My bibliography
Save this item
A Simple Adaptive Measure of Core Inflation
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Juan Manuel Julio & Javier Guillermo Gómez & Manuel Dario Hernández, 2017. "La Inflación de los Precios Rígidos en Colombia," Borradores de Economia 1007, Banco de la Republica de Colombia.
- Delle Monache, Davide & Petrella, Ivan, 2017.
"Adaptive models and heavy tails with an application to inflation forecasting,"
International Journal of Forecasting, Elsevier, vol. 33(2), pages 482-501.
- Delle Monache, Davide & Petrella, Ivan, 2016. "Adaptive models and heavy tails with an application to inflation forecasting," MPRA Paper 75424, University Library of Munich, Germany.
- Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails with an application to inflation forecasting," BCAM Working Papers 1603, Birkbeck Centre for Applied Macroeconomics.
- Boysen-Hogrefe, Jens & Dovern, Jonas & Gern, Klaus-Jürgen & Jannsen, Nils & Van Roye, Björn & Scheide, Joachim & Boss, Alfred & Groll, Dominik & Meier, Carsten-Patrick, 2010. "Weltkonjunktur und deutsche Konjunktur im Winter 2009," Kiel Discussion Papers 470/471, Kiel Institute for the World Economy (IfW Kiel).
- De Grauwe, Paul & Gerba, Eddie, 2018.
"The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle,"
Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 206-236.
- de Grauwe, Paul & Gerba, Eddie, 2018. "The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle," LSE Research Online Documents on Economics 87942, London School of Economics and Political Science, LSE Library.
- Craig S. Hakkio, 2008. "PCE and CPI inflation differentials: converting inflation forecasts," Economic Review, Federal Reserve Bank of Kansas City, vol. 93(Q I), pages 51-68.
- Paul De Grauwe & Eddie Gerba, 2017.
"Monetary transmission under competing corporate finance regimes,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 35(82), pages 78-100, April.
- Paul De Grauwe & Eddie Gerba, 2017. "Monetary transmission under competing corporate finance regimes," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(82), pages 78-100, April.
- De Grauwe, Paul & Gerba, Eddie, 2016. "Monetary transmission under competing corporate finance regimes," FinMaP-Working Papers 52, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Louzis Dimitrios P., 2016.
"Steady-state priors and Bayesian variable selection in VAR forecasting,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(5), pages 495-527, December.
- Dimitrios P. Louzis, 2015. "Steady-state priors and Bayesian variable selection in VAR forecasting," Working Papers 195, Bank of Greece.
- Claudio Morana & Fabio Cesare Bagliano, 2007. "Inflation and monetary dynamics in the USA: a quantity-theory approach," Applied Economics, Taylor & Francis Journals, vol. 39(2), pages 229-244.
- Daniela Bragoli & Massimiliano Rigon & Francesco Zanetti, 2016.
"Optimal Inflation Weights in the Euro Area,"
International Journal of Central Banking, International Journal of Central Banking, vol. 12(2), pages 357-383, June.
- Daniela Bragoli & Massimiliano Rigon & Francesco Zanetti, 2015. "Optimal Inflation Weights in the Euro Area," BCAM Working Papers 1503, Birkbeck Centre for Applied Macroeconomics.
- Daniela Bragoli & Massimiliano Rigon & Francesco Zanetti, 2016. "Optimal inflation weights in the euro area," Temi di discussione (Economic working papers) 1045, Bank of Italy, Economic Research and International Relations Area.
- De Grauwe, Paul & Macchiarelli, Corrado, 2015.
"Animal spirits and credit cycles,"
Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 95-117.
- Paul De Grauwe & Corrado Macchiarelli, 2013. "Animal Spirits and Credit Cycles," CESifo Working Paper Series 4480, CESifo.
- de Grauwe, Paul & Macchiarelli, Corrado, 2015. "Animal spirits and credit cycles," LSE Research Online Documents on Economics 63984, London School of Economics and Political Science, LSE Library.
- Bampinas, Georgios & Panagiotidis, Theodore, 2015.
"Are gold and silver a hedge against inflation? A two century perspective,"
International Review of Financial Analysis, Elsevier, vol. 41(C), pages 267-276.
- Georgios Bampinas & Theodore Panagiotidis, 2015. "Are Gold and Silver a Hedge against Inflation? A Two Century Perspective," Discussion Paper Series 2015_03, Department of Economics, University of Macedonia, revised Jul 2015.
- G. Bampinas & T. Panagiotidis, 2015. "Are Gold and Silver a Hedge against Inflation? A Two Century Perspective," Working Paper series 15-02, Rimini Centre for Economic Analysis.
- 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.
- Macchiarelli, Corrado, 2014.
"Bond market co-movements, expected inflation and the GBP-USD equilibrium real exchange rate,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 242-256.
- Macchiarelli, Corrado, 2011. "Bond market co-movements, expected inflation and the equilibrium real exchange rate," Working Paper Series 1405, European Central Bank.
