeong, Hawoong, 2000. "Scale-free characteristics of random networks: the topology of the world-wide web," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 281(1), pages 69-77.
- Jamie Armour, 2006. "An Evaluation of Core Inflation Measures," Staff Working Papers 06-10, Bank of Canada.
- Kapetanios, George, 2004. "A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset," Economics Letters, Elsevier, vol. 85(1), pages 63-69, October.
- R. Mantegna, 1999.
"Hierarchical structure in financial markets,"
The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 11(1), pages 193-197, September.
- R. Mantegna, 1999. "Hierarchical structure in financial markets," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 11(1), pages 193-197, September.
- Rosario N. Mantegna, 1998. "Hierarchical Structure in Financial Markets," Papers cond-mat/9802256, arXiv.org.
- Daron Acemoglu & Vasco M. Carvalho & Asuman Ozdaglar & Alireza Tahbaz‐Salehi, 2012.
"The Network Origins of Aggregate Fluctuations,"
Econometrica, Econometric Society, vol. 80(5), pages 1977-2016, September.
- Daron Acemoglu & Vasco Carvalho & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2011. "The network origins of aggregate fluctuations," Economics Working Papers 1291, Department of Economics and Business, Universitat Pompeu Fabra.
- Daron Acemoglu & Vasco M. Carvalho & Asuman E. Ozdaglar & Alireza Tahbaz-Salehi, 2012. "The Network Origins of Aggregate Fluctuations," Levine's Working Paper Archive 786969000000000359, David K. Levine.
- Daron Acemoglu & Vasco M. Carvalho & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2011. "The Network Origins of Aggregate Fluctuations," Working Papers 587, Barcelona School of Economics.
- 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, 2000. "Evaluating Core Inflation Indicators," Working Papers w200003, Banco de Portugal, Economics and Research Department.
- Stephen G. Cecchetti, 1997.
"Measuring short-run inflation for central bankers,"
Review, Federal Reserve Bank of St. Louis, issue May, pages 143-155.
- Stephen G. Cecchetti, 1996. "Measuring Short-Run Inflation for Central Bankers," NBER Working Papers 5786, National Bureau of Economic Research, Inc.
- Tse, Chi K. & Liu, Jing & Lau, Francis C.M., 2010. "A network perspective of the stock market," Journal of Empirical Finance, Elsevier, vol. 17(4), pages 659-667, September.
- Cogley, Timothy, 2002.
"A Simple Adaptive Measure of Core Inflation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(1), pages 94-113, February.
- Timothy Cogley, 1998. "A simple adaptive measure of core inflation," Working Papers in Applied Economic Theory 98-06, Federal Reserve Bank of San Francisco.
- 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.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Sun, Qingru & Gao, Xiangyun & Wen, Shaobo & Chen, Zhihua & Hao, Xiaoqing, 2018. "The transmission of fluctuation among price indices based on Granger causality network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 36-49.
- Emiliano Alvarez & Juan Gabriel Brida & Pablo Mones, 2024. "On the Dynamics of Relative Prices and the Relationship with Inflation: An Empirical Approach," Computational Economics, Springer;Society for Computational Economics, vol. 63(1), pages 339-355, January.
- Qingru Sun & Xiangyun Gao & Ze Wang & Siyao Liu & Sui Guo & Yang Li, 2020. "Quantifying the risk of price fluctuations based on weighted Granger causality networks of consumer price indices: evidence from G7 countries," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(4), pages 821-844, October.
- Wu, Tao & Sun, Xiaotong & Xu, Xin & Jia, Nanfei & Xuan, Siyuan, 2024. "New evidence of interdependence in forex markets: A connection of connection analysis," International Review of Financial Analysis, Elsevier, vol. 95(PA).
- Michail Tsagris, 2021. "A New Scalable Bayesian Network Learning Algorithm with Applications to Economics," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 341-367, January.
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.- 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.).
- Todd E. Clark, 2001. "Comparing measures of core inflation," Economic Review, Federal Reserve Bank of Kansas City, vol. 86(Q II), pages 5-31.
- Priyanka Sahu, 2021. "A Study on the Dynamic Behaviour of Headline Versus Core Inflation: Evidence from India," Global Business Review, International Management Institute, vol. 22(6), pages 1574-1593, December.
- Oguz Atuk & Mustafa Utku Ozmen, 2009.
