1.

Record Nr.

UNINA9910788408503321

Autore

Silver Mick

Titolo

Core Inflation Measures and Statistical Issues in Choosing Among Them / / Mick Silver

Pubbl/distr/stampa

Washington, D.C. : , : International Monetary Fund, , 2006

ISBN

1-4623-1752-9

1-4527-4207-3

1-283-51312-9

9786613825575

1-4519-0891-1

Descrizione fisica

1 online resource (58 p.)

Collana

IMF Working Papers

Soggetti

Inflation (Finance) - Econometric models

Finance - Econometric models

Inflation

Macroeconomics

Money and Monetary Policy

Price Level

Deflation

Monetary Policy

Monetary economics

Consumer price indexes

Inflation targeting

Price indexes

Prices

Monetary policy

United Kingdom

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

"April 2006."

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

""Contents""; ""I. INTRODUCTION""; ""II. CONCEPTS AND PRACTICAL ISSUES""; ""III. SOURCES OF ERROR AND BIAS IN A CPI""; ""IV. THE METHODS""; ""V. HOW TO CHOOSE AMONG METHODS: JUDGING WHICH



IS BEST""; ""VI. CONCLUDING REMARKS""; ""REFERENCES""

Sommario/riassunto

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.