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Volumn 85, Issue 1, 2004, Pages 63-69

A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset

Author keywords

Core inflation; Factor models

Indexed keywords


EID: 4344632520     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2003.07.018     Document Type: Article
Times cited : (20)

References (13)
  • 4
    • 0001600765 scopus 로고    scopus 로고
    • Let's get real: A factor analytic approach to business cycle dynamics
    • Forni M. Reichlin L. Let's get real: a factor analytic approach to business cycle dynamics Review of Economic Studies 65 3 1998 453-473
    • (1998) Review of Economic Studies , vol.65 , Issue.3 , pp. 453-473
    • Forni, M.1    Reichlin, L.2
  • 7
    • 4344559837 scopus 로고    scopus 로고
    • Factor analysis using subspace factor models: Some theoretical results and an application to UK inflation forecasting
    • Working paper no. 466, Queen Mary University of London
    • Kapetanios G. 2002a. Factor analysis using subspace factor models: Some theoretical results and an application to UK inflation forecasting, Working paper no. 466, Queen Mary University of London.
    • (2002)
    • Kapetanios, G.1
  • 8
    • 4344709171 scopus 로고    scopus 로고
    • Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disagregated Price Index Dataset
    • Working paper no. 471, Queen Mary University of London
    • Kapetanios G. 2002b. Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disagregated Price Index Dataset, Working paper no. 471, Queen Mary University of London.
    • (2002)
    • Kapetanios, G.1
  • 9
    • 0020876896 scopus 로고
    • System identification, reduced order filters and modelling via canonical variate analysis
    • IEEE Service Center, Piscataway, New Jersey
    • Larimore W.E. System identification, reduced order filters and modelling via canonical variate analysis Proc. 1983 Amer. Control Conference vol. 2 1983 445-451 IEEE Service Center Piscataway, New Jersey
    • (1983) Proc. 1983 Amer. Control Conference , vol.2 , pp. 445-451
    • Larimore, W.E.1
  • 11
    • 0029507890 scopus 로고
    • Measuring core inflation
    • Quah D. Vahey S.P. Measuring core inflation Economic Journal 105 1995 1130-1144
    • (1995) Economic Journal , vol.105 , pp. 1130-1144
    • Quah, D.1    Vahey, S.P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.