A robust measure of core inflation in New Zealand, 1949-96
This paper develops a stochastically-based method of measuring core inflation, extending earlier research by Bryan and Cecchetti (1993) and Roger (1995).
|Date of creation:||Mar 1997|
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- Laurence Ball & N. Gregory Mankiw, 1992.
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The Review of Economics and Statistics,
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93-13, Federal Reserve Bank of Philadelphia.
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- W. Erwin Diewert, 1995. "Axiomatic and Economic Approaches to Elementary Price Indexes," NBER Working Papers 5104, National Bureau of Economic Research, Inc.
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"Measuring Core Inflation,"
in: Monetary Policy, pages 195-219
National Bureau of Economic Research, Inc.
- Mark Speigel, 1995. "Rules vs. discretion in New Zealand monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue mar3.
- Stephen G. Cecchetti, 1997.
"Measuring short-run inflation for central bankers,"
Federal Reserve Bank of St. Louis, issue May, pages 143-155.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March.
- Nathan S. Balke & Mark A. Wynne, 1996. "Supply shocks and the distribution of price changes," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q I, pages 10-18.
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