A measure of core inflation in the UK

We develop a measure of core inflation in the UK over the period January1987 - December 1998, following the work of Bryan and Cecchetti (1996),Bryan, Cecchetti and Wiggins (1997) and Roger (1997). Disaggregation is into85 price categories. Given the high kurtosis of the price change distribution ove...

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Bibliographic Details
Main Author: Andrade, Isabel C. (author)
Other Authors: O'Brien, Raymond J. (author)
Format: workingPaper
Language:eng
Published: 2010
Subjects:
Online Access:http://hdl.handle.net/10400.5/2742
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/2742