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Citations for "A Simple Adaptive Measure of Core Inflation"

by Cogley, Timothy

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  1. Rossi, Barbara, 2013. "Advances in Forecasting under Instability," Handbook of Economic Forecasting, Elsevier.
  2. Andrea Brischetto & Anthony Richards, 2006. "The Performance of Trimmed Mean Measures of Underlying Inflation," RBA Research Discussion Papers rdp2006-10, Reserve Bank of Australia.
  3. Meyer, Brent & Zaman, Saeed, 2016. "The Usefulness of the Median CPI in Bayesian VARs Used for Macroeconomic Forecasting and Policy," FRB Atlanta Working Paper 2016-13, Federal Reserve Bank of Atlanta.
  4. Carstensen, Kai & Gern, Klaus-Jürgen & Scheide, Joachim, 2007. "Konjunktur im Euroraum außerhalb Deutschlands bleibt aufwärts gerichtet," Open Access Publications from Kiel Institute for the World Economy 4002, Kiel Institute for the World Economy (IfW).
  5. Paul De Grauwe & Eddie Gerba, 2015. "Stock Market Cycles and Supply Side Dynamics: Two Worlds, One Vision?," CESifo Working Paper Series 5573, CESifo Group Munich.
  6. Todd E. Clark & Michael W. McCracken, 2006. "Averaging forecasts from VARs with uncertain instabilities," Research Working Paper RWP 06-12, Federal Reserve Bank of Kansas City.
  7. David Baqaee, 2009. "Using wavelets to measure core inflation: the case in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/05, Reserve Bank of New Zealand.
  8. kevin dowd & john cotter, 2011. "U.S. Core Inflation: A Wavelet Analysis," Papers 1103.5659, arXiv.org.
  9. Wynne, Mark A., 1999. "Core inflation: a review of some conceptual issues," Working Papers 9903, Federal Reserve Bank of Dallas.
  10. Riccardo Cristadoro & Fabrizio Venditti & Giuseppe Saporito, 2008. "Forecasting inflation and tracking monetary policy in the euro area: does national information help?," Temi di discussione (Economic working papers) 677, Bank of Italy, Economic Research and International Relations Area.
  11. Satish Ranchhod, 2013. "Measures of New Zealand core inflation," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 76, pages 3-11, March.
  12. Baillie, Richard T. & Morana, Claudio, 2012. "Adaptive ARFIMA models with applications to inflation," Economic Modelling, Elsevier, vol. 29(6), pages 2451-2459.
  13. Clark, Todd E. & Doh, Taeyoung, 2014. "Evaluating alternative models of trend inflation," International Journal of Forecasting, Elsevier, vol. 30(3), pages 426-448.
  14. Jamie Armour, 2006. "An Evaluation of Core Inflation Measures," Staff Working Papers 06-10, Bank of Canada.
  15. Tierney, Heather L.R., 2011. "Forecasting and tracking real-time data revisions in inflation persistence," MPRA Paper 34439, University Library of Munich, Germany.
  16. Paul De Grauwe & Corrado Macchiarelli, 2013. "Animal Spirits and Credit Cycles," CESifo Working Paper Series 4480, CESifo Group Munich.
  17. Tierney, Heather L.R., 2009. "A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data," MPRA Paper 13383, University Library of Munich, Germany, revised 03 Feb 2009.
  18. Junhee Lee & Joonhyuk Song, 2009. "Nature of Oil Price Shocks and Monetary Policy," NBER Working Papers 15306, National Bureau of Economic Research, Inc.
  19. Carstensen, Kai, 2007. "Is core money growth a good and stable inflation predictor in the euro area?," Kiel Working Papers 1318, Kiel Institute for the World Economy (IfW).
  20. Petra Gerlach-Kristen, 2007. "A Two-Pillar Phillips Curve for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(IV), pages 425-448, December.
  21. Todd E. Clark & Michael W. McCracken, 2006. "Forecasting of small macroeconomic VARs in the presence of instabilities," Research Working Paper RWP 06-09, Federal Reserve Bank of Kansas City.
  22. Harvey, A., 2008. "Modeling the Phillips curve with unobserved components," Cambridge Working Papers in Economics 0805, Faculty of Economics, University of Cambridge.
  23. Theodore M. Crone & N. Neil K. Khettry & Loretta J. Mester & Jason A. Novak, 2011. "Core measures of inflation as predictors of total inflation," Working Papers 11-24, Federal Reserve Bank of Philadelphia.
  24. Willem H. Buiter, 2008. "Central banks and financial crises," LSE Research Online Documents on Economics 24438, London School of Economics and Political Science, LSE Library.
