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Applied Economics Letters Volume 14, 2007 - Issue 3
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Original Articles

A structural common factor approach to core inflation estimation and forecasting

Claudio Morana Department of Economic Sciences and Quantitative Methods, University of Piemonte Orientale, Italy and International Centre for Economic Research (ICER), Italy E-mail: [email protected]
Pages 163-169 | Published online: 21 Feb 2007

Citations (8)

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Read on this site (3)

Franz Ruch, Mehmet Balcilar, Rangan Gupta & Mampho P. Modise. (2020) Forecasting core inflation: the case of South Africa. Applied Economics 52:28, pages 3004-3022.
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Wojciech Charemza & Imran Husssain Shah. (2013) Stability price index, core inflation and output volatility. Applied Economics Letters 20:8, pages 737-741.
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P. S. Sephton. (2010) On the empirical size of Nielsen's multivariate likelihood ratio test of fractional integration. Applied Economics 42:13, pages 1671-1679.
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Articles from other publishers (5)

Claudio Morana. (2023) Euro area inflation and a new measure of core inflation. Research in Globalization 7, pages 100159.
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Claudio Morana. (2023) Euro Area Inflation and a New Measure of Core Inflation. SSRN Electronic Journal.
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Richard T. Baillie & Claudio Morana. (2012) Adaptive ARFIMA models with applications to inflation. Economic Modelling 29:6, pages 2451-2459.
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Alessandro Cavallero. (2011) The convergence of inflation rates in the EU-12 area: A distribution dynamics approach. Journal of Macroeconomics 33:2, pages 341-357.
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Bent Jesper Christensen & Paolo Santucci de Magistris. (2010) Level Shifts in Volatility and the Implied-Realized Volatility Relation. SSRN Electronic Journal.
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