文章基本信息

标题：Triple-Filter core inflation: a measure of the inflation trajectory
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作者：Pedro Costa Ferreira ; Daiane Marcolino de Mattos ; Vagner Laerte Ardeo 等
期刊名称：Revista Brasileira de Economia
印刷版ISSN：0034-7140
出版年度：2017
卷号：71
期号：4
页码：397-411
语种：English
出版社：Escola de Pós-Graduação em Economia da FGV
其他摘要：In countries with high inflation, as is the case of Brazil, the traditional cores inflation do not seem to deliver much information about the general level of prices. Therefore, we present a new measure, the Triple-Filter core inflation, which filters inflation in three ways: trimmed mean with smoothed items, seasonal adjustment and moving averages. The results allow us to say that the Triple-Filter core inflation, in addition to providing more information about the inflation trajectory than traditional core inflation, provides a more up-to-date view on the state of inflation than the accumulated inflation over 12 months.
关键词：CPI; core inflation; smoothed trimmed mean; moving average; seasonal adjustment