The issue of whether the official Statistics Canada Consumer Price Index provides an adequate measure of inflation for … official CPI series. …

In this paper we model monthly UK inflation and find that there is some small but significant autocorrelation …, particularly at 12 months. We find that this autocorrelation in monthly inflation leads to significant persistence in the headline … annual inflation figure. A one-off shock to monthly inflation will have an effect on the headline figure equal to 10% of the …

The hierarchical structure of the Colombian Consumer Price Index (CPI) makes possible to calculate inflation as a … linear combination of its subcomponents. We use SARIMA models to forecast each component of CPI and construct an forecast of … inflation using a lineal combination of the forecasts of these components, i.e. a "bottom to top" approach. In this paper, we …

In this paper we model monthly UK inflation and find that there is some small but significant autocorrelation …, particularly at 12 months. We find that this autocorrelation in monthly inflation leads to significant persistence in the headline … annual inflation figure. A one-off shock to monthly inflation will have an effect on the headline figure equal to 10% of the …

the purposes of the consumer price index (CPI). The cost of housing composes both the cost of owner occupier housing (OOH … consistent with its usage in the CPI. The proposed approach also benefits from the usage of existing rental indices, which are …

the purposes of the consumer price index (CPI). The cost of housing composes both the cost of owner occupier housing (OOH … consistent with its usage in the CPI. The proposed approach also benefits from the usage of existing rental indices, which are …

The hierarchical structure of the Colombian Consumer Price Index (CPI) makes possible to calculate inflation as a … linear combination of its subcomponents. We use SARIMA models to forecast each component of CPI and construct an forecast of … inflation using a lineal combination of the forecasts of these components, i.e. a "bottom to top" approach. In this paper, we …

–2012. We examine China’s consumer price index (CPI), import price index (IPI) and producer price index (PPI) by using time …

This paper investigates the use of dynamic factor model for forecasting headline and core inflation as well as food … results confirm that including current information extracted from data-rich environment improves inflation forecast precision …

the consumer price index (CPI). Instructors can use the experiment as an introduction to the topic of inflation and how it … their class. They use their index to practice calculating inflation rates and to consider the strengths and weaknesses of … is measured. The exercise also provides a concrete example of the sources of bias in the CPI, promoting discussion of the …