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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

References

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  • Nicoletti Altimari , S . 2001 . Does Money Lead Inflation in the Euro Area? . ECB Working Paper Series No. 63
  • Robinson , PM and Yajima , Y . 2002 . Determination of cointegrating rank in fractional systems . Journal of Econometrics , 106 : 217 – 41 .
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