core inflation enkh-amgalan
TRANSCRIPT
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2014 5
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......................................................................................................................... 2 ........................................................................................................................................ 3I . ...................................................................................................... 4
1.1. ........................................................ 41.2. ......... 71.3. , ............................ 91.4. .......................................... 11
II . ..................................................................................................... 122.1. ................................................. 12
2.1.1. ............................................................................ 122.1.2. .................................................................................... 132.1.3. ............................................................................... 132.1.4. .............................................................................................. 132.1.5. .............................................................................. 142.1.6. ......................................................... 15
III . ............................................................................................... 17IV . ..................................................................................................................... 18
4.1. ........................................................................................... 184.2. - .................... 204.3. ....................................................... 214.4. .................. 244.5. .................................................................................... 27
V . , , .............................................. 28 ......................................................................................... 30 ............................................................................................................. 32
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7.2% 1.7% 1 00.0%
4 1.1% 29.0% 30.8% 100.0%
82.1% 70.3% -6.7% 37 .5 % 10 0.0 %
73.7% 62.4% 21.8% 46.0% 53.2% 100.0%
81.9% 72.6% 15.9% 22.7% 62.8% 87.0% 100.0%
79.1% 65.6% -11.4% 2 7.1% 85.0% 58.9% 69.9% 100.0%
- 21 .6 % - 20 .2 % - 19 .8 % 14.0% -27.9% -22.4% -35.6% -35.0% 100.0%
43.1% 27.3% -10.3% 27.6% 60.4% 45.3% 55.3% 66.0% -17.5% 100.0%
29.1% 5.9% 7.7% 34.1% 48.7% 45.7% 41.5% 46.3% -14.9% 4 2. 6% 1 00. 0%
66.5% 54.4% 27.0% 67.4% 58.6% 58.9% 64.3% 55.2% -13.8% 4 8.3% 57.2% 100.0%
35.3% 18.9% 6.0% 39.6% 25.8% 74.6% 67.4% 41.1% -14.6% 6 0.0% 50.6% 54.2% 100.0%
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(Bai and Ng, 2002)25 (Altissimo, Mojon and Zaffaroni 2008)26 (Kunovac 2007)27
(Marcks, Francisco; Figueirdo, Rodrigues; 2010)28Ciccarelli and Mojon (2010)
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29 (Khan, Mikael; Morel, Louis; Sabourin, Patrick; 2013)
30non accelerating inflation rate of unemployment31Atkeson and Ohanian (2001)32
Fisher, Liu, Zhou (2002)33Likewise, Lansing (2002)
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(2 ) 0.23 6.60
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Altissimo, Filippo, Benoit Mojon, Paolo Zaffaroni. Can aggregation explain thepersistence of inflation.Banque de France, 2008.
Amstad, Marlene; Potter, Simon. Real time underlying inflation gauges for monetarypolicimakers.Federal reserve bank of New York, 2009.
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aggregates to have better forecast. .
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Khan, Mikael; Morel, Louis; Sabourin, Patrick;. The common component of CPI: Analternative measure of underlying inflation for canada. Canadian economic analysisdepartment, Bank of Canada, 2013.
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Marcks, Francisco; Figueirdo, Rodrigues;. Forecasting Brazilion inflation using a large dataset.Banco central do Brazil, 2010.
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Addison-Wesley series in economics, 2004.
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Silver, Mick. Core inflation measures and statistical issues in choosing among them.International monetary fund, 2006.
.. ., 2005 .
., .-, Tomazs Luziak. ., 2008.
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.-, .. ., 2004.
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