Core Inflation and Trend Inflation
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- James H. Stock & Mark W. Watson, 2015. "Core Inflation and Trend Inflation," NBER Working Papers 21282, National Bureau of Economic Research, Inc.
References listed on IDEAS
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Citations
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Cited by:
- Mazumder, Sandeep, 2017. "Output gains from accelerating core inflation," Journal of Macroeconomics, Elsevier, vol. 51(C), pages 63-74.
- Cobb, Marcus P A, 2018. "Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach," MPRA Paper 88593, University Library of Munich, Germany.
- Cobb, Marcus P A, 2017. "Joint Forecast Combination of Macroeconomic Aggregates and Their Components," MPRA Paper 76556, University Library of Munich, Germany.
- Jose Luis Nolazco & Pablo Pincheira & Jorge Selaive, 2016.
"The evasive predictive ability of core inflation,"
Working Papers
15/34, BBVA Bank, Economic Research Department.
- Pincheira, Pablo & Selaive, Jorge & Nolazco, Jose Luis, 2016. "The Evasive Predictive Ability of Core Inflation," MPRA Paper 68704, University Library of Munich, Germany.
- Tallman, Ellis W. & Zaman, Saeed, 2017.
"Forecasting inflation: Phillips curve effects on services price measures,"
International Journal of Forecasting,
Elsevier, vol. 33(2), pages 442-457.
- Tallman, Ellis W. & Zaman, Saeed, 2015. "Forecasting Inflation: Phillips Curve Effects on Services Price Measures," Working Papers (Old Series) 1519, Federal Reserve Bank of Cleveland.
- Aleksandra Hałka & Grzegorz Szafrański, 2018. "What core inflation indicators measure?," NBP Working Papers 294, Narodowy Bank Polski, Economic Research Department.
- Egorov D.A. (Егоров, Д.А.) & Perevyshina E.A. (Перевышина, Е.А.), 2016.
"Modelling of Inflationary Processes in Russia
[Моделирование Инфляционных Процессов В России]," Working Papers 2138, Russian Presidential Academy of National Economy and Public Administration. - Manopimoke, Pym & Limjaroenrat, Vorada, 2017.
"Trend inflation estimates for Thailand from disaggregated data,"
Economic Modelling,
Elsevier, vol. 65(C), pages 75-94.
- Pym Manopimoke & Vorada Limjaroenrat, 2016. "Trend Inflation Estimates for Thailand from Disaggregated Data," PIER Discussion Papers 51, Puey Ungphakorn Institute for Economic Research, revised Dec 2016.
- Forbes, Kristin & Kirkham, Lewis & Theodoridis, Konstantinos, 2017.
"A trendy approach to UK inflation dynamics,"
Discussion Papers
49, Monetary Policy Committee Unit, Bank of England.
- Forbes, Kristin & Kirkham, Lewis & Theodoridis, Konstantinos, 2018. "A Trendy Approach to UK Inflation Dynamics," CEPR Discussion Papers 12652, C.E.P.R. Discussion Papers.
- Luis Uzeda, 2016.
"State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models,"
ANU Working Papers in Economics and Econometrics
2016-632, Australian National University, College of Business and Economics, School of Economics.
- Luis Uzeda, 2018. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Staff Working Papers 18-14, Bank of Canada.
- repec:eee:macchp:v2-415 is not listed on IDEAS
- repec:bpj:bejmac:v:17:y:2017:i:1:p:42:n:3 is not listed on IDEAS
More about this item
Keywords
inflation forecasts; non-Gaussian state space; time-varying parameters; dissagregated prices;JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
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