Cross-Sectional Inflation Asymmetries And Core Inflation: A Comment On Bryan And Cecchetti

A-Tier
Journal: Review of Economics and Statistics
Year: 1999
Volume: 81
Issue: 2
Pages: 199-202

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper reexamines the evidence relating core inflation to cross-sectional inflation asymmetry using statistical measures that are robust to the criticism of Bryan and Cecchetti. The results here suggest that there does exist significant positive correlation between core inflation and cross-sectional inflation asymmetry, but only at the monthly frequency. Furthermore, a sampling problem is highlighted which underscores the importance of careful Monte Carlo analysis when exact small-sample distributions are unknown. © 1999 by the President and Fellows of Harvard College and the Massachusetts Institute of Technology

Technical Details

RePEc Handle
repec:tpr:restat:v:81:y:1999:i:2:p:199-202
Journal Field
General
Author Count
1
Added to Database
2026-01-29