Using the First Principal Component as a Core Inflation Indicator
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- Carlos Robalo Marques & Pedro Duarte Neves & Afonso Gonçalves da Silva, 2001. "Using the first principal component as a core inflation indicator," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
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- Fröhling, Annette & Lommatzsch, Kirsten, 2011. "Output sensitivity of inflation in the euro area: Indirect evidence from disaggregated consumer prices," Discussion Paper Series 1: Economic Studies 2011,25, Deutsche Bundesbank.
- Bańbura, Marta & Bobeica, Elena, 2020. "PCCI – a data-rich measure of underlying inflation in the euro area," Statistics Paper Series 38, European Central Bank.
- Frank Leung & Kevin Chow & Simon Chan, 2010. "Measures of trend inflation in Hong Kong," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy and the measurement of inflation: prices, wages and expectations, volume 49, pages 177-200, Bank for International Settlements.
- Mick Silver, 2006. "Core Inflation Measures and Statistical Issues in Choosing Among Them," IMF Working Papers 2006/097, International Monetary Fund.
More about this item
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
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