Measuring Core Inflation by Multivariate Structural Time Series Models
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References listed on IDEAS
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Keywordscommon trends; dynamic factor analysis; homogeneity; exponential smoothing;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-08-05 (All new papers)
- NEP-CBA-2006-08-05 (Central Banking)
- NEP-ETS-2006-08-05 (Econometric Time Series)
- NEP-MON-2006-08-05 (Monetary Economics)
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