- Robert Dixon & G.C. Lim, 2004.
"Underlying Inflation in Australia: Are the Existing Measures Satisfactory?,"
The Economic Record, The Economic Society of Australia, vol. 80(251), pages 373-386, December.
- Robert Dixon & Guay Lim, 2003. "Underlying Inflation in Australia: Are the Existing Measures Satisfactory?," Department of Economics - Working Papers Series 878, The University of Melbourne.
- 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.
- N. Neil K. Khettry & Loretta J. Mester, 2006. "Core inflation as a predictor of total inflation," Research Rap Special Report, Federal Reserve Bank of Philadelphia, issue Apr.
- Hartmann, Matthias & Herwartz, Helmut & Ulm, Maren, 2017. "A comparative assessment of alternative ex ante measures of inflation uncertainty," International Journal of Forecasting, Elsevier, vol. 33(1), pages 76-89.
- repec:bdr:ensayo:v:35:y:2017:i:82:p:46-55 is not listed on IDEAS
- Todd E. Clark & Michael W. McCracken, 2010.
"Averaging forecasts from VARs with uncertain instabilities,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 5-29, January.
- Todd E. Clark & Michael W. McCracken, 2010. "Averaging forecasts from VARs with uncertain instabilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 5-29.
- Todd E. Clark & Michael W. McCracken, 2006. "Averaging forecasts from VARs with uncertain instabilities," Research Working Paper RWP 06-12, Federal Reserve Bank of Kansas City.
- Todd E. Clark & Michael W. McCracken, 2008. "Averaging forecasts from VARs with uncertain instabilities," Working Papers 2008-030, Federal Reserve Bank of St. Louis.
- Todd E. Clark & Michael W. McCracken, 2007. "Averaging forecasts from VARs with uncertain instabilities," Finance and Economics Discussion Series 2007-42, Board of Governors of the Federal Reserve System (U.S.).
- Claudio Morana, 2022.
"Euro area inflation and a new measure of core inflation,"
Working Paper series
22-14, Rimini Centre for Economic Analysis, revised Nov 2023.
- Claudio Morana, 2022. "Euro area inflation and a new measure of core inflation," Working Papers 505, University of Milano-Bicocca, Department of Economics, revised Oct 2023.
- Michael T. Kiley, 2008. "Estimating the common trend rate of inflation for consumer prices and consumer prices excluding food and energy prices," Finance and Economics Discussion Series 2008-38, Board of Governors of the Federal Reserve System (U.S.).
- Domenico Giannone & Troy D. Matheson, 2007.
"A New Core Inflation Indicator for New Zealand,"
International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 145-180, December.
- Domenico Giannone & Troy Matheson, 2006. "A new core inflation indicator for New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2006/02, Reserve Bank of New Zealand.
- Giannone, Domenico & Matheson, Troy, 2007. "A New Core Inflation Indicator for New Zealand," CEPR Discussion Papers 6469, C.E.P.R. Discussion Papers.
- Domenico Giannone & Troy Matheson, 2007. "A new core inflation indicator for New Zealand," ULB Institutional Repository 2013/6407, ULB -- Universite Libre de Bruxelles.
- Döhrn, Roland & Barabas, György & Gebhardt, Heinz & Middendorf, Torge & Schäfer, Günter & Zimmermann, Tobias, 2008. "Die wirtschaftliche Entwicklung im Inland: Konjunktur im Zwischentief," RWI Konjunkturberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, vol. 59(1), pages 31-82.
- James H. Stock & Mark W. Watson, 2016.
"Core Inflation and Trend Inflation,"
The Review of Economics and Statistics, MIT Press, vol. 98(4), pages 770-784, October.
- James H. Stock & Mark W. Watson, 2015. "Core Inflation and Trend Inflation," NBER Working Papers 21282, National Bureau of Economic Research, Inc.
- Ádám Reiff & Judit Várhegyi, 2013. "Sticky Price Inflation Index: An Alternative Core Inflation Measure," MNB Working Papers 2013/2, Magyar Nemzeti Bank (Central Bank of Hungary).
- Erick Lahura & Marco Vega, 2011. "Evaluation of Wavelet-based Core Inflation Measures: Evidence from Peru," Documentos de Trabajo / Working Papers 2011-320, Departamento de Economía - Pontificia Universidad Católica del Perú.
- 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," Papers 1103.5659, arXiv.org.
- Kevin Dowd & John Cotter, 2011. "U.S. Core Inflation: A Wavelet Analysis," Working Papers 200617, Geary Institute, University College Dublin.
- JONATHAN McCARTHY & EGON ZAKRAJSEK, 2007.
"Inventory Dynamics and Business Cycles: What Has Changed?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 591-613, March.
- JONATHAN McCARTHY & EGON ZAKRAJŠEK, 2007. "Inventory Dynamics and Business Cycles: What Has Changed?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2‐3), pages 591-613, March.
- Jonathan McCarthy & Egon Zakrajšek, 2002. "Inventory dynamics and business cycles: what has changed?," Staff Reports 156, Federal Reserve Bank of New York.
- Jonathan McCarthy & Egon Zakrajšek, 2003. "Inventory dynamics and business cycles: what has changed?," Finance and Economics Discussion Series 2003-26, Board of Governors of the Federal Reserve System (U.S.).
- Tommaso Proietti, 2016.
"The Multistep Beveridge--Nelson Decomposition,"
Econometric Reviews, Taylor & Francis Journals, vol. 35(3), pages 373-395, March.
- Proietti, Tommaso, 2009. "The Multistep Beveridge-Nelson Decomposition," MPRA Paper 15345, University Library of Munich, Germany.
- Proietti, Tommaso, 2011. "The Multistep Beveridge-Nelson Decomposition," Working Papers 09/2011, University of Sydney Business School, Discipline of Business Analytics.
- Tommaso Proietti, 2009. "The Multistep Beveridge-Nelson Decomposition," EERI Research Paper Series EERI_RP_2009_24, Economics and Econometrics Research Institute (EERI), Brussels.
- Andrés González & Kirstin Hubrich & Timo Teräsvirta, 2009.
"Forecasting inflation with gradual regime shifts and exogenous information,"
CREATES Research Papers
2009-03, Department of Economics and Business Economics, Aarhus University.
- Hubrich, Kirstin & González, Andrés & Teräsvirta, Timo, 2011. "Forecasting inflation with gradual regime shifts and exogenous information," Working Paper Series 1363, European Central Bank.
- Davide Delle Monache & Ivan Petrella, 2014.
"Adaptive Models and Heavy Tails,"
Birkbeck Working Papers in Economics and Finance
1409, Birkbeck, Department of Economics, Mathematics & Statistics.
- Petrella, Ivan & Delle Monache, Davide, 2016. "Adaptive models and heavy tails," Bank of England working papers 577, Bank of England.
- Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers 720, Queen Mary University of London, School of Economics and Finance.
- Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails," Temi di discussione (Economic working papers) 1052, Bank of Italy, Economic Research and International Relations Area.
- Tierney, Heather L.R., 2011.
"Forecasting and tracking real-time data revisions in inflation persistence,"
MPRA Paper
34439, University Library of Munich, Germany.
- Tierney, Heather L.R., 2013. "Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence," MPRA Paper 51398, University Library of Munich, Germany.
- Tierney, Heather L.R., 2013. "Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence," MPRA Paper 53374, University Library of Munich, Germany, revised Nov 2013.
- Jose Luis Nolazco & Pablo Pincheira & Jorge Selaive, 2016.
"The evasive predictive ability of core inflation,"
Working Papers
15/34, BBVA Bank, Economic Research Department.
- Pincheira, Pablo & Selaive, Jorge & Nolazco, Jose Luis, 2016. "The Evasive Predictive Ability of Core Inflation," MPRA Paper 68704, University Library of Munich, Germany.
- Siregar, Reza Yamora & Goo, Siwei, 2010.
"Effectiveness and commitment to inflation targeting policy: Evidence from Indonesia and Thailand,"
Journal of Asian Economics, Elsevier, vol. 21(2), pages 113-128, April.
- Siregar, Reza Yamora & Goo, Siwei, 2009. "Effectiveness and Commitment To Inflation Targeting Policy: Evidences From Indonesia and Thailand," Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number sp73, April.
- Siregar, Reza.Y. & Goo, Siwei, 2009. "Effectiveness and Commitment to Inflation Targeting Policy: Evidences from Indonesia and Thailand," MPRA Paper 17271, University Library of Munich, Germany.
- 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.
- Petra Gerlach-Kristen, 2007.
"A Two-Pillar Phillips Curve for Switzerland,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(IV), pages 425-448, December.
- Petra Gerlach, 2006. "A Two-Pillar Phillips Curve for Switzerland," Working Papers 2006-09, Swiss National Bank.
- Chrigui Zouhair & Boujelbene Younes, 2009. "The Opportunities for Adopting Inflation Targeting in Tunisia: a Cointegration Study and Transmission Channels of Monetary Policy," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 16(3), pages 671-692, October.
- Carlomagno, Guillermo & Fornero, Jorge & Sansone, Andrés, 2023. "A proposal for constructing and evaluating core inflation measures," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(3).
- Brent Meyer & Saeed Zaman, 2013. "It’s not just for inflation: The usefulness of the median CPI in BVAR forecasting," Working Papers (Old Series) 1303, Federal Reserve Bank of Cleveland.
- Beck, Günther W. & Beyer, Robert C. M. & Kontny, Markus & Wieland, Volker, 2015. "Monetary Cross-Checking in Practice," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113126, Verein für Socialpolitik / German Economic Association.
- Junhee Lee & Joonhyuk Song, 2011. "Oil and Macroeconomy: The Case of Korea," NBER Chapters, in: Commodity Prices and Markets, pages 263-290, National Bureau of Economic Research, Inc.
