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International and interarea comparisons of income, output, and prices : [rev. papers from the CRIW Conference on International and Interarea Comparisons of Prices, Income, and Output held in Arlington, Va., Mar. 15 - 16, 1996]

Heston, Alan W. (contributor); Lipsey, Robert E. (contributor) - 1999

Persistent link: https://www.econbiz.de/10001369699

Divisia monetary aggregates for a heterogeneous euro area

Brill, Maximilian; Nautz, Dieter; Sieckmann, Lea - 2019 - This version: June 25, 2019

We introduce a Divisia monetary aggregate for the euro area that accounts for the heterogeneity across member countries both, in terms of interest rates and the decomposition of monetary assets. In most of the euro area countries, the difference between the growth rates of the country-specific...

Persistent link: https://www.econbiz.de/10012023395

The common component of CPI : an alternative measure of underlying inflation for Canada

Khan, Mikael; Morel, Louis; Sabourin, Patrick - 2013

In this paper, the authors propose a measure of underlying inflation for Canada obtained from estimating a monthly factor model on individual components of the CPI. This measure, labelled the common component of CPI, has intuitive appeal and a number of interesting features. In particular, it is...

Persistent link: https://www.econbiz.de/10010188184

Stable Price Level and Changing Prices

Suvanto, Antti; Hukkinen, Juhana - 2005

monthly data on Finland's Consumer Price Index and its components from the period covering the past eight and a half years …

Persistent link: https://www.econbiz.de/10014062757

Measuring CPI’s reliability : the stochastic approach to index numbers revisited

Liang, Kuo-yuan; Yen, Chen-hui - In: Applied economics 45 (2013) 19/21, pp. 2894-2908

Persistent link: https://www.econbiz.de/10010192365

Does money matter in the euro area? : evidence from a new Divisia index

Darvas, Zsolt M. - 2014

economic aggregatio and index number theory and aim to aggregate the money components by considering their transaction service …

Persistent link: https://www.econbiz.de/10010436735

The information content of monetary statistics for the Great Recession : evidence from Germany

Chen, Wenjuan; Nautz, Dieter - 2015

This paper introduces a Divisia monetary aggregate for Germany and explores its information content for the Great Recession. Divisia money and the corresponding simple sum aggregate are highly correlated in normal times but begin to diverge before the crisis. Out of sample forecast analysis and...

Persistent link: https://www.econbiz.de/10010529338

Monthly Output Index for the U.S. Transportation Sector

Lahiri, Kajal - 2019

We develop a monthly output index of the U.S. Transportation sector over 1980:1-2002:4 covering air, rail, water, truck … output index matches very well with the annual transportation output figures produced by the Bureau of Labor Statistics (BLS … synchronized with the growth slowdowns rather than full-fledged recessions of the U.S. economy. The index has led the peaks and …

Persistent link: https://www.econbiz.de/10012706332

Output sensitivity of inflation in the euro area : indirect evidence from disaggregated consumer prices

Fröhling, Annette; Lommatzsch, Kirsten - 2011

the COICOP 4-digit level and compare cyclical sensitivity of a newly created index of cyclically sensitive items (ICSP … food prices (both in prevalence and the estimated parameter of output sensitivity). The index of cyclically sensitive …

Persistent link: https://www.econbiz.de/10009382959

Output Sensitivity of Inflation in the Euro Area : Indirect Evidence from Disaggregated Consumer Prices

Fröhling, Annette - 2016

Persistent link: https://www.econbiz.de/10012991013