Results 281 to 290 of about 2,985,454 (343)

Machine learning core inflation

Economics Letters, 2018
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M. A. Acosta
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Measuring Core Inflation [PDF]

The Economic Journal, 1995
Many alternative measures of core, or underlying, inflation have been proposed that are based on stripping out some unwanted or excessively volatile elements from the headline rate. A potential drawback of such measures is that they are necessarily atheoretic - based largely on purely statistical procedures. This paper proposes an alternative method of
Danny Quah, Shaun Vahey
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Getting to the Core: Inflation Risks Within and Across Asset Classes

Social Science Research Network, 2021
Do real assets protect against inflation? Stocks’ core inflation betas are negative, while their energy betas are positive. Currencies, commodities, and real estate mostly hedge against energy inflation, but not core inflation. These hedging properties
Xiang Fang, Yang Liu, Nikolai Roussanov
semanticscholar   +1 more source

PERFORMANCE OF CHINA’S CORE INFLATION MEASURES FOR MONETARY POLICY

, 2021
In this paper, China’s core inflation is defined as any price changes that are caused by the money supply.
Yushan Hu, Penglong Zhang
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Inflation targeting and core inflation [PDF]

Canadian Journal of Economics/Revue canadienne d'économique, 2005
Abstract.  This paper examines the interaction of core inflation and inflation targeting as a monetary policy regime. Interest in core inflation has grown because of inflation targeting. Core inflation is defined in numerous ways giving rise to many potential measures; this paper defines core inflation as the best forecaster of inflation.
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Core Inflation: A Critical Guide [PDF]

SSRN Electronic Journal, 2004
The term 'core inflation' is widely used by academics and central bankers. But despite its prevalence, there is neither a commonly accepted theoretical definition nor an agreed method of measuring it. The range of conceptual bases is potentially confusing, and can make the large number of available measures of core inflation difficult to interpret ...
Alan Mankikar, Jo Paisley
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Performance of Core Inflation Measures [PDF]

De Economist, 2001
This paper assesses the performance of core inflation measures based on the structural VAR approach. Since core or monetary inflation is not directly observable, we develop a monetary general equilibrium model that fits real aggregated European data and we use this model to generate time series for headline as well as core inflation. For five different
C.K. Folkertsma, K. Hubrich
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Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index

FEDS Notes, 2019
The goal of this note is to provide an assessment of two of the most commonly used indicators of core inflation: the PCE price index excluding food and energy (an exclusion index), and the Dallas Fed trimmed mean PCE price index (a central-tendency ...
Matteo Luciani, R. Trezzi
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Core Inflation

2001
La Banque du Canada a recours à l'inflation mesurée par l'indice de référence, c'est-à-dire le taux de variation sur douze mois de l'indice des prix à la consommation hors alimentation, énergie et effet des modifications des impôts indirects, pour la guider dans la conduite de la politique monétaire.
Hogan, Seamus, Johnson, Marianne, Laflèche, Thérèse   +2 more
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