Hidden Bibliographic Details
| Other authors / contributors: | International Monetary Fund. Statistics Department.
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| ISBN: | 9781451908916
1451908911
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| Digital file characteristics: | data file
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| Notes: | Includes bibliographical references.
Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2010.
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212
digitized 2010 HathiTrust Digital Library committed to preserve
Print version record.
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| Summary: | 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.
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| Other form: | Print version: Silver, M.S. Core inflation measures and statistical issues in choosing among them. [Washington, D.C.] : International Monetary Fund, Statistics Dept, 2006
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