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Efficient inflation estimation

Author

Listed:
  • Michael F. Bryan
  • Stephen G. Cecchetti
  • Rodney L. Wiggins

Abstract

An investigation of the use of trimmed means as high-frequency estimators of inflation.

Suggested Citation

  • Michael F. Bryan & Stephen G. Cecchetti & Rodney L. Wiggins, 1997. "Efficient inflation estimation," Working Papers (Old Series) 9707, Federal Reserve Bank of Cleveland.
    • Handle: RePEc:fip:fedcwp:9707
    DOI: 10.26509/frbc-wp-199707
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    References listed on IDEAS

    as
    1. Balke, Nathan S. & Wynne, Mark A., 2000. "An equilibrium analysis of relative price changes and aggregate inflation," Journal of Monetary Economics, Elsevier, vol. 45(2), pages 269-292, April.
    2. Michael F. Bryan & Stephen G. Cecchetti, 1994. "Measuring Core Inflation," NBER Chapters, in: Monetary Policy, pages 195-219, National Bureau of Economic Research, Inc.
    3. Andrew Caplin & John Leahy, 1991. "State-Dependent Pricing and the Dynamics of Money and Output," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 106(3), pages 683-708.
    4. Caballero, Ricardo J & Engel, Eduardo M R A, 1991. "Dynamic (S, s) Economies," Econometrica, Econometric Society, vol. 59(6), pages 1659-1686, November.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Inflation (Finance); Consumer price indexes;

    JEL classification:

    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

    Statistics

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