Core Inflation and Trend Inflation

By James H. Stock, Mark W. Watson. Review of Economics and Statistics, 2016

151 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/c76e23b3ded6c95a7811b39d7b6ce6dbdb9e591d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Gary Koop
2. Joshua C. C. Chan
3. Mark W. Watson
4. James H. Stock
5. Domenico Giannone
6. Serena Ng
7. Massimiliano Marcellino
8. Todd E. Clark

Citations in the corpus

• Slack and Cyclically Sensitive Inflation (2019, methodology): “The final column of Table 5 compares the CSI to a measure, taken from Stock and Watson (2016), that uses the 17 components to create an alternative index of trend inflation.”
• A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations (2015, background): “…which are more exible in empirically important directions, extending recent work with unobserved components models with stochastic volatility (UCSV) such as Stock and Watson (2007, 2015), Chan, Koop and Potter (2013), Clark and Doh (2014), Garnier, Mertens, and Nelson (2015), and Mertens (2015).”