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Short-term inflation indicators

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Author Info

  • María de los Llanos Matea

    (Banco de España)

  • Ana Valentina Regil

    (Banco de España)

Abstract

To select the best leading indicators for predicting short-term inflation, an extensive number of economic variables is analysed at quarterly level on the basis of their past correlation with the consumer price index (CPI) and its services and non-energy processed goods component (IPSEBENE). Stationary series are used whose orders of integration have previously been tested by means of seasonal unit root tests.

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Bibliographic Info

Paper provided by Banco de Espa�a in its series Banco de Espa�a Working Papers with number 9621.

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Date of creation: 1996
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Handle: RePEc:bde:wpaper:9621

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Keywords: leading indicator; seasonal unit roots; prediction of inflation;

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