Triple-Filter core inflation: a measure of the inflation trajectory

dc.creatorFerreira, Pedro Costa
dc.creatorMattos, Daiane Marcolino de
dc.creatorArdeo, Vagner Laerte
dc.date2017-12-22
dc.date.accessioned2023-08-31T21:38:07Z
dc.date.available2023-08-31T21:38:07Z
dc.identifierhttps://periodicos.fgv.br/rbe/article/view/64704
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/8560170
dc.descriptionIn 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.en-US
dc.formatapplication/pdf
dc.languageeng
dc.publisherEGV EPGEpt-BR
dc.relationhttps://periodicos.fgv.br/rbe/article/view/64704/70393
dc.rightsCopyright (c) 2017 Revista Brasileira de Economiapt-BR
dc.sourceRevista Brasileira de Economia; Vol. 71 No. 4 (2017): OUT-DEZ; 397-411en-US
dc.sourceRevista Brasileira de Economia; v. 71 n. 4 (2017): OUT-DEZ; 397-411pt-BR
dc.source1806-9134
dc.source0034-7140
dc.subjectCPIen-US
dc.subjectcore inflationen-US
dc.subjectsmoothed trimmed meanen-US
dc.subjectmoving averageen-US
dc.subjectseasonal adjustmenten-US
dc.titleTriple-Filter core inflation: a measure of the inflation trajectoryen-US
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion
dc.typeArticlesen-US
dc.typeArtigospt-BR


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