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Do all underlying inflation measures perform equally? (Re)assessment after an inflation shock

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  • Carlos Melo Gouveia
  • Sara Serra
  • João Quelhas

Abstract

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Suggested Citation

  • Carlos Melo Gouveia & Sara Serra & João Quelhas, 2025. "Do all underlying inflation measures perform equally? (Re)assessment after an inflation shock," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    • Handle: RePEc:ptu:bdpart:re202503
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    References listed on IDEAS

    as
    1. Antoine Lalliard & Pierre-Antoine Robert, 2022. "A possible new indicator to measure core inflation in the euro area [Un nouvel indicateur possible pour mesurer l’inflation sous-jacente en zone euro]," Bulletin de la Banque de France, Banque de France, issue 240.
    2. Robalo Marques, Carlos & Duarte Neves, Pedro & Morais Sarmento, Luis, 2003. "Evaluating core inflation indicators," Economic Modelling, Elsevier, vol. 20(4), pages 765-775, July.
    3. Ehrmann, Michael & Ferrucci, Gianluigi & Lenza, Michele & O'Brien, Derry, 2018. "Measures of underlying inflation for the euro area," Economic Bulletin Articles, European Central Bank, vol. 4.
    4. DeJong, David N, et al, 1992. "Integration versus Trend Stationarity in Time Series," Econometrica, Econometric Society, vol. 60(2), pages 423-433, March.
    5. Scott Roger, 1997. "A robust measure of core inflation in New Zealand, 1949-96," Reserve Bank of New Zealand Discussion Paper Series G97/7, Reserve Bank of New Zealand.
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