This paper proposes a new core inflation indicator for the euro area, obtained
by'cleaning'monthly price changes from short-run volatility, idiosyncratic, and measurement …

This paper proposes testable conditions for core inflation measures and uses these
conditions to evaluate three widely used core inflation indicators for the United States: the …

This paper analyses the series of core inflation measured by five methods and finds that CPI
excluding food and energy, weighted median and symmetrically trimmed mean aren't fit for …

In this paper the long-run trend in CPI inflation (core inflation) for the US over the 1960–2000
period is estimated using a common trends model. In this framework, core inflation is …

Our study examined the disaggregation of inflation components in Nigeria using the stacked
ensemble approach, a machine learning algorithm capable of compensating the weakness …

This paper has two objectives. First of all, it proposes a dynamic scenario analysis approach,
which is a revised version of extended anomaly relaxation (EFAR) model [J. Operat. Res …

In this paper, we propose a correlation-based test for the evaluation of two competing
forecasts. Under the null hypothesis of equal correlations with the target variable, we derive …

This Paper proposes an index of core inflation for the euro area which exploits information
from a large panel of time series on disaggregated prices, industrial production, labour …

Abstract Defining price stability The Harmonized Index of Consumer Prices (HICP) is at the
core of the monetary policy strategy of the European Central Bank (ECB). It is the basis for …

This paper proposes the use of Bayesian Causal Maps (BCM's) to analyze the complex
structure of inflation in Turkey. In this study, a model of inflation is initially structured using a …