The measurement of core inflation can be carried out by optimal signal extraction techniques based on the multivariate … specialisations of the model: the core inflation measure becomes the optimal estimate of the common trend in a multivariate time … series of inflation rates for a variety of goods and services, or it becomes a minimum variance linear combination of the …

Inflation (PCCI), a measure of underlying inflation in the euro area. The PCCI reflects the view that underlying inflation … component of inflation. Methodologically, it relies on a generalised dynamic factor model estimated on a large set of … disaggregated HICP inflation rates for 12 euro area countries. For each individual inflation rate, we estimate a low …

There is a relationship between the fiscal deficit and inflation, which was confirmed empirically in several studies … conducted in many countries. Sri Lanka has been encountering the problem of inflation for the recent years. But in Sri Lanka … of this study was to test the impact of fiscal deficit on inflation in Sri Lanka. For this study, the annual time series …