The author constructs a measure of core inflation using a structural vector autoregression containing oil-price growth, output growth, and inflation. This "macro-founded" measure of inflation forecasts total inflation at least as well as other, atheoretical measures.Inflation and prices
In recent years, many central banks have adopted inflation targeting policies starting an intense de...
In this paper we develop a new, simple and, at the same time, general method for the estimation of t...
The measurement of core in°ation can be carried out by optimal signal extraction techniques based on...
This paper calculates core inflation, by imposing long run restrictions on a structural vector autor...
This paper assesses the performance of core inflation measures based on the structural VAR approach....
This paper assesses the performance of core inflation measures based on the structural VAR approach....
This paper calculates core inflation, by imposing long run restrictions on a structural vector auto...
A monetary authority with the primary objective of price stability has to distinguish between tempor...
Effective inflation targeting requires careful selection of the inflation target. It is necessary to...
In this paper we argue that measured (RPI) inflation is conceptually mismatched with core inflation:...
In this paper, the author calculates new measures of the trend inflation rate using changes in the c...
In this paper we argue that measured (RPI) inflation is conceptually mismatched with core inflation:...
Against the difficult background of analyzing aggregated data in this paper core inflation in the eu...
This article estimates and evaluates different measures of core inflation for India by employing sta...
This paper proposes a testing integration and threshold integration procedure of interest rate and i...
In recent years, many central banks have adopted inflation targeting policies starting an intense de...
In this paper we develop a new, simple and, at the same time, general method for the estimation of t...
The measurement of core in°ation can be carried out by optimal signal extraction techniques based on...
This paper calculates core inflation, by imposing long run restrictions on a structural vector autor...
This paper assesses the performance of core inflation measures based on the structural VAR approach....
This paper assesses the performance of core inflation measures based on the structural VAR approach....
This paper calculates core inflation, by imposing long run restrictions on a structural vector auto...
A monetary authority with the primary objective of price stability has to distinguish between tempor...
Effective inflation targeting requires careful selection of the inflation target. It is necessary to...
In this paper we argue that measured (RPI) inflation is conceptually mismatched with core inflation:...
In this paper, the author calculates new measures of the trend inflation rate using changes in the c...
In this paper we argue that measured (RPI) inflation is conceptually mismatched with core inflation:...
Against the difficult background of analyzing aggregated data in this paper core inflation in the eu...
This article estimates and evaluates different measures of core inflation for India by employing sta...
This paper proposes a testing integration and threshold integration procedure of interest rate and i...
In recent years, many central banks have adopted inflation targeting policies starting an intense de...
In this paper we develop a new, simple and, at the same time, general method for the estimation of t...
The measurement of core in°ation can be carried out by optimal signal extraction techniques based on...