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Core Inflation Measures and Statistical Issues in Choosing Among them
Silver, Mick - 2006
This paper provides an overview of statistical measurement issues relating to alternative measures of core inflation …, and the criteria for choosing among them. The approaches to measurement considered include exclusion-based methods …
Persistent link: https://www.econbiz.de/10014400370
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Measuring Liquidity in Financial Markets
Lybek, Tonny - 2002
This paper provides an overview of indicators that can be used to illustrate and analyze liquidity developments in financial markets. The measures include bid-ask spreads, turnover ratios, and price impact measures. They gauge different aspects of market liquidity, namely tightness (costs),...
Persistent link: https://www.econbiz.de/10014399617
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The Measurement of Central Bank Autonomy : Survey of Models, Indicators, and Empirical Evidence
Laurens, Bernard - 2006
This paper presents a survey of the literature on the measurement of central bank autonomy. We distinguish inputs that …
Persistent link: https://www.econbiz.de/10014399861
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Interest Rate Arbitrage in Currency Baskets : Forecasting Weights and Measuring Risk
Christoffersen, Peter F. - 1999
When constructing hedged interest rate arbitrage portfolios for basket currencies, two issues arise: first, how are the unknown future basket weights optimally forecasted from past exchange rate data? And, second, how is risk—in terms of the conditional variance of expected profits from the...
Persistent link: https://www.econbiz.de/10014400299
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Measuring Competitiveness
Neary, J. Peter - 2006
measures inspired by the economic theory of index numbers. The indices provide a theoretical benchmark for estimated real …
Persistent link: https://www.econbiz.de/10014400395
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Dissecting Saving Dynamics : Measuring Wealth, Precautionary, and Credit Effects
Carroll, Christopher - 2012
We argue that the U.S. personal saving rate’s long stability (from the 1960s through the early 1980s), subsequent steady decline (1980s - 2007), and recent substantial increase (2008 - 2011) can all be interpreted using a parsimonious ‘buffer stock’ model of optimal consumption in the...
Persistent link: https://www.econbiz.de/10014395705
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Macroeconomic Implications of Money Laundering
Quirk, Peter J. - 1996
This paper reviews the main analytical, empirical, and policy issues related to the macroeconomic implications of money laundering. The paper discusses, first, how money laundering can be measured, given that it is unobservable, and reports cross-section econometric estimates of the displacement...
Persistent link: https://www.econbiz.de/10014396228
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How large and persistent is the response of inflation to changes in retail energy prices?
Abdallah, Chadi; Kpodar, Kangni - 2020
We estimate the dynamic effects of changes in retail energy prices on inflation using a novel monthly database …, covering 110 countries over 2000:M1 to 2016:M6. We find that (i) inflation responds positively to retail energy price shocks … response of inflation to these shocks owing to differences in factors related to labor market flexibility, energy intensity …
Persistent link: https://www.econbiz.de/10012251990
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A volatility and persistence-based core inflation
Silva Filho, Tito Nícias Teixeira da; Figueiredo, … - 2015
Persistent link: https://www.econbiz.de/10011282718
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Robust measures of core inflation for Vietnam
Kalra, Sanjay; Bui Thi Trang Dzung - 2016
The paper develops robust measures of core inflation for Vietnam that can be used in policy making. These core … inflation measures (CIMs) are based on an analytical evaluation of the inflation process in Vietnam, and use a filtering … better. Among TMMs, 'one trim does not fit all periods'; periods of high and variable inflation require larger trims, and …
Persistent link: https://www.econbiz.de/10011436747