  25. Gamber, Edward N. & Smith, Julie K. & Eftimoiu, Raluca, 2015. "The dynamic relationship between core and headline inflation," Journal of Economics and Business, Elsevier, vol. 81(C), pages 38-53.
  26. Hartmann, Matthias & Conrad, Christian, 2014. "Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100477, Verein für Socialpolitik / German Economic Association.
  27. Marlene Amstad & Simon M. Potter, 2009. "Real time underlying inflation gauges for monetary policymakers," Staff Reports 420, Federal Reserve Bank of New York.
  28. Cogley, Timothy & Morozov, Sergei & Sargent, Thomas J., 2005. "Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system," Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1893-1925, November.
  29. Döhrn, Roland & Barabas, György & Gebhardt, Heinz & Middendorf, Torge & Schäfer, Günter & Zimmermann, Tobias, 2008. "Die wirtschaftliche Entwicklung im Inland: Konjunktur im Zwischentief," RWI Konjunkturberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, vol. 59(1), pages 31-82.
  30. Tierney, Heather L.R., 2011. "Real-time data revisions and the PCE measure of inflation," Economic Modelling, Elsevier, vol. 28(4), pages 1763-1773, July.
  31. Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails," Temi di discussione (Economic working papers) 1052, Bank of Italy, Economic Research and International Relations Area.
  32. Daniela Bragoli & Massimiliano Rigon & Francesco Zanetti, 2016. "Optimal Inflation Weights in the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 12(2), pages 357-383, June.
  33. Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2006. "Interpreting Euro Area Inflation at High and Low Frequencies," CEPR Discussion Papers 5632, C.E.P.R. Discussion Papers.
  34. Günes Kamber & Benjamin Wong, 2016. "Testing an Interpretation of Core Inflation Measures in New Zealand," Reserve Bank of New Zealand Analytical Notes series AN2016/06, Reserve Bank of New Zealand.
  35. Bampinas, Georgios & Panagiotidis, Theodore, 2015. "Are gold and silver a hedge against inflation? A two century perspective," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 267-276.
  36. Marlene Amstad & Ye Huan & Guonan Ma, 2014. "Developing an underlying inflation gauge for China," Working Papers 853, Bruegel.
  37. Domenico Giannone & Troy D. Matheson, 2007. "A New Core Inflation Indicator for New Zealand," International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 145-180, December.
  38. Terence C. Mills, 2013. "Constructing U.K. Core Inflation," Econometrics, MDPI, Open Access Journal, vol. 1(1), pages 32-32, April.
  39. Stan du Plessis, Gideon du Rand & Kevin Kotzé, 2015. "Measuring Core Inflation in South Africa," Working Papers 503, Economic Research Southern Africa.
  40. Stefano Siviero & Giovanni Veronese, 2011. "A policy-sensible benchmark core inflation measure," Oxford Economic Papers, Oxford University Press, vol. 63(4), pages 648-672, December.
  41. Tommaso Proietti, 2009. "The Multistep Beveridge-Nelson Decomposition," EERI Research Paper Series EERI_RP_2009_24, Economics and Econometrics Research Institute (EERI), Brussels.
  42. Todd E. Clark, 2000. "Can out-of-sample forecast comparisons help prevent overfitting?," Research Working Paper RWP 00-05, Federal Reserve Bank of Kansas City.
  43. Hartmann, Matthias & Herwartz, Helmut & Ulm, Maren, 2017. "A comparative assessment of alternative ex ante measures of inflation uncertainty," International Journal of Forecasting, Elsevier, vol. 33(1), pages 76-89.
  44. Stefan Gerlach, 2004. "The two pillars of the European Central Bank," Economic Policy, CEPR;CES;MSH, vol. 19(40), pages 389-439, October.
  45. James Dolmas & Mark A. Wynne, 2008. "Measuring core inflation: notes from a 2007 Dallas Fed conference," Staff Papers, Federal Reserve Bank of Dallas, issue May, pages -.
  46. Gerlach, Stefan, 2003. "The ECB's Two Pillars," CEPR Discussion Papers 3689, C.E.P.R. Discussion Papers.
  47. Pincheira, Pablo & Selaive, Jorge & Nolazco, Jose Luis, 2016. "The Evasive Predictive Ability of Core Inflation," MPRA Paper 68704, University Library of Munich, Germany.
  48. Gaffeo, Edoardo & Petrella, Ivan & Pfajfar, Damjan & Santoro, Emiliano, 2014. "Loss Aversion and the Asymmetric Transmission of Monetary Policy," CEPR Discussion Papers 10105, C.E.P.R. Discussion Papers.
