Amstad, M., Potter, S. M. and Rich, R. (2014), “The FRBNY staff underlying inflation gauge: UIG”, Federal Reserve Bank of New York Staff Report, No 672, Federal Reserve Bank of New York, New York, April.
Andersson, M., Szörfi, B., Tóth, M. and Zorell, N. (2018), “Potential output in the post-crisis period”, Economic Bulletin, Issue 7, ECB, Frankfurt am Main.
Andrle, M., Bruha, J. and Solmaz, S. (2013), “Inflation and Output Comovement in the Euro Area; Love at Second Sight?”, IMF Working Papers, No 13/192, International Monetary Fund, September.
Bai, J. and Ng, S. (2002), “Determining the Number of Factors in Approximate Factor Models”, Econometrica, Vol. 70, No 1, January, pp. 191-221.
- Blinder, A. (1997), “Commentary”, Federal Reserve Bank of St. Louis Review, May-June, pp. 157-60.
Paper not yet in RePEc: Add citation now
Bry, G. and Boschan, C. (1971), Cyclical Analysis of Time Series: Procedures and Computer Programs, NBER Books, National Bureau of Economic Research, New York.
Bryan, M. and Cecchetti, S. (1993), “The Consumer Price Index as a Measure of Inflation”, Federal Reserve Bank of Cleveland Economic Review, Vol. 29, No 4, pp.
Chan, J. C., Clark, T. E. and Koop, G. (2018), “A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations”, Journal of Money, Credit and Banking, Vol. 50, No 1, pp. 5-53.
Clark, T. E. (2001), “Comparing Measures of Core Inflation”, Economic Review, Federal Reserve Bank of Kansas City, second quarter.
Clark, T. E. and Doh, T. (2014), “Evaluating alternative models of trend inflation”, International Journal of Forecasting, Vol. 30, No 3, pp. 426-448.
Cogley, T. and Sargent, T. J. (2005), “Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S”, Review of Economic Dynamics, Vol. 8, No 2, pp.
Cogley, T., Primiceri, G. E. and Sargent, T. J. (2010), “Inflation-Gap Persistence in the US”, American Economic Journal: Macroeconomics, Vol. 2, No 1, pp. 43-69, January.
Cristadoro, R., Forni, M., Reichlin, L. and Veronese, G. (2005), “A core inflation indicator for the euro area”, Journal of Money, Credit and Banking, Vol. 37, No 3, pp.
- Draghi, M. (2015), Introductory statement to the press conference, ECB, 15 April 2015.
Paper not yet in RePEc: Add citation now
- ECB (2001), “Measures of underlying inflation in the euro area”, Monthly Bulletin, July.
Paper not yet in RePEc: Add citation now
- ECB (2007), “Measuring and assessing the impact of administered prices on HICP inflation”, Monthly Bulletin, May.
Paper not yet in RePEc: Add citation now
- ECB (2013), “Are sub-indices of the HICP measures of underlying inflation?”, Monthly Bulletin, December.
Paper not yet in RePEc: Add citation now
- ECB (2017), “Assessing labour market slack”, Economic Bulletin, Issue 3.
Paper not yet in RePEc: Add citation now
- ECB (2020), Economic Bulletin, Issue 4.
Paper not yet in RePEc: Add citation now
- Eckstein, O. (1981), Core Inflation, Prentice-Hall, Englewood Cliffs, NJ.
Paper not yet in RePEc: Add citation now
Ehrmann, M., G. Ferrucci, M. Lenza and D. O’Brien (2018), “Measures of underlying inflation for the euro area”, Economic Bulletin, Issue 4, ECB, Frankfurt am Main.
Forni, M., Hallin, M., Lippi, M. and Reichlin, L. (2000), “The generalized dynamic-factor model: Identification and estimation”, Review of Economics and Statistics, Vol. 82, No 4, pp. 540-554.
Forni, M., Hallin, M., Lippi, M. and Reichlin, L. (2005), “The generalized dynamic factor model”, Journal of the American Statistical Association, Vol. 100, No 471, pp.
Garnier, C., Mertens, E. and Nelson, E. (2015), “Trend Inflation in Advanced Economies”, International Journal of Central Banking, Vol. 11, No 4, pp. 65-136, September.
Kirker, M. (2010), “What drives core inflation? A dynamic factor model analysis of tradable and nontradable prices”, Reserve Bank of New Zealand Discussion Paper, No 13.
- Lagarde, C. (2020), Introductory statement to the press conference, ECB, 4 June 2020.
Paper not yet in RePEc: Add citation now
- Luciani, M. (2020), “Common and Idiosyncratic Inflation”, Finance and Economics Discussion Series, No 2020-024, Board of Governors of the Federal Reserve System, Washington.
Paper not yet in RePEc: Add citation now
Machado, J. F., Marques, C. R., Neves, P. D. and da Silva, A. G. (2001), “Using the First Principal Component as a Core Inflation Indicator”, Working Paper, Banco de Portugal, No 9-01.
Mertens, E. (2016), “Measuring the Level and Uncertainty of Trend Inflation”, Review of Economic Statistics, Vol. 98, No 5, pp. 950-967.
Peach, R., Rich, R. W. and Linder, M. H. (2013), “The parts are more than the whole: separating goods and services to predict core inflation”, Current Issues in Economics and Finance, Federal Reserve Bank of New York, Vol. 19, No 7, August.
Rich, R. W. and Steindel, C. (2007), “A Comparison of Measures of Core Inflation”, Economic Policy Review, Federal Reserve Bank of New York, December.
- Stock, J. H. and Watson, M. W. (2016), “Trend and Core Inflation”, Review of Economics and Statistics, Vol. 98, No 4, pp. 770-784.
Paper not yet in RePEc: Add citation now
- Stock, J. H. and Watson, M. W. (2019a), “Slack and Cyclically Sensitive Inflation”, NBER Working Papers, No 25987, National Bureau of Economic Research.
Paper not yet in RePEc: Add citation now
- Stock, J. H. and Watson, M. W. (2019b), “Trend, Seasonal, and Sectoral Inflation in the Euro Area”, Working Papers Central Bank of Chile, No 847, Central Bank of Chile.
Paper not yet in RePEc: Add citation now
Wynne, M. A. (2008), “Core Inflation: A Review of Some Conceptual Issues”, Federal Reserve Bank of St. Louis Review, Vol. 90, No 3, pp. 205-28, May/June.