Departmental Bulletin Paper 金融政策における物価指標の検討 一般物価インフレ予測のためのコア・インフレーション指標の検討

工藤, 健

97 ( 1-4 )  , pp.1 - 29 , 2018-01-25 , 長崎大学経済学会
ISSN:02869101
Description
It is important to define the notion of price stability as a reference of monetary policy. Especially, core inflation indicators have been examined among economists and policymakers to predict the future inflation. In this research, we construct and examine two core inflation indicators : the “Edgeworth index” and the “sticky index”. As the results of our analysis, we can say that the “sticky index” is useful to predict the future inflation in the general price index and that the “Edgeworth index” fails to predict the future inflation.
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http://naosite.lb.nagasaki-u.ac.jp/dspace/bitstream/10069/37965/1/Keizai97_1_1.pdf

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