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A New Measure of Core Inflation

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Author Info
Tiff Macklem (Bank of Canada)
Abstract

While the Bank of Canada's inflation-control target is specified in terms of the rate of increase in the total consumer price index, the Bank uses a measure of trend or "core" inflation as a short-term guide for its monetary policy actions. When the inflation targets were renewed in May 2001, the Bank announced that it was adopting a new measure of core inflation. This measure excludes the eight most volatile components of the CPI and adjusts the remaining components for the effect of changes in indirect taxes. In this article, the author discusses the definition of the new measure of core inflation and describes some of its advantages relative to the previous measure. He notes that the new measure has a firmer statistical basis, has a better correspondence with economic theory, and does a better job of predicting future changes in overall inflation. While the new measure has these advantages, the Bank will continue to monitor a broad range of indicators when assessing the likely future path for inflation.

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File URL: http://www.bankofcanada.ca/review/2001/mackleme.pdf
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Publisher Info
Article provided by Bank of Canada in its journal Bank of Canada Review.

Volume (Year): 2001 (2001)
Issue (Month): Autumn ()
Pages: 3-12
Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Handle: RePEc:bca:bcarev:v:2001:y:2001:i:autumn:p:3-12

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Postal: Publications Distribution, Bank of Canada, 234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada
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  1. Ruby Shih & David E. A. Giles, 2006. "Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada," Econometrics Working Papers 0605, Department of Economics, University of Victoria. [Downloadable!]
  2. Mick Silver, 2006. "Core Inflation Measures and Statistical Issues in Choosing Among Them," IMF Working Papers 06/97, International Monetary Fund. [Downloadable!]
  3. David Longworth, 2003. "Implications of a changing economic structure for the strategy of monetary policy : commentary," Proceedings, Federal Reserve Bank of Kansas City, pages 349-360. [Downloadable!]
  4. Kevin Clinton, 2006. "Wicksell at the Bank of Canada," Working Papers 1087, Queen's University, Department of Economics. [Downloadable!]
  5. Kevin Clinton, 2006. "Core inflation at the Bank of Canada: A critique," Working Papers 1077, Queen's University, Department of Economics. [Downloadable!]
  6. Christopher Ragan, 2005. "The Exchange Rate and Canadian Inflation Targeting," Working Papers 05-34, Bank of Canada. [Downloadable!]
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This page was last updated on 2008-11-20.


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