Home > Published Data Lists > INFTRM-Mertens2016Restat
Save as My Data List
Published data lists are economic time series data sets that users of this site have chosen to make publicly available.
Possible uses include teachers sharing data lists with students and researchers including links to data lists in bibliographies.
Dataset for the INFTRM version of the trend inflation model of Mertens (2016 REStat) http://dx.doi.org/10.1162/REST_a_00549.
The INFTRM model extracts a common trend from various measures of realized inflation, including trimmed mean and median measures from FRB Dallas and Cleveland.
Replication code can be found here: http://dx.doi.org/10.7910/DVN/MUF2HC
A = Annual, SA = Semiannual, Q = Quarterly, M = Monthly, BW = Biweekly, W = Weekly, D = Daily, NA = Not Applicable
Seasonal Adjustment (Seas Adj)
SA = Seasonally Adjusted, NSA = Not Seasonally Adjusted, SAAR = Seasonally Adjusted Annual Rate, SSA = Smoothed Seasonally Adjusted, NA = Not Applicable