Archive for October, 2012

Estimating the common trend rate of inflation for consumer prices and consumer prices excluding food and energy prices (2008)

Michael T. Kiley, Finance and Economics Discussion Series 2008-38, Board of Governors of the Federal Reserve System (U.S.), 2008.

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Imperfect credibility and inflation persistence (2003)

Erceg, Christopher J. & Levin, Andrew T., Journal of Monetary Economics, Elsevier, vol. 50(4), pages 915-944, May.

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Trading Activity and Price Transparency in the Inflation Swap Market (2012)

Michael Fleming and John Sporn, Federal Reserve Bank of New York Staff Reports, no. 557, Oct 2012.

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The Incredible Volcker Disinflation (2005)

Goodfriend, Marvin and Robert G. King, Journal of Monetary Economics, 2005, v52(5,Jul), 981-1015.

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Consumer Price Index data quality: how accurate is the U.S. CPI? (2012)

Stephen B. Reed and Darren A. Rippy, Consumer Price Index program, Beyond the Numbers: Prices & Spending, vol. 1, no. 12 (U.S. Bureau of Labor Statistics, August 2012).

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Pricing TIPS and Treasuries with Linear Regressions (2012)

Michael Abrahams, Tobias Adrian, Richard K. Crump, and Emanuel Moench, FRBNY Staff Reports, No. 570.

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