| 来源类型 | Working Paper |
| 规范类型 | 工作论文 |
| Developing an underlying inflation gauge for China | |
| Marlene Amstad; Ye Huan; Guonan Ma | |
| 发表日期 | 2014-10-08 |
| 出版年 | 2014 |
| 语种 | 英语 |
| 概述 | This paper develops a new underlying inflation gauge (UIG) for China which differentiates between trend and noise, is available daily and uses a broad set of variables that potentially influence inflation. Its construction follows the works at other major central banks, adopts the methodology of a dynamic factor model that extracts the lower frequency components as developed by Forni et al (2000) and draws on the experience of the People’s Bank of China in modelling inflation. |
| 摘要 | This paper develops a new underlying inflation gauge (UIG) for China which differentiates between trend and noise, is available daily and uses a broad set of variables that potentially influence inflation. Its construction follows the works at other major central banks, adopts the methodology of a dynamic factor model that extracts the lower frequency components as developed by Forni et al (2000) and draws on the experience of the People’s Bank of China in modelling inflation. |
| 主题 | Global Economics & Governance |
| 关键词 | Asia China emerging economies inflation |
| URL | https://bruegel.org/2014/10/developing-an-underlying-inflation-gauge-for-china/ |
| 来源智库 | Bruegel (Belgium) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/429478 |
| 推荐引用方式 GB/T 7714 | Marlene Amstad,Ye Huan,Guonan Ma. Developing an underlying inflation gauge for China. 2014. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| Screen_Shot_2014-10-（260KB） | 智库出版物 | 限制开放 | CC BY-NC-SA |  浏览 | ||
| WP_2014_11-2.pdf（3453KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
| 文件名： | Screen_Shot_2014-10-09_at_14.04.10.png |
| 格式： | image/png |
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