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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
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