The Variance of a Core-Inflation Index

Eric Blankmeyer

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The Variance of a Core-Inflation Index

机译：核心通胀指数的方差

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What is core inflation and which commodities should be included in an index of core inflation? The debate on this topic has been ably summarized by Bryan and Cecchetti [Monetary Policy, ed. by N. Gregory Mankiw, 1994, 195-215]; Dolmas and Wynne [Federal Reserve Bank of Dallas Staff Papers No. 4, 2008]; Rich and Steindel [Federal Reserve Bank of New York Economic Policy Review , December 2007, 19-38]; and Silver [IMF Staff Papers 54 , 2007, 163-90]. Dolmas [Federal Reserve Bank of Dallas Staff Papers No. 7, 2009] has proposed that core inflation involves commodities whose logarithmic price changes exhibit persistence: significant positive autocorrelation, i.e., low-frequency, long-swing variation. One would then exclude from core inflation those commodities whose log price changes converge quickly to their means. They are characterized by autocorrelation that is weakly positive or even negative, and their power spectrum is concentrated at high frequencies.

机译：什么是核心通胀，哪些商品应包含在核心通胀指数中？ Bryan和Cecchetti [货币政策》（ed。 N. Gregory Mankiw，1994年，195-215]； Dolmas and Wynne [达拉斯联邦储备银行，职员文件，第4号，2008年]； Rich和Steindel [纽约联邦储备银行《经济政策评论》，2007年12月，第19-38页]；和Silver [IMF员工论文54，2007，163-90]。 Dolmas [达拉斯联邦储备银行，2009年第7号员工文件]提出，核心通货膨胀涉及价格对数变化呈现持久性的商品：显着的正自相关，即低频，长期波动。然后，人们会将原木价格变化迅速收敛至其均值的那些商品从核心通胀中排除。它们的特征是自相关弱正或什至负，并且它们的功率谱集中在高频。

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《Atlantic economic journal》 |2012年第2期|p.211-212|共2页
作者
Eric Blankmeyer;
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Department of Finance and Economics, McCoy College of Business Administration,Texas State University-San Marcos, 601 University Drive, San Marcos, TX 78666, USA;

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The Variance of a Core-Inflation Index

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