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Choosing between alternative measures of core inflation using bounded rationality and cognitive biases

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Author Info
Pelinescu, Elena (Institute for Economic Forecasting, Romanian Academy, Bucharest)
Dospinescu, Andrei Silviu (Centre for Industrial Economics and Services, Romanian Academy, Bucharest)

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Abstract

The paper intends to synthetically present a possible use of bounded rationality and cognitive biases in the evaluation of different core inflation measurements. As a consequence, the paper starts by synthetically presenting the main approaches to computing core inflation. We continue by analyzing the concept of bounded rationality and cognitive biases and their possible use in understanding the movement in different prices. The paper computes different measures of core inflation using methods based on excluding certain categories of prices from overall inflation rate and methods based on excluding from the overall inflation rate temporary movements of various prices which on different moments register extremely high volatility (using trimmed methodology). We analyze the impact of bounded rationality and cognitive biases on the movement of different prices and we suggest criteria for choosing between different measurement of core inflation and for computing a compound measurement of core inflation which takes into account the manifestation of cognitive biases. The natural continuation of the analysis will be to conduct an experiment which will allow us to quantitatively measure the impact of cognitive biases and consequently to determine the weights used in constructing the compound core inflation measurement.

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Publisher Info
Article provided by Centre for Industrial Economics and Services in its journal Revista de Economie Industriala.

Volume (Year): 6 (2008)
Issue (Month): 1 (March)
Pages: 42-52
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Handle: RePEc:cei:recind:v:6:y:2008:i:1:p:42-52

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Related research
Keywords: core inflation; price stability; methods of computation; bounded rationality; cognitive biases;

Find related papers by JEL classification:
E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation
C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Other Model Applications
P22 - Economic Systems - - Socialist Systems and Transition Economies - - - Prices

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This page was last updated on 2009-11-25.


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