Package index • inflationkit

Core Measures

Core, sticky-flexible, and trend inflation

ik_core(): Compute core inflation measures
ik_sticky_flexible(): Decompose inflation into sticky and flexible components
ik_trend(): Estimate trend inflation

Decomposition and Dynamics

Component breakdown, persistence, and Phillips curve

ik_decompose(): Decompose inflation into weighted component contributions
ik_persistence(): Measure inflation persistence
ik_phillips(): Estimate a Phillips curve
ik_diffusion(): Compute an inflation diffusion index
ik_breakeven(): Compute breakeven inflation rates

Evaluation

Forecast accuracy and cross-country comparison

ik_forecast_eval(): Evaluