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Early warnings of inflation in India

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Author Info
Bhattacharya, Rudrani () (National Institute of Public Finance and Policy)
Patnaik, Ila () (National Institute of Public Finance and Policy)
Shah, Ajay () (National Institute of Public Finance and Policy)

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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. We apply standard seasonal adjustment procedures in order to obtain a point-on-point seasonally adjusted monthly time-series of inflation in India. In three interesting high inflation episodes { 1994-95, 2007 and 2008 - we find that this data yields a faster and better understanding of inflationary pressures.

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File URL: http://www.nipfp.org.in/working_paper/wp_2008_54.pdf
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Publisher Info
Paper provided by National Institute of Public Finance and Policy in its series Working Papers with number 54.

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Length: 24
Date of creation: Aug 2008
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Handle: RePEc:npf:wpaper:54

Note: Working Paper 54, 2008
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Web page: http://www.nipfp.org.in/working_paper/

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  1. 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.
  2. 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.
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This page was last updated on 2008-11-15.


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