A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset

DOI10.1016/j.econlet.2003.07.018zbMath1254.91597OpenAlexW3125332707MaRDI QIDQ1927587

George Kapetanios

Publication date: 1 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2003.07.018

zbMATH Keywords

factor modelscore inflation

Mathematics Subject Classification ID

Point estimation (62F10) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

Related Items (7)

Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling ⋮ Dynamic factor models ⋮ Parametric estimation of long memory in factor models ⋮ Efficient estimation of nonstationary factor models ⋮ Large dimension forecasting models and random singular value spectra ⋮ Variable selection in regression models using nonstandard optimisation of information criteria ⋮ Forecasting linear dynamical systems using subspace methods

Cites Work

• Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
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