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|
|Date of revision:|
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"Measuring short-run inflation for central bankers,"
Federal Reserve Bank of St. Louis, issue May, pages 143-155.
- 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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- Michael F. Bryan & Stephen G. Cecchetti, 1994.
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in: Monetary Policy, pages 195-219
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- 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.
- Michael F. Bryan & Stephen G. Cecchetti, 1999.
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The Review of Economics and Statistics,
MIT Press, vol. 81(2), pages 188-196, May.
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