Add to ORKGSince the second half of the nineties the euro area has been subject to a considerable accumulation of temporary and idiosyncratic price shocks. Core inflation indicators for the euro area are thus of utmost interest. Based on euro area-wide data core inflation in this paper is analyzed by means of an indicator derived from the generalized dynamic factor model. This indicator reveals that HICP inflation strongly exaggerated both the decline as well as the increase in the price trend in 1999 and 2000/2001. Our results reinforce those achieved by Cristadoro, Forni, Reichlin and Versonese (2001) based on euro area country data which indicates the robustness of the indicator. Klassifikation: C33, E3
This paper presents some evidence on observed dispersion in HICP inflation rates in the Euro area. O...
We investigate output sensitivity of inflation in the euro area through a disaggregated analysis usi...
In this paper we rely on techniques recently developed by Bai and Ng (2004a) to estimate common euro...
Since the second half of the nineties the euro area has been subject to a considerable accumulation ...
Against the difficult background of analysing aggregated data in this paper core inflation in the eu...
Against the difficult background of analyzing aggregated data in this paper core inflation in the eu...
This paper proposes a new core inflation indicator for the euro area, obtained by 'cleaning' monthly...
We calculate core inflation indicators for Austria, Belgium, Finland, France, Germany, Italy, the Ne...
We propose a measure of core inflation which is derived from a Markov switching ARFIMA model. The Ma...
In this paper, we present evidence on the statistical features of observed dispersion in HICP inflat...
The purpose of this paper is to measure the degree of persistence of the overall, core, food and ene...
The purpose of this paper is to measure the degree of persistence of the overall, core, food and ene...
In this paper we undertake an empirical investigation concerning the performance of the traditional...
This paper presents a comparison of alternative indicators of underlying or "core" inflation in the ...
In this paper, we present evidence on the statistical features of observed dispersion in HICP inflat...
This paper presents some evidence on observed dispersion in HICP inflation rates in the Euro area. O...
We investigate output sensitivity of inflation in the euro area through a disaggregated analysis usi...
In this paper we rely on techniques recently developed by Bai and Ng (2004a) to estimate common euro...
Since the second half of the nineties the euro area has been subject to a considerable accumulation ...
Against the difficult background of analysing aggregated data in this paper core inflation in the eu...
Against the difficult background of analyzing aggregated data in this paper core inflation in the eu...
This paper proposes a new core inflation indicator for the euro area, obtained by 'cleaning' monthly...
We calculate core inflation indicators for Austria, Belgium, Finland, France, Germany, Italy, the Ne...
We propose a measure of core inflation which is derived from a Markov switching ARFIMA model. The Ma...
In this paper, we present evidence on the statistical features of observed dispersion in HICP inflat...
The purpose of this paper is to measure the degree of persistence of the overall, core, food and ene...
The purpose of this paper is to measure the degree of persistence of the overall, core, food and ene...
In this paper we undertake an empirical investigation concerning the performance of the traditional...
This paper presents a comparison of alternative indicators of underlying or "core" inflation in the ...
In this paper, we present evidence on the statistical features of observed dispersion in HICP inflat...
This paper presents some evidence on observed dispersion in HICP inflation rates in the Euro area. O...
We investigate output sensitivity of inflation in the euro area through a disaggregated analysis usi...
In this paper we rely on techniques recently developed by Bai and Ng (2004a) to estimate common euro...