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A Review of Core Inflation and an Evaluation of its Measures
12 references·7 citing·38 second hop
A Review of Core Inflation and an Evaluation of its Measures (2006)A Review of Core Inflation and an Evaluat…Core Inflation: A Review of Some Conceptual Issues (2008)Core Inflation: A Review of S…Weighted Median Inflation: Is This Core Inflation? (2004)Weighted Median Inflation: Is…Evaluating core inflation indicators (2002)Evaluating core inflation ind…Comparing Measures of Core Inflation (2002)Comparing Measures of Core In…A Simple Adaptive Measure of Core Inflation (2002)A Simple Adaptive Measure of …Comparing Measures of Core Inflation (2001)Comparing Measures of Core In…The unreliability of inflation indicators (2000)The unreliability of inflatio…Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…Predictive tests for structural change with unknown breakpoint (1998)Predictive tests for structur…Measuring Core Inflation (1993)Measuring Core InflationThe Impact of Aggregate Demand on Prices (1975)The Impact of Aggregate Deman…Alternative Responses of Policy to External Supply Shocks (1975)Alternative Responses of Poli…Core Inflation and Trend Inflation (2015)Core Inflation and Trend Infl…Core Measures of Inflation as Predictors of Total Inflation (2011)Core Measures of Inflation as…Using wavelets to measure core inflation: The case of New Zealand (2010)Using wavelets to measure cor…Estimating the Common Trend Rate of Inflation for Consumer Prices and Consumer Prices Excluding Food and Energy Prices (2008)Estimating the Common Trend R…The Evolving Inflation Process: An Overview (2007)The Evolving Inflation Proces…U.S. CORE INFLATION: A WAVELET ANALYSIS (2006)U.S. CORE INFLATION: A WAVELE…The Performance of Trimmed Mean Measures of Underlying Inflation (2006)The Performance of Trimmed Me…Measuring Core Inflation (1995)Relative-Price Changes as Aggregate Supply Shocks (1995)Phillips Curve Inflation Forecasts (2008)Inflation Dynamics and the Great Recession (2011)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (1992)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2006)Learning, forecasting and structural breaks (2008)Structural Breaks in Financial Time Series (2009)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Postwar U.S. Business Cycles: An Empirical Investigation (1997)A Core Inflation Indicator for the Euro Area (2005)Expected Returns in Treasury Bonds (2015)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Critical Values for Cointegration Tests (2010)REGIONAL ECONOMIC OUTLOOK (2011)Does the Net Present Value as a Financial Metric Fit Investment in Green Energy Security? (2022)Nobel Lecture: Inflation and Unemployment (1977)Monetary Policy in the Euro Area (2001)Value at Risk Models in Finance (2003)Core Inflation and Trend Inflation (2016)A Panic Attack on Unit Roots and Cointegration (2001)A Comparison of Measures of Core Inflation (2007)Inflation responses to commodity price shocks – How and why do countries differ? (2016)Energy Prices, Inflation, and Recession, 1974-1975 (1979)Combining competing forecasts of inflation using a bivariate arch model (1984)A SURVEY OF THE EFFECTS OF THE MINIMUM WAGE ON PRICES (2008)The Fall and Rise of Keynesian Economics* (1988)Business Cycles and the Oil Market (1994)Slack and Cyclically Sensitive Inflation (2020)The Band Pass Filter (1999)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Forecasting US inflation by Bayesian model averaging (2008)Gold prices, cost of carry, and expected inflation (2009)Gold as an inflation hedge in a time-varying coefficient framework (2012)
this work references cited by second hop

References

  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 1993Measuring Core Inflation374 cited
  • 2002A Simple Adaptive Measure of Core Inflation229 cited
  • 2008Core Inflation: A Review of Some Conceptual Issues217 cited
  • 1975Alternative Responses of Policy to External Supply Shocks167 cited
  • 2001Comparing Measures of Core Inflation129 cited
  • 1975The Impact of Aggregate Demand on Prices118 cited
  • 2000The unreliability of inflation indicators102 cited
  • 2002Evaluating core inflation indicators90 cited
  • 1998Predictive tests for structural change with unknown breakpoint86 cited
  • 2004Weighted Median Inflation: Is This Core Inflation?83 cited
  • 2002Comparing Measures of Core Inflation45 cited

Cited by

  • 2015Core Inflation and Trend Inflation38 cited
  • 2008Estimating the Common Trend Rate of Inflation for Consumer Prices and Consumer Prices Excluding Food and Energy Prices33 cited
  • 2007The Evolving Inflation Process: An Overview31 cited
  • 2006The Performance of Trimmed Mean Measures of Underlying Inflation

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29 cited
  • 2011Core Measures of Inflation as Predictors of Total Inflation26 cited
  • 2006U.S. CORE INFLATION: A WAVELET ANALYSIS18 cited
  • 2010Using wavelets to measure core inflation: The case of New Zealand17 cited