  49. González, Andrés & Hubrich, Kirstin & Teräsvirta, Timo, 2011. "Forecasting inflation with gradual regime shifts and exogenous information," Working Paper Series 1363, European Central Bank.
  50. Rachel Holden, 2006. "Measuring core inflation," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 69, pages 7p-7p, December.
  51. Macchiarelli, Corrado, 2011. "Bond market co-movements, expected inflation and the equilibrium real exchange rate," Working Paper Series 1405, European Central Bank.
  52. Siregar, Reza Yamora & Goo, Siwei, 2010. "Effectiveness and commitment to inflation targeting policy: Evidence from Indonesia and Thailand," Journal of Asian Economics, Elsevier, vol. 21(2), pages 113-128, April.
  53. Delle Monache, & Ivan Petrella & Fabrizio Venditti, 2015. "Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation," Birkbeck Working Papers in Economics and Finance 1515, Birkbeck, Department of Economics, Mathematics & Statistics.
  54. Andersson, Fredrik N. G., 2008. "Core Inflation - Why the Federal Reserve Got it Wrong," Working Papers 2008:19, Lund University, Department of Economics.
  55. Stefano Eusepi & Bart Hobijn & Andrea Tambalotti, 2009. "CONDI: a cost-of-nominal-distortions index," Working Paper Series 2009-03, Federal Reserve Bank of San Francisco.
  56. Reza Siregar & Siwei Goo, 2008. "Inflation Targeting Policy: The Experiences Of Indonesia And Thailand," CAMA Working Papers 2008-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  57. Erick Lahura & Marco Vega, 2011. "Evaluation of Wavelet-based Core Inflation Measures: Evidence from Peru," Documentos de Trabajo / Working Papers 2011-320, Departamento de Economía - Pontificia Universidad Católica del Perú.
  58. 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.
  59. Edward N. Gamber & Julie K. Smith, 2016. "Time-series measures of core inflation," Working Papers 2016-008, The George Washington University, Department of Economics, Research Program on Forecasting.
  60. Heather L. R. Tierney, 2012. "Examining the ability of core inflation to capture the overall trend of total inflation," Applied Economics, Taylor & Francis Journals, vol. 44(4), pages 493-514, February.
  61. Meyer, Brent & Venkatu, Guhan, 2014. "Trimmed-Mean Inflation Statistics: Just Hit the One in the Middle," FRB Atlanta Working Paper 2014-3, Federal Reserve Bank of Atlanta.
  62. Michael T. Kiley, 2008. "Estimating the common trend rate of inflation for consumer prices and consumer prices excluding food and energy prices," Finance and Economics Discussion Series 2008-38, Board of Governors of the Federal Reserve System (U.S.).
  63. Ahmad, Saad & Civelli, Andrea, 2016. "Globalization and inflation: A threshold investigation," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 283-304.
  64. Robert W. Rich & Charles Steindel, 2005. "A review of core inflation and an evaluation of its measures," Staff Reports 236, Federal Reserve Bank of New York.
  65. Bermingham, Colin, 2010. "A critical assessment of existing estimates of US core inflation," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 993-1007, December.
  66. Robert Dixon & G.C. Lim, 2004. "Underlying Inflation in Australia: Are the Existing Measures Satisfactory?," The Economic Record, The Economic Society of Australia, vol. 80(251), pages 373-386, December.
  67. Cogley, Timothy, 2005. "How fast can the new economy grow? A Bayesian analysis of the evolution of trend growth," Journal of Macroeconomics, Elsevier, vol. 27(2), pages 179-207, June.
  68. Oguz Atuk & Mustafa Utku Ozmen, 2009. "Design and Evaluation of Core Inflation Measures for Turkey," Working Papers 0903, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  69. Alan K. Detmeister, 2012. "What should core inflation exclude?," Finance and Economics Discussion Series 2012-43, Board of Governors of the Federal Reserve System (U.S.).
  70. Wolden Bache, Ida & Sofie Jore, Anne & Mitchell, James & Vahey, Shaun P., 2011. "Combining VAR and DSGE forecast densities," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1659-1670, October.
  71. Ádám Reiff & Judit Várhegyi, 2013. "Sticky Price Inflation Index: An Alternative Core Inflation Measure," MNB Working Papers 2013/2, Magyar Nemzeti Bank (Central Bank of Hungary).
  72. 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.
