Inflation (version 0.1.0)

Core Inflation

Description

Provides access to core inflation functions. Four different core inflation functions are provided. The well known trimmed means, exclusion and double weighing methods, alongside the new Triple Filter method introduced in Ferreira et al. (2016) .

Copy Link

Version

Install

install.packages('Inflation')

Monthly Downloads

160

Version

0.1.0

License

BSD_3_clause + file LICENSE

Issues

Pull Requests

Stars

Forks

Repository

https://github.com/fernote7/Inflation

Maintainer

Pedro Ferreira

Last Published

September 1st, 2017

Functions in Inflation (0.1.0)

INFL.core_dw

Computes the double weighted core inflation

INFL.core_ex

Computes the core inflation using the subitem exclusion method

INFL.core_tf

Computes the triple filter core inflation

INFL.core_tm

Computes the trimmed means core inflation

ipca_sub

IPCA subitems and its weights

vol.mat

Computes the volatility matrix

Inflation

An R package providing tools for those who want to figure out the core inflation of their series.

ipca_item

IPCA items and its weights