Core Inflation Measures and Statistical Issues in Choosing Among Them /

This paper provides an overview of statistical measurement issues relating to alternative measures of core inflation, and the criteria for choosing among them. The approaches to measurement considered include exclusion-based methods, imputation methods, limited influence estimators, reweighting, and...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Silver, Mick
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 2006.
Sarja:IMF Working Papers; Working Paper ; No. 2006/097
Linkit:Full text available on IMF
LEADER 01803cas a2200241 a 4500
001 AALejournalIMF004109
008 230101c9999 xx r poo 0 0eng d
020 |c 5.00 USD 
020 |z 9781451863574 
022 |a 1018-5941 
040 |a BD-DhAAL  |c BD-DhAAL 
100 1 |a Silver, Mick. 
245 1 0 |a Core Inflation Measures and Statistical Issues in Choosing Among Them /  |c Mick Silver. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2006. 
300 |a 1 online resource (58 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper provides an overview of statistical measurement issues relating to alternative measures of core inflation, and the criteria for choosing among them. The approaches to measurement considered include exclusion-based methods, imputation methods, limited influence estimators, reweighting, and economic modeling. Criteria for judging which approach to use include credibility, control, deviations from a smoothed reference series, volatility, predictive ability, causality and cointegration tests, and correlation with money supply. Country practice can differ in how the approaches are implemented and how their appropriateness is assessed. There is little consistency in the results of country studies to readily suggest guidelines on accepted methods. 
538 |a Mode of access: Internet 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2006/097 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2006/097/001.2006.issue-097-en.xml  |z IMF e-Library