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The Use of Robust Estimators as Measures of Core Inflation

Author

Listed:
  • Aucremanne, L.

Abstract

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

Suggested Citation

  • Aucremanne, L., 2000. "The Use of Robust Estimators as Measures of Core Inflation," Papers 2, Warwick - Development Economics Research Centre.
  • Handle: RePEc:fth:warwde:2
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    Citations

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    Cited by:

    1. Verbrugge, Randal & Higgins, Amy, 2015. "Tracking Trend Inflation: Nonseasonally Adjusted Variants of the Median and Trimmed-Mean CPI," Working Paper 1527, Federal Reserve Bank of Cleveland.
    2. L. Aucremanne, 2001. "The use of Robust Estimators as Measures of Core Inflation," DNB Staff Reports (discontinued) 61, Netherlands Central Bank.
    3. 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, August.
    4. Ivan Roberts, 2005. "Underlying Inflation: Concepts, Measurement and Performance," RBA Research Discussion Papers rdp2005-05, Reserve Bank of Australia.
    5. Luc Aucremanne & Guy Brys & Peter J Rousseeuw & Anja Struyf & Mia Hubert, 2003. "Inflation, relative prices and nominal rigidities," BIS Papers chapters,in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 81-105 Bank for International Settlements.
    6. 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.
    7. Mick Silver, 2006. "Core Inflation Measures and Statistical Issues in Choosing Among Them," IMF Working Papers 06/97, International Monetary Fund.
    8. Jamie Armour, 2006. "An Evaluation of Core Inflation Measures," Staff Working Papers 06-10, Bank of Canada.
    9. 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;Central Eastern European University Network (CEEUN), vol. 16(3), pages 671-692, October.
    10. Aucremanne, Luc & Dhyne, Emmanuel, 2004. "How frequently do prices change? Evidence based on the micro data underlying the Belgian CPI," Working Paper Series 331, European Central Bank.
    11. A. Nazif Çatik & A. Özlem Önder, 2011. "Inflationary Effects of Oil Prices in Turkey: A Regime-Switching Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(5), pages 125-140, September.
    12. A. Nazif Çatik & A. Özlem Önder, 2011. "Inflationary Effects of Oil Prices in Turkey: A Regime-Switching Approach," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 47(5), pages 125-140, September.

    More about this item

    Keywords

    MONETARY POLICY ; EVALUATION ; INFLATION ; ECONOMIC MODELS;

    JEL classification:

    • E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy

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