Connectionist-based rules describing the pass-through of individual goods prices into trend inflation in the United States

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 117
Issue: 1
Pages: 174-177

Authors (3)

Anderson, Richard G. (Lindenwood University) Binner, Jane M. (not in RePEc) Schmidt, Vincent A. (not in RePEc)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

This paper examines the inflation “pass-through” problem in American monetary policy, defined as the relationship between changes in the growth rates of individual goods and the subsequent economy-wide rate of growth of consumer prices. Initial relationships are established with Granger causality tests robust to structural breaks. A feedforward artificial neural network (ANN) is used to approximate the functional relationship between selected component subindexes and the headline CPI. Moving beyond the ANN “black box”, we illustrate how decision rules can be extracted from the network.

Technical Details

RePEc Handle
repec:eee:ecolet:v:117:y:2012:i:1:p:174-177
Journal Field
General
Author Count
3
Added to Database
2026-01-24