fred subheader logo
Skip to main content

INFTRM-Mertens2016Restat

Download Data      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.

Published: 2019-05-25
Notes:

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

Series 1 - 7 of 7   

Title Series ID Vintage
Date 		Units Freq Seas
Adj 		Updated
16% Trimmed-Mean Consumer Price Index TRMMEANCPIM158SFRBCLE Current % Chg. at Annual Rate M SA 2024-11-13
Trimmed Mean PCE Inflation Rate PCETRIM12M159SFRBDAL Current % Chg. from Yr. Ago M SA 2024-10-31
Personal Consumption Expenditures Excluding Food and Energy (Chain-Type Price Index) PCEPILFE Current Index 2017=100 M SA 2024-10-31
Personal Consumption Expenditures: Chain-type Price Index PCEPI Current Index 2017=100 M SA 2024-10-31
Median Consumer Price Index MEDCPIM158SFRBCLE Current % Chg. at Annual Rate M SA 2024-11-13
Gross Domestic Product: Implicit Price Deflator GDPDEF Current Index 2017=100 Q SA 2024-10-30
Consumer Price Index for All Urban Consumers: All Items in U.S. City Average CPIAUCSL Current Index 1982-1984=100 M SA 2024-11-13

Series 1 - 7 of 7   

Abbreviations

Frequency (Freq)

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

Need Help?

Questions or Comments
FRED Help

Subscribe to the FRED newsletter

Back to Top