"Design and Evaluation of Core Inflation Measures for Turkey,"
Working Papers
0903, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Oğuz Atuk & Mustafa Utku Özmen, 2009. "Design and evaluation of core inflation measures for Turkey," IFC Working Papers 3, Bank for International Settlements.
- 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.
- Alan K. Detmeister, 2012. "What should core inflation exclude?," Finance and Economics Discussion Series 2012-43, Board of Governors of the Federal Reserve System (U.S.).
- Robert W. Rich & Charles Steindel, 2007. "A comparison of measures of core inflation," Economic Policy Review, Federal Reserve Bank of New York, vol. 13(Dec), pages 19-38.
- Mark A. Wynne, 2008.
"Core inflation: a review of some conceptual issues,"
Review, Federal Reserve Bank of St. Louis, vol. 90(May), pages 205-228.
- Mark A. Wynne, 1999. "Core inflation: a review of some conceptual issues," Working Papers 9903, Federal Reserve Bank of Dallas.
- Wynne, Mark A., 1999. "Core inflation: a review of some conceptual issues," Working Paper Series 5, European Central Bank.
- Hosseini, Seyed Soheil & Wormald, Nick & Tian, Tianhai, 2021. "A Weight-based Information Filtration Algorithm for Stock-correlation Networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 563(C).
- Jamie Armour, 2006. "An Evaluation of Core Inflation Measures," Staff Working Papers 06-10, Bank of Canada.
- 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, 2000. "Evaluating Core Inflation Indicators," Working Papers w200003, Banco de Portugal, Economics and Research Department.
- Riccardo Cristadoro & Giuseppe Saporito & Fabrizio Venditti, 2013.
"Forecasting inflation and tracking monetary policy in the euro area: does national information help?,"
Empirical Economics, Springer, vol. 44(3), pages 1065-1086, June.
- Riccardo Cristadoro & Fabrizio Venditti & Giuseppe Saporito, 2008. "Forecasting inflation and tracking monetary policy in the euro area: does national information help?," Temi di discussione (Economic working papers) 677, Bank of Italy, Economic Research and International Relations Area.
- Venditti, Fabrizio & Cristadoro, Riccardo & Saporito, Giuseppe, 2008. "Forecasting inflation and tracking monetary policy in the euro area: does national information help?," Working Paper Series 900, European Central Bank.
- Luc Aucremanne, 2000. "The use of robust estimators as measures of core inflation," Working Paper Research 02, National Bank of Belgium.
- Robert W. Rich & Charles Steindel, 2005. "A review of core inflation and an evaluation of its measures," Staff Reports 236, Federal Reserve Bank of New York.
- Weibo Li & Wei Liu & Lei Wu & Xue Guo, 2021. "Risk spillover networks in financial system based on information theory," PLOS ONE, Public Library of Science, vol. 16(6), pages 1-20, June.
- Seyed Soheil Hosseini & Nick Wormald & Tianhai Tian, 2019. "A Weight-based Information Filtration Algorithm for Stock-Correlation Networks," Papers 1904.06007, arXiv.org.
- Baqaee, David, 2010.
"Using wavelets to measure core inflation: The case of New Zealand,"
The North American Journal of Economics and Finance, Elsevier, vol. 21(3), pages 241-255, December.
- David Baqaee, 2009. "Using wavelets to measure core inflation: the case in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/05, Reserve Bank of New Zealand.
- da Silva Filho, Tito Nícias Teixeira & Figueiredo, Francisco Marcos Rodrigues, 2011.
"Has Core Inflation Been Doing a Good Job in Brazil?,"
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 65(2), June.
- Da Silva Filho, Tito Nícias Teixeira & Figueiredo, Francisco Marcos Rodrigues, 2009. "Has core inflation been doing a good job in Brazil?," MPRA Paper 23340, University Library of Munich, Germany.
- Landau, Bettina, 2000. "Core inflation rates: a comparison of methods based on west German data," Discussion Paper Series 1: Economic Studies 2000,04, Deutsche Bundesbank.
- 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.
More about this item
Keywords
Network Analysis; Threshold-Minimum Dominating Set; community detection; core inflation; consumer price index;All these keywords.
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic 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-MAC-2016-12-18 (Macroeconomics)
- NEP-MON-2016-12-18 (Monetary Economics)
Statistics
Access and download statisticsCorrections
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:ris:duthrp:2016_001. 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: Periklis Gogas (email available below). General contact details of provider: https://edirc.repec.org/data/didutgr.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.