Short-term inflation indicators
AbstractTo 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 InfoPaper provided by Banco de Espa�a in its series Banco de Espa�a Working Papers with number 9621.
Date of creation: 1996
Date of revision:
leading indicator; seasonal unit roots; prediction of inflation;
Find related papers by JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
- 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: Models and Applications
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