TY  - UNPD
A1  - Hahn, Elke
T1  - Core inflation in the Euro area : evidence from the structural VAR approach
T2  - Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2001,09
N2  - Against the difficult background of analysing aggregated data in this paper core inflation in the euro area is estimated by means of the structural vector autoregressive approach. We demonstrate that the HICP sometimes seems to be a misleading indicator for monetary policy in the euro area. We furthermore compare our core inflation measure to the wide-spread "ex food and energy" measure, often referred to by the ECB. In addition we provide evidence that our measure is a coincident indicator of HICP inflation. Assessing the robustness of our core inflation measure we carefully conclude that it seems to be quite reliable. This Version: April, 2002 Revised edition published in: Allgemeinenes Statistisches Archiv, Vol 87, 2003. Klassifikation: C32, E31
T3  - CFS working paper series - 2001, 09 
KW  - Core Inflation
KW  - Structural VAR Approach
KW  - Euro Area
KW  - Europäische Union
KW  - Wirtschafts- und Währungsunion
KW  - Inflation
KW  - Preisindex der Lebenshaltung
KW  - Verbraucherpreisindex
KW  - Lebenshaltungskosten
KW  - Vektor-autoregressives Modell
KW  - Schätzung
Y1  - 2002
UR  - http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/4507
UR  - https://nbn-resolving.org/urn:nbn:de:hebis:30-9866
IS  - This version: April 2002
ER  -