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Early Warnings of Inflation in India

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  • Ajay Shah

    ()

  • Ila Patnaik

    ()

  • Rudrani Bhattacharya

Abstract

In India, year-on-year percentage changes of price indexes are widely used as the measure of inflation. In terms of monthly data, each observation of a one-year change in inflation is the sum of twelve one-month changes. This suggests that better information about inflationary pressures can be obtained using point-on-point monthly changes. This requires seasonal adjustment. Standard seasonal adjustment procedures are applied in order to obtain a point-on-point seasonally adjusted monthly time-series of inflation in India. [NIPFP WP No. 54].

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Bibliographic Info

Paper provided by eSocialSciences in its series Working Papers with number id:1682.

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Date of creation: Sep 2008
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Handle: RePEc:ess:wpaper:id:1682

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Related research

Keywords: percentage changes; price indexes; inflation; inflationary pressures; time series; India; seasonal adjustment; standard; monthly data; research; whole; WPI; economic survey; point on point; POP; methodology; dummy variable regrssion; robust; ARIMA; autocorrelation function; ACF;

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References

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  1. Harvey, Andrew & Koopman, Siem Jan & Riani, Marco, 1997. "The Modeling and Seasonal Adjustment of Weekly Observations," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(3), pages 354-68, July.
  2. Ansley, Craig F & Wecker, William E, 1984. "Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment: On Dips in the Spectrum of a Seasonally Adjusted Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 323-24, October.
  3. Maravall, Agustin, 1984. "Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 337-39, October.
  4. Bell, William R & Hillmer, Steven C, 1984. "Issues Involved with the Seasonal Adjustment of Economic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 291-320, October.
  5. Burman, J Peter, 1984. "Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 325-27, October.
  6. Akaike, Hirotugu, 1984. "Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 321-22, October.
  7. Granger, Clive W J, 1984. "Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 335-36, October.
  8. Fase, Martin M G, 1984. "Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 333-34, October.
  9. Dagum, Estela Bee & Laniel, Normand J D, 1984. "Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 328-32, October.
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Citations

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Cited by:
  1. Ila Patnaik & Ajay Shah, 2009. "The difficulties of the Chinese and Indian exchange rate regimes," Macroeconomics Working Papers 22975, East Asian Bureau of Economic Research.
  2. Patnaik, Ila & Shah, Ajay, 2010. "Asia confronts the impossible trinity," Working Papers 10/64, National Institute of Public Finance and Policy.
  3. Nadhanael G V & Sitikantha Pattanaik, 2010. "Measurement of Inflation in India: Issues and Associated Challenges for the Conduct of Monetary Policy," Working Papers id:2822, eSocialSciences.
  4. Bhattacharya, Rudrani & Patnaik,Ila, 2014. "Monetary policy analysis in an inflation targeting framework in emerging economies: The case of India," Working Papers 14/131, National Institute of Public Finance and Policy.
  5. Paunic, Alida, 2009. "I did it my way," MPRA Paper 17547, University Library of Munich, Germany.

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