EconPapers    
Economics at your fingertips  
 

Developing an underlying inflation gauge for China

Marlene Amstad, Ye Huan and Guonan Ma

Working Papers from Bruegel

Abstract: 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...

Date: 2014-10
New Economics Papers: this item is included in nep-cba, nep-mac, nep-mon and nep-tra
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed

Downloads: (external link)
https://www.bruegel.org/wp-content/uploads/importe ... ons/WP_2014_11-2.pdf (application/pdf)

Related works:
Working Paper: Developing an underlying inflation gauge for China (2018) Downloads
Working Paper: Developing an underlying inflation gauge for China (2014) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bre:wpaper:853

Access Statistics for this paper

More papers in Working Papers from Bruegel Contact information at EDIRC.
Bibliographic data for series maintained by Bruegel ().

 
Page updated 2020-06-05
Handle: RePEc:bre:wpaper:853