Developing an underlying inflation gauge for China
Ye Huan and
Working Papers from Bruegel
This paper develops a new underlying inflation gauge (UIG) for China which differentiates between trend and noise, is available daily and uses a broad set of variables that potentially influence inflation. Its construction follows the works at other major central banks, adopts the methodology of a dynamic factor model that extracts the lower frequency components as developed by Forni et al (2000) and draws on the experience of the People’s...
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Working Paper: Developing an underlying inflation gauge for China (2018)
Working Paper: Developing an underlying inflation gauge for China (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:bre:wpaper:853
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