- Tierney, Heather L.R., 2009.
"A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data,"
MPRA Paper
13089, University Library of Munich, Germany.
- Tierney, Heather L.R., 2009. "A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data," MPRA Paper 13383, University Library of Munich, Germany, revised 03 Feb 2009.
- Juan Angel Garcia & Aubrey Poon, 2022.
"Inflation trends in Asia: implications for central banks [Are Phillips curves useful for forecasting inflation?],"
Oxford Economic Papers, Oxford University Press, vol. 74(3), pages 671-700.
- García, Juan Angel & Poon, Aubrey, 2019. "Inflation trends in Asia: implications for central banks," Working Paper Series 2338, European Central Bank.
- Özer Karagedikli & Ole Rummel, 2020.
"Weighing up the Credit-to-GDP Gap: A Cautionary Note,"
Working Papers
wp40, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Oezer Karagedikli & Ole Rummel, 2020. "Weighing up the Credit-to-GDP gap: A cautionary note," MAGKS Papers on Economics 202022, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Marlene Amstad & Simon M. Potter & Robert W. Rich, 2017. "The New York Fed Staff Underlying Inflation Gauge (UIG)," Economic Policy Review, Federal Reserve Bank of New York, issue 23-2, pages 1-32.
- Carstensen, Kai & Gern, Klaus-Jürgen & Scheide, Joachim, 2007. "Konjunktur im Euroraum außerhalb Deutschlands bleibt aufwärts gerichtet," Open Access Publications from Kiel Institute for the World Economy 4002, Kiel Institute for the World Economy (IfW Kiel).
- Todd E. Clark & Michael W. McCracken, 2006. "Forecasting of small macroeconomic VARs in the presence of instabilities," Research Working Paper RWP 06-09, Federal Reserve Bank of Kansas City.
- Sanjay Kalra & Bui Thi Trang Dzung, 2016. "Robust Measures of Core Inflation for Vietnam," IMF Working Papers 2016/019, International Monetary Fund.
- 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.
- Hartmann, Matthias & Conrad, Christian, 2014.
"Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty,"
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
100477, Verein für Socialpolitik / German Economic Association.
- Conrad, Christian & Hartmann, Matthias, 2014. "Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty," Working Papers 0574, University of Heidelberg, Department of Economics.
- Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2016.
"Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation,"
Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 539-565,
Emerald Group Publishing Limited.
- Delle Monache & Ivan Petrella & Fabrizio Venditti, 2015. "Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation," Birkbeck Working Papers in Economics and Finance 1515, Birkbeck, Department of Economics, Mathematics & Statistics.
- Brent Meyer & Guhan Venkatu, 2012.
"Trimmed-mean inflation statistics: just hit the one in the middle,"
Working Papers (Old Series)
1217, Federal Reserve Bank of Cleveland.
- Brent Meyer & Guhan Venkatu, 2014. "Trimmed-Mean Inflation Statistics: Just Hit the One in the Middle," FRB Atlanta Working Paper 2014-3, Federal Reserve Bank of Atlanta.
- Todd E. Clark, 2001. "Comparing measures of core inflation," Economic Review, Federal Reserve Bank of Kansas City, vol. 86(Q II), pages 5-31.
- Adrian Armas & Lucy Vallejos & Marco Vega, 2010. "Measurement of price indices used by the central bank of Peru," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy and the measurement of inflation: prices, wages and expectations, volume 49, pages 259-283, Bank for International Settlements.
- Tierney, Heather L.R., 2011.
"Real-time data revisions and the PCE measure of inflation,"
Economic Modelling, Elsevier, vol. 28(4), pages 1763-1773, July.
- Tierney, Heather L.R., 2010. "Real-Time Data Revisions and the PCE Measure of Inflation," MPRA Paper 20625, University Library of Munich, Germany.
- Tierney, Heather L.R., 2010. "Real-Time Data Revisions and the PCE Measure of Inflation," MPRA Paper 22387, University Library of Munich, Germany, revised Apr 2010.
- Stefano Eusepi & Bart Hobijn & Andrea Tambalotti, 2011.
"CONDI: A Cost-of-Nominal-Distortions Index,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 53-91, July.
- Stefano Eusepi & Bart Hobijn & Andrea Tambalotti, 2009. "CONDI: a cost-of-nominal-distortions index," Working Paper Series 2009-03, Federal Reserve Bank of San Francisco.
- Stefano Eusepi & Bart Hobijn & Andrea Tambalotti, 2009. "CONDI: a cost-of-nominal-distortions index," Staff Reports 367, Federal Reserve Bank of New York.
- Tierney, Heather L.R., 2009. "Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data," MPRA Paper 17856, University Library of Munich, Germany.
- 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.).
- de Grauwe, Paul & Gerba, Eddie, 2015. "Stock market cycles and supply side dynamics," FinMaP-Working Papers 45, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Theodore M. Crone & N. Neil K. Khettry & Loretta J. Mester & Jason A. Novak, 2013.
