Weighted median inflation: Is this core inflation?

Journal of Money, Credit and Banking

Volumn 36, Issue 2, 2004, Pages 253-263

  Smith, Julie K ^a  

^a TRINITY UNIVERSITY   (United States)

Author keywords

Core inflation; Inflation forecasting; Weighted median inflation

Indexed keywords

EID: 2442449544     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1353/mcb.2004.0014     Document Type: Article

References (14)

1. Alvarez, Luis J., and M. de los Llano Matea (1999). "Underlying Inflation Measures in Spain." Paper presented at the Meeting of Central Bank Model Builders, Bank of International Settlements, Basel, Switzerland. February 1999.
2. Apel, Mikael, and Per Jansson (1999). "A Parametric Approach for Estimating Core Inflation and Interpreting the Inflation Process." Working Paper S-103. Sveriges Riksbank, Stockholm.
3. Blinder, Alan S. (1982). "The Anatomy of Double-Digit Inflation." In Inflation: Causes and Effects, edited by Robert E. Hall, pp. 261-282. Chicago: University of Chicago Press.
4. Blinder, Alan S. (1997). "Commentary on Measuring Short-Run Inflation for Central Bankers." Review. Federal Reserve Bank of St. Louis (May/June 1997), 157-160.
5. Bryan, Michael F., and Stephen G. Cecchetti (1994). "Measuring Core Inflation." In Monetary Policy, edited by N. Gregory Mankiw, pp. 195-215. Chicago: University of Chicago Press.
6. Bryan, Michael F., Stephen G. Cecchetti, and Rodney L. Wiggins II (1997). "Efficient Inflation Estimators." National Bureau of Economic Research Working Paper No. 6183.
7. Cockerell, Lynne (1999). "Measures of Inflation and Inflation Targeting in Australia." Paper presented at the Meeting of Central Bank Model Builders, Bank of International Settlements, Basel, Switzerland. February 1999.
8. Eckstein, Otto (1981). Core Inflation. Englewood Cliffs, NJ: Prentice Hall.
9. Freeman, Donald G. (1998). "Do Core Inflation Measures Help Forecast Inflation?" Economics Letters 58, 143-147.
10. Johnson, Marianne (1999). "Core Inflation: A Measure of Inflation for Policy Purposes." Paper presented at the Meeting of Central Bank Model Builders, Bank of International Settlements, Basel, Switzerland. February 1999.
11. Newey, Whitney, and Kenneth West (1987). "A Simple Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix." Econometrica 55, 703-708.
12. Poirier, Dale J. (1995). Intermediate Statistics and Econometrics. Cambridge, MA: MIT Press.
13. Stewart, Kenneth J., and Stephen B. Reed (1999). "Consumer Price Index Research Series Using Current Methods, 1978-98." Monthly Labor Review 122, 29-38.
14. Stock, James H., and Mark W. Watson (1999). "Forecasting Inflation." Journal of Monetary Economics 44, 293-335.