Estimation and evaluation of core inflation measures

C-Tier
Journal: Applied Economics
Year: 2011
Volume: 43
Issue: 25
Pages: 3619-3629

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

This article estimates and evaluates different measures of core inflation for India by employing statistical and econometric approaches. We estimate Wholesale Price Index (WPI) ex-food, WPI ex-food and energy, 20% asymmetric trimmed mean, 63rd percentile and Structural Vector Autoregression (SVAR) measures of core inflation. The trimmed mean, 63rd percentile and SVAR measures are unbiased, less volatile and highly correlated to headline inflation. The predictive accuracy of the different core inflation measures used in this article is assessed. The overall result suggests that a 20% asymmetric trimmed mean and SVAR measures of core inflation can be useful for the policy purposes.

Technical Details

RePEc Handle
repec:taf:applec:v:43:y:2011:i:25:p:3619-3629
Journal Field
General
Author Count
2
Added to Database
2026-01-24