  73. Boysen-Hogrefe, Jens & Dovern, Jonas & Gern, Klaus-Jürgen & Jannsen, Nils & Van Roye, Björn & Scheide, Joachim & Boss, Alfred & Groll, Dominik & Meier, Carsten-Patrick, 2010. "Weltkonjunktur und deutsche Konjunktur im Winter 2009," Kiel Discussion Papers 470/471, Kiel Institute for the World Economy (IfW).
  74. Charles R. Nelson, 2006. "The Beveridge-Nelson Decomposition in Retrospect and Prospect," Working Papers UWEC-2007-30, University of Washington, Department of Economics.
  75. Craig S. Hakkio, 2008. "PCE and CPI inflation differentials: converting inflation forecasts," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 51-68.
  76. James H. Stock & Mark W. Watson, 2015. "Core Inflation and Trend Inflation," NBER Working Papers 21282, National Bureau of Economic Research, Inc.
  77. de Grauwe, Paul & Gerba, Eddie, 2015. "Stock market cycles and supply side dynamics," FinMaP-Working Papers 45, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  78. Misati, Roseline Nyakerario & Munene, Olive, 3. "Second Round Effects And Pass-Through Of Food Prices To Inflation In Kenya," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 3(3).
  79. 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.
  80. Tierney, Heather L.R., 2009. "Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data," MPRA Paper 17856, University Library of Munich, Germany.
  81. International Monetary Fund, 2006. "Philippines; Selected Issues," IMF Staff Country Reports 06/181, International Monetary Fund.
  82. Boss, Alfred & Dovern, Jonas & Groll, Dominik & Meier, Carsten-Patrick & van Roye, Björn & Scheide, Joachim, 2010. "Aufschwung lässt auf sich warten," Open Access Publications from Kiel Institute for the World Economy 32954, Kiel Institute for the World Economy (IfW).
  83. Tomás Castagnino & Laura D´Amato, 2008. "Regime Dependence, Common Shocks and the Inflation-Relative Price Variability Relation," BCRA Working Paper Series 200838, Central Bank of Argentina, Economic Research Department.
  84. Bjarni G. Einarsson, 2014. "A Dynamic Factor Model for Icelandic Core Inflation," Economics wp67, Department of Economics, Central bank of Iceland.
  85. Piotr Wiesiolek & Anna Kosior, 2010. "To what extent can we trust core inflation measures? The experience of CEE countries," BIS Papers chapters, in: Bank for International Settlements (ed.), Measurement of inflation and the Philippine monetary policy framework, volume 49, pages 297-323 Bank for International Settlements.
  86. Delle Monache, Davide & Petrella, Ivan, 2016. "Adaptive models and heavy tails with an application to inflation forecasting," MPRA Paper 75424, University Library of Munich, Germany.
  87. Young Se Kim & Hyok Jung Kim, 2015. "Disaggregated Approach to Measuring Core Inflation," Korean Economic Review, Korean Economic Association, vol. 31, pages 145-176.
  88. Beck, Günther W. & Beyer, Robert C. M. & Kontny, Markus & Wieland, Volker, 2015. "Monetary Cross-Checking in Practice," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113126, Verein für Socialpolitik / German Economic Association.
  89. Tamer Kulaksizoglu, 2016. "Measuring the Turkish core inflation with a shifting mean model," Empirical Economics, Springer, vol. 51(1), pages 57-70, August.
  90. Sanjay Kalra & Bui Thi Trang Dzung, 2016. "Robust Measures of Core Inflation for Vietnam," IMF Working Papers 16/19, International Monetary Fund.
  91. Alan K. Detmeister, 2011. "The usefulness of core PCE inflation measures," Finance and Economics Discussion Series 2011-56, Board of Governors of the Federal Reserve System (U.S.).
  92. Giacomo Sbrana & Andrea Silvestrini & Fabrizio Venditti, 2015. "Short term inflation forecasting: the M.E.T.A. approach," Temi di discussione (Economic working papers) 1016, Bank of Italy, Economic Research and International Relations Area.
  93. Robert W. Rich & Charles Steindel, 2007. "A comparison of measures of core inflation," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 19-38.
  94. Christian Gillitzer & John Simon, 2006. "Component-smoothed Inflation: Estimating the Persistent Component of Inflation in Real Time," RBA Research Discussion Papers rdp2006-11, Reserve Bank of Australia.
  95. Adrian Armas & Lucy Vallejos & Marco Vega, 2010. "Measurement of price indices used by the central bank of Peru," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy and the measurement of inflation: prices, wages and expectations, volume 49, pages 259-283 Bank for International Settlements.
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