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The Use of Robust Estimators as Measures of Core Inflation

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  • Aucremanne, L.
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    Abstract

    This paper examines robust estimators of core inflation for Belgian historical CPI data, and the euro area Harmonised indices of Consumer Prices.

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    Bibliographic Info

    Paper provided by Warwick - Development Economics Research Centre in its series Papers with number 2.

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    Length: 68 pages
    Date of creation: 2000
    Date of revision:
    Handle: RePEc:fth:warwde:2

    Contact details of provider:
    Postal: University of Warwick, Development Economics Research Center, Coventry CV4 7AL, United Kingdom.
    Phone: +44 (0) 2476 523202
    Fax: +44 (0) 2476 523032
    Web page: http://www.warwick.ac.uk/fac/soc/Economics/
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    Related research

    Keywords: MONETARY POLICY ; EVALUATION ; INFLATION ; ECONOMIC MODELS;

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    Cited by:
    1. Luc Aucremanne & Guy Brys & Mia Hubert & Peter J. Rousseeuw & Anja Struyf, 2002. "Inflation, relative prices and nominal rigidities," Working Paper Research 20, National Bank of Belgium.
    2. Joachim Keller, 2008. "Agency problems in structured finance – a case study of European CLOs," Working Paper Document 137, National Bank of Belgium.
    3. François Coppens & David Vivet, 2006. "The single European electricity market: A long road to convergence," Working Paper Document 84, National Bank of Belgium.
    4. Chrigui Zouhair & Boujelbene Younes, 2009. "The Opportunities for Adopting Inflation Targeting in Tunisia: a Cointegration Study and Transmission Channels of Monetary Policy," Transition Studies Review, Springer, vol. 16(3), pages 671-692, October.
    5. Luc Aucremanne & Emmanuel Dhyne, 2004. "How frequently do prices change? Evidence based on the micro data underlying the Belgian CPI," Working Paper Research 44, National Bank of Belgium.
    6. Mick Silver, 2006. "Core Inflation Measures and Statistical Issues in Choosing Among Them," IMF Working Papers 06/97, International Monetary Fund.
    7. Juan-Luis Vega & Mark A. Wynne, 2003. "A First Assessment of Some Measures of Core Inflation for the Euro Area," German Economic Review, Verein für Socialpolitik, vol. 4, pages 269-306, 08.
    8. Ivan Roberts, 2005. "Underlying Inflation: Concepts, Measurement and Performance," RBA Research Discussion Papers rdp2005-05, Reserve Bank of Australia.
    9. Vega, Juan Luis & Wynne, Mark A., 2001. "An evaluation of some measures of core inflation for the euro area," Working Paper Series 0053, European Central Bank.
    10. Jamie Armour, 2006. "An Evaluation of Core Inflation Measures," Working Papers 06-10, Bank of Canada.
    11. L. Aucremanne, 2001. "The use of Robust Estimators as Measures of Core Inflation," DNB Staff Reports (discontinued) 61, Netherlands Central Bank.

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