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Using the asymmetric trimmed mean as a core inflation indicator

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  • Carlos Robalo Marques
  • João Machado Mota

Abstract

This paper discusses the use of the trimmed mean as a core inflation indicator when the price changes distribution is fat tailed and asymmetric and computes several asymmetric trimmed means that meet all the conditions suggested in Marques et al. (2000). It turns out that the 10 per cent trimmed mean centred on the 51.5th percentile is the one with the lowest volatility and so, its use, as a core inflation indicator, is recommended.

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File URL: http://www.bportugal.pt/en-US/BdP%20Publications%20Research/AB200005_e.pdf
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Bibliographic Info

Article provided by Banco de Portugal, Economics and Research Department in its journal Economic Bulletin.

Volume (Year): (2000)
Issue (Month): ()
Pages:

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Handle: RePEc:ptu:bdpart:b200005

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Cited by:
  1. L. Aucremanne, 2001. "The use of Robust Estimators as Measures of Core Inflation," DNB Staff Reports (discontinued) 61, Netherlands Central Bank.
  2. Abdul Aleem & Amine Lahiani, 2011. "Estimation and evaluation of core inflation measures," Applied Economics, Taylor & Francis Journals, vol. 43(25), pages 3619-3629.
  3. Nazif Catik & Ozlem Onder, 2010. "The Distribution of The Inflation in Turkey," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 10(2), pages 613-625.

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