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On disinflation since 1982: an application of change-point tests

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  • Edward J. Bryden
  • John B. Carlson

Abstract

An examination of recent changes in the statistical properties of alternative measures of core inflation, identifying statistically significant change points in the fixed mean and finding that for all measures considered, changes in the inflation rate trend have been infrequent and, for the most part, rather abrupt.

Suggested Citation

  • Edward J. Bryden & John B. Carlson, 1994. "On disinflation since 1982: an application of change-point tests," Economic Review, Federal Reserve Bank of Cleveland, vol. 30(Q I), pages 31-42.
  • Handle: RePEc:fip:fedcer:y:1994:i:qi:p:31-42:n:v.30no.1
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    References listed on IDEAS

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    1. Michael F. Bryan & Stephen G. Cecchetti, 1994. "Measuring Core Inflation," NBER Chapters, in: Monetary Policy, pages 195-219, National Bureau of Economic Research, Inc.
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