"Core Measures of Inflation as Predictors of Total Inflation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2‐3), pages 505-519, March.
- Theodore M. Crone & N. Neil K. Khettry & Loretta J. Mester & Jason A. Novak, 2013. "Core Measures of Inflation as Predictors of Total Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 505-519, March.
- Theodore M. Crone & N. Neil K. Khettry & Loretta J. Mester & Jason A. Novak, 2008. "Core measures of inflation as predictors of total inflation," Working Papers 08-9, Federal Reserve Bank of Philadelphia.
- Theodore M. Crone & N. Neil K. Khettry & Loretta J. Mester & Jason A. Novak, 2011. "Core measures of inflation as predictors of total inflation," Working Papers 11-24, Federal Reserve Bank of Philadelphia.
- Crone, Theodore M. & Khettry, N. Neil K. & Mester, Loretta J. & Novak, Jason A., 2011. "Cores Measures of Inflation as Predictors of Total Inflation," Working Papers 11-45, University of Pennsylvania, Wharton School, Weiss Center.
- Jim Dolmas & Mark A. Wynne, 2008. "Measuring core inflation: notes from a 2007 Dallas Fed conference," Staff Papers, Federal Reserve Bank of Dallas, issue May.
- Cogley, Timothy & Morozov, Sergei & Sargent, Thomas J., 2005.
"Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system,"
Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1893-1925, November.
- Cogley, Timothy W. & Morozov, Sergei & Sargent, Thomas J., 2003. "Bayesian fan charts for UK inflation: Forecasting and sources of uncertainty in an evolving monetary system," CFS Working Paper Series 2003/44, Center for Financial Studies (CFS).
- 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.
- Brent Meyer & Saeed Zaman, 2019.
"The usefulness of the median CPI in Bayesian VARs used for macroeconomic forecasting and policy,"
Empirical Economics, Springer, vol. 57(2), pages 603-630, August.
- Brent Meyer & Saeed Zaman, 2016. "The Usefulness of the Median CPI in Bayesian VARs Used for Macroeconomic Forecasting and Policy," FRB Atlanta Working Paper 2016-13, Federal Reserve Bank of Atlanta.
- Sbrana, Giacomo & Silvestrini, Andrea & Venditti, Fabrizio, 2017.
"Short-term inflation forecasting: The M.E.T.A. approach,"
International Journal of Forecasting, Elsevier, vol. 33(4), pages 1065-1081.
- Giacomo Sbrana & Andrea Silvestrini & Fabrizio Venditti, 2015. "Short term inflation forecasting: the M.E.T.A. approach," Temi di discussione (Economic working papers) 1016, Bank of Italy, Economic Research and International Relations Area.
- Shahiduzzaman, Md, 2009. "Measuring Core Inflation in Bangladesh: The Choice of Alternative Methods," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 32(1), pages 23-44, March.
- Heather L. R. Tierney, 2012.
"Examining the ability of core inflation to capture the overall trend of total inflation,"
Applied Economics, Taylor & Francis Journals, vol. 44(4), pages 493-514, February.
- Tierney, Heather L.R., 2009. "Examining the Ability of Core Inflation to Capture the Overall Trend of Total Inflation," MPRA Paper 22409, University Library of Munich, Germany, revised Feb 2010.
- Le Bihan, Hervé & Leiva-Leon, Danilo & Pacce, Matías, 2023.
"Underlying inflation and asymmetric risks,"
Working Paper Series
2848, European Central Bank.
- Hervé Le Bihan & Danilo Leiva-León & Matías Pacce, 2023. "Underlying inflation and asymetric risks," Working Papers 2319, Banco de España.
- Franz Ruch & Dirk Bester, 2013.
"Towards a Measure of Core Inflation using Singular Spectrum Analysis,"
South African Journal of Economics, Economic Society of South Africa, vol. 81(3), pages 307-329, September.
- Dirk Besteri & Franz Ruch, 2011. "Towards a Measure of Core Inflation using Singular Spectrum Analysis," Working Papers 256, Economic Research Southern Africa.
- António Rua & Nuno Lourenço & João Quelhas, 2023. "Navigating with a compass: Charting the course of underlying inflation," Working Papers w202317, Banco de Portugal, Economics and Research Department.
- Gerlach, Stefan, 2003. "The ECB's Two Pillars," CEPR Discussion Papers 3689, C.E.P.R. Discussion Papers.
- Pincheira-Brown, Pablo & Selaive, Jorge & Nolazco, Jose Luis, 2019.
"Forecasting inflation in Latin America with core measures,"
International Journal of Forecasting, Elsevier, vol. 35(3), pages 1060-1071.
- Pincheira, Pablo & Selaive, Jorge & Nolazco, Jose Luis, 2017. "Forecasting Inflation in Latin America with Core Measures," MPRA Paper 80496, University Library of Munich, Germany.
- Rossi, Barbara, 2013.
"Advances in Forecasting under Instability,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1203-1324,
Elsevier.
- Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers 11-20, Duke University, Department of Economics.
- Moreira, Ajax R. B. & Migon, Helio S., 2004. "Core Inflation: Robust Common Trend Model Forecasting," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 24(2), November.
- Baillie, Richard T. & Morana, Claudio, 2012. "Adaptive ARFIMA models with applications to inflation," Economic Modelling, Elsevier, vol. 29(6), pages 2451-2459.
- Piotr Wiesiolek & Anna Kosior, 2010. "To what extent can we trust core inflation measures? The experience of CEE countries," BIS Papers chapters, in: Bank for International Settlements (ed.), Measurement of inflation and the Philippine monetary policy framework, volume 49, pages 297-323, Bank for International Settlements.
- Davide Delle Monache & Ivan Petrella, 2014.
"Adaptive Models and Heavy Tails,"
Working Papers
720, Queen Mary University of London, School of Economics and Finance.
- Petrella, Ivan & Delle Monache, Davide, 2016. "Adaptive models and heavy tails," Bank of England working papers 577, Bank of England.
- Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers 720, Queen Mary University of London, School of Economics and Finance.
- Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails," Temi di discussione (Economic working papers) 1052, Bank of Italy, Economic Research and International Relations Area.
- Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Birkbeck Working Papers in Economics and Finance 1409, Birkbeck, Department of Economics, Mathematics & Statistics.
- Nelson, Charles R., 2008.
"The Beveridge-Nelson decomposition in retrospect and prospect,"
Journal of Econometrics, Elsevier, vol. 146(2), pages 202-206, October.
- Charles R. Nelson, 2006. "The Beveridge-Nelson Decomposition in Retrospect and Prospect," Working Papers UWEC-2007-30, University of Washington, Department of Economics.
- Rachel Holden, 2006. "Measuring core inflation," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 69, pages 1-7, December.
- Junhee Lee & Joonhyuk Song, 2009. "Nature of Oil Price Shocks and Monetary Policy," NBER Working Papers 15306, National Bureau of Economic Research, Inc.
- de Grauwe, Paul & Gerba, Eddie, 2017. "Monetary transmission under competing corporate finance regimes = Transmisión monetaria bajo regímenes alternativos de finanzas corporativas," LSE Research Online Documents on Economics 67658, London School of Economics and Political Science, LSE Library.
- Santoro, Emiliano & Petrella, Ivan & Pfajfar, Damjan & Gaffeo, Edoardo, 2014.
"Loss aversion and the asymmetric transmission of monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 68(C), pages 19-36.
- Edoardo Gaffeo & Ivan Petrella & Damjan Pfajfar & Emiliano Santoro, 2012. "Loss Aversion and the Asymmetric Transmission of Monetary Policy," Discussion Papers 12-21, University of Copenhagen. Department of Economics.
- Petrella, Ivan & Pfajfar, Damjan & Santoro, Emiliano & Gaffeo, Edoardo, 2014. "Loss Aversion and the Asymmetric Transmission of Monetary Policy," CEPR Discussion Papers 10105, C.E.P.R. Discussion Papers.
- 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.
- Sarantitis, Georgios & Papadimitriou, Theophilos & Gogas, Periklis, 2015. "A Network Analysis of the United Kingdom’s Consumer Price Index," DUTH Research Papers in Economics 1-2016, Democritus University of Thrace, Department of Economics.
- Marlene Amstad & Ye Huan & Guonan Ma, 2014.
"Developing an underlying inflation gauge for China,"
Working Papers
853, Bruegel.
- Marlene Amstad & Ye Huan & Guonan Ma, 2014. "Developing an underlying inflation gauge for China," BIS Working Papers 465, Bank for International Settlements.
- Andrew Harvey, 2011.
"Modelling the Phillips curve with unobserved components,"
Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 7-17.
- Harvey, A., 2008. "Modeling the Phillips curve with unobserved components," Cambridge Working Papers in Economics 0805, Faculty of Economics, University of Cambridge.
- Reza Siregar & Siwei Goo, 2008. "Inflation Targeting Policy: The Experiences Of Indonesia And Thailand," CAMA Working Papers 2008-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- 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.
- Amy Higgins & Randal J. Verbrugge, 2015. "Tracking Trend Inflation: Nonseasonally Adjusted Variants of the Median and Trimmed-Mean CPI," Working Papers (Old Series) 1527, Federal Reserve Bank of Cleveland.
- Todd E. Clark, 2004.
"Can out-of-sample forecast comparisons help prevent overfitting?,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(2), pages 115-139.
- Todd E. Clark, 2000. "Can out-of-sample forecast comparisons help prevent overfitting?," Research Working Paper RWP 00-05, Federal Reserve Bank of Kansas City.
- 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.
- Hai Vo, Long & Hong Vo, Duc, 2020.
"Long-run dynamics of exchange rates: A multi-frequency investigation,"
The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Vo, Duc Hong, 2019. "Long-run dynamics of exchange rates: A multi-frequency investigation," MPRA Paper 103273, University Library of Munich, Germany.
