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Measuring core inflation

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Author Info
Rachel Holden (Reserve Bank of New Zealand)
Abstract

Under the Policy Targets Agreement, the Reserve Bank is required to keep future CPI inflation outcomes between 1 percent and 3 percent on average over the medium term. The headline CPI inflation rate provides some information on the strength of current and future inflation pressures, but can often be clouded by temporary fluctuations. Core inflation measures attempt to abstract from these temporary fluctuations to better inform us of the underlying trends in inflation. This article outlines a number of criteria that can be used to assess the relative merits of possible measures of core inflation. It then analyses a range of alternative core inflation measures against these criteria and draws some conclusions as to which measures might best serve as core inflation indicators in New Zealand.

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File URL: http://www.rbnz.govt.nz/research/bulletin/2002_2006/2006dec69_4holden.pdf
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Publisher Info
Article provided by Reserve Bank of New Zealand in its journal Reserve Bank of New Zealand Bulletin.

Volume (Year): 69 (2006)
Issue (Month): (December)
Pages: 7p
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:nzb:nzbbul:december2006:2

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Kapetanios, George, 2004. "A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset," Economics Letters, Elsevier, vol. 85(1), pages 63-69, October. [Downloadable!] (restricted)
  2. Danny Quah & Shaun Vahey, . "Measuring Core Inflation," Bank of England working papers 31, Bank of England.
    Other versions:
  3. Cogley, Timothy, 2002. "A Simple Adaptive Measure of Core Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(1), pages 94-113, February.
    Other versions:
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Chris Bloor, 2009. "The use of statistical forecasting models at the Reserve Bank of New Zealand," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 72, pages 21-26, June. [Downloadable!]
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This page was last updated on 2009-11-27.


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