The evasive predictive ability of core inflation
Publicada el lunes, 11 de enero de 2016 | Actualizada el domingo, 15 de julio de 2018
Documento número 15/34
The evasive predictive ability of core inflation
Resumen
We explore the ability of traditional core inflation –consumer prices excluding food and energy–to predict headline CPI annual inflation. We analyze a sample of OECD and non-OECD economies using monthly data from January 1994 to March 2015. Our results indicate that sizable predictability emerges for a small subset of countries.
Geografías
- Etiquetas de Geografía
- Latam
Temáticas
- Etiquetas de Temática
- Análisis Macroeconómico
Etiquetas
Autores
Jose Luis Nolazco
Pablo Pincheira
Jorge Selaive
Documentos y archivos
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