- Andersson, Fredrik N. G., 2008. "Core Inflation - Why the Federal Reserve Got it Wrong," Working Papers 2008:19, Lund University, Department of Economics.
- Locarno, Alberto & Delle Monache, Davide & Busetti, Fabio & Gerali, Andrea, 2017. "Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity," Working Paper Series 1994, European Central Bank.
- Michael F. Bryan & Stephen G. Cecchetti, 2001. "A Note on the Efficient Estimation of Inflation in Brazil," Working Papers Series 11, Central Bank of Brazil, Research Department.
- Zhiyong Fan & Yushan Hu & Penglong Zhang, 2022. "Measuring China's core inflation for forecasting purposes: taking persistence as weight," Empirical Economics, Springer, vol. 63(1), pages 93-111, July.
- Winkelried, Diego, 2023. "Simple interpolations of inflation expectations," Economics Letters, Elsevier, vol. 229(C).
- Willem H. Buiter, 2008.
"Central banks and financial crises,"
Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 495-633.
- Buiter, Willem H., 2008. "Central banks and financial crises," LSE Research Online Documents on Economics 24438, London School of Economics and Political Science, LSE Library.
- . . & Willem Buiter, 2008. "Central banks and financial crises," FMG Discussion Papers dp619, Financial Markets Group.
- Philippe Goulet Coulombe & Karin Klieber & Christophe Barrette & Maximilian Goebel, 2024. "Maximally Forward-Looking Core Inflation," Papers 2404.05209, arXiv.org.
- Mazumder, Sandeep, 2017. "Output gains from accelerating core inflation," Journal of Macroeconomics, Elsevier, vol. 51(C), pages 63-74.
- Carstensen, Kai, 2007. "Is core money growth a good and stable inflation predictor in the euro area?," Kiel Working Papers 1318, Kiel Institute for the World Economy (IfW Kiel).
- 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.
- Wolden Bache, Ida & Sofie Jore, Anne & Mitchell, James & Vahey, Shaun P., 2011.
"Combining VAR and DSGE forecast densities,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1659-1670, October.
- Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey, 2009. "Combining VAR and DSGE forecast densities," Working Paper 2009/23, Norges Bank.
- Jinill Kim & Byung Kwun Ahn, 2012. "A New Measure for Core Inflation Based on Generalized Dynamic-Factor Model," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 18(2), pages 1-28, June.
- Vicente da Gama Machado & Raquel Nadal & Fernando Ryu Ramos Kawaoka, 2020. "A Data-Rich Measure of Underlying Inflation for Brazil," Working Papers Series 516, Central Bank of Brazil, Research Department.
- Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2008.
"Interpreting euro area inflation at high and low frequencies,"
European Economic Review, Elsevier, vol. 52(6), pages 964-986, August.
- Stefan Gerlach & Katrin Assenmacher-Wesche, 2006. "Interpreting Euro area inflation at high and low frequencies," BIS Working Papers 195, Bank for International Settlements.
- Gerlach, Stefan & Assenmacher, Katrin, 2006. "Interpreting Euro Area Inflation at High and Low Frequencies," CEPR Discussion Papers 5632, C.E.P.R. Discussion Papers.
- Stanley Fischer, 2008. "General discussion : the role of liquidity in financial crises," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 423-430.
- 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.
- Gerba, Eddie & Żochowski, Dawid, 2017. "Knightian uncertainty and credit cycles," Working Paper Series 2068, European Central Bank.
- Andrea Brischetto & Anthony Richards, 2006. "The Performance of Trimmed Mean Measures of Underlying Inflation," RBA Research Discussion Papers rdp2006-10, Reserve Bank of Australia.
- Bermingham, Colin, 2010. "A critical assessment of existing estimates of US core inflation," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 993-1007, December.
- Stefano Siviero & Giovanni Veronese, 2011. "A policy-sensible benchmark core inflation measure," Oxford Economic Papers, Oxford University Press, vol. 63(4), pages 648-672, December.
- Jamie Armour, 2006. "An Evaluation of Core Inflation Measures," Staff Working Papers 06-10, Bank of Canada.
- repec:wrk:wrkemf:13 is not listed on IDEAS
- Stan Plessis & Gideon Rand & Kevin Kotzé, 2015.
"Measuring Core Inflation in South Africa,"
South African Journal of Economics, Economic Society of South Africa, vol. 83(4), pages 527-548, December.
- Gideon Du Rand & Kevin Kotze & Stan Du Plessis, 2015. "Measuring Core Inflation in South Africa," Working Papers 503, Economic Research Southern Africa.
- Cogley, Timothy, 2005.
"How fast can the new economy grow? A Bayesian analysis of the evolution of trend growth,"
Journal of Macroeconomics, Elsevier, vol. 27(2), pages 179-207, June.
- Timothy Cogley, "undated". "How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth," Working Papers 2133301, Department of Economics, W. P. Carey School of Business, Arizona State University.
