Denoised Inflation: A New Measure of Core Inflation
Existing measures of core inflation ignore a part of ‘should be’ the core inflation. Exclusion based measures ‘exclude’ a part of persistent inflation inherently existing in the excluded part whereas filter based measures ‘filter-out’ the cyclical part also rather than the irregular component only....
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2020-05-01
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| Series: | Journal of Central Banking Theory and Practice |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/jcbtp-2020-0017 |