In modern finance, social investment portfolios have attracted the attention of researchers,
investors, and practitioners. Regarding the long-term nature of this investment, the selection …

Abstract Theory and extant empirical evidence suggest that the cross-sectional asymmetry
across disaggregated price indexes might be useful in forecasting aggregate inflation …

Policymakers tend to focus on core inflation measures because they are thought to be better
predictors of total inflation over time horizons of import to policymakers. We find little support …

This paper focuses on modeling and forecasting inflation in India using an augmented
Phillips curve framework. Both demand and supply factors are seen as drivers of inflation …

It is the desire of the policy makers in a country is to have access to reliable forecast of
inflation rate. This is achievable if an appropriate model with high predictive accuracy is …

Abstract “Core” PCE inflation—that is, inflation in PCE-ex-food-and-energy—is widely used
as an estimate of trend inflation. But it is long overdue for replacement. The original rationale …

This paper reinvestigates the performance of trimmed-mean inflation measures some 20
years since their inception, asking whether there is a particular trimmed mean measure that …

We explore the ability of core inflation to predict headline CPI annual inflation for a sample of
eight developing economies in Latin America over the period January 1995–May 2017. Our …

This paper examines a number of alternative PCE price inflation measures including overall
PCE inflation, PCE inflation excluding food and energy, trimmed mean PCE inflation …

In addition to GDP, which is measured using expenditure data, the US national income and
product accounts (NIPAs) provide a variety of measures of economic activity, including gross …