- Franklin Allen & Elena Carletti, 2008. "The role of liquidity in financial crises," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 379-412.
- Frank Leung & Kevin Chow & Simon Chan, 2010.
"Measures of trend inflation in Hong Kong,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy and the measurement of inflation: prices, wages and expectations, volume 49, pages 177-200,
Bank for International Settlements.
- Frank Leung & Kevin Chow & Simon Chan, 2009. "Measures of Trend Inflation in Hong Kong," Working Papers 0907, Hong Kong Monetary Authority.
- Burger, John D. & Warnock, Francis E. & Warnock, Veronica Cacdac, 2022.
"A natural level of capital flows,"
Journal of Monetary Economics, Elsevier, vol. 130(C), pages 1-16.
- John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2019. "The Natural Level of Capital Flows," NBER Working Papers 26184, National Bureau of Economic Research, Inc.
- Marlene Amstad & Simon M. Potter, 2009. "Real time underlying inflation gauges for monetary policymakers," Staff Reports 420, Federal Reserve Bank of New York.
- Paul De Grauwe & Eddie Gerba, 2015.
"Stock Market Cycles and Supply Side Dynamics: Two Worlds, One Vision?,"
CESifo Working Paper Series
5573, CESifo.
- Paul De Grauwe & Eddie Gerba, 2016. "Stock market cycles and supply side dynamics: two worlds, one vision?," Working Papers 1626, Banco de España.
- Young Se Kim & Hyok Jung Kim, 2015. "Disaggregated Approach to Measuring Core Inflation," Korean Economic Review, Korean Economic Association, vol. 31, pages 145-176.
- Edward N. Gamber & Julie K. Smith, 2016. "Time-series measures of core inflation," Working Papers 2016-008, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Ahmad, Saad & Civelli, Andrea, 2016. "Globalization and inflation: A threshold investigation," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 283-304.
- Marlene Amstad & Simon M. Potter & Robert W. Rich, 2014.
"The FRBNY staff underlying inflation gauge: UIG,"
Staff Reports
672, Federal Reserve Bank of New York.
- Marlene Amstad & Simon Potter & Robert Rich, 2014. "The FRBNY Staff Underlying Inflation Gauge: UIG," BIS Working Papers 453, Bank for International Settlements.
- Jean-Charles Rochet, 2008. "Commentary : rethinking capital regulation," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 473-483.
- 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.).
- Bjarni G. Einarsson, 2014. "A Dynamic Factor Model for Icelandic Core Inflation," Economics wp67, Department of Economics, Central bank of Iceland.
- Christian Gillitzer & John Simon, 2006. "Component-smoothed Inflation: Estimating the Persistent Component of Inflation in Real Time," RBA Research Discussion Papers rdp2006-11, Reserve Bank of Australia.
- International Monetary Fund, 2006. "Philippines: Selected Issues," IMF Staff Country Reports 2006/181, International Monetary Fund.
- Boss, Alfred & Dovern, Jonas & Groll, Dominik & Meier, Carsten-Patrick & van Roye, Björn & Scheide, Joachim, 2010. "Aufschwung lässt auf sich warten," Open Access Publications from Kiel Institute for the World Economy 32954, Kiel Institute for the World Economy (IfW Kiel).
- Peter R. Fisher, 2008. "Commentary : the role of liquidity in financial crises," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 413-422.
- Conrad, Christian & Hartmann, Matthias, 2019. "On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies," European Journal of Political Economy, Elsevier, vol. 56(C), pages 233-250.
- Ferreira, Pedro Costa & Mattos, Daiane Marcolino de & Ardeo, Vagner Laerte, 2017. "Triple-Filter core inflation: a measure of the inflation trajectory," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 71(4), December.
- 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.
- Mark A. Wynne, 2008.
"Core inflation: a review of some conceptual issues,"
Review,
Federal Reserve Bank of St. Louis, issue May, pages 205-228.
- Wynne, Mark A., 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 0005, European Central Bank.
- Clark, Todd E. & Doh, Taeyoung, 2014. "Evaluating alternative models of trend inflation," International Journal of Forecasting, Elsevier, vol. 30(3), pages 426-448.
- Gamber, Edward N. & Smith, Julie K. & Eftimoiu, Raluca, 2015. "The dynamic relationship between core and headline inflation," Journal of Economics and Business, Elsevier, vol. 81(C), pages 38-53.
- Terence C. Mills, 2013. "Constructing U.K. Core Inflation," Econometrics, MDPI, vol. 1(1), pages 1-21, April.
- Misati, Roseline Nyakerario & Munene, Olive, 2015. "Second Round Effects And Pass-Through Of Food Prices To Inflation In Kenya," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 3(3), pages 1-13, July.
- Zafar Hayat & Saher Masood, 2022. "Inflation Targeting Skepticism: Myth or Reality? A Way Forward for Pakistan (Article)," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 61(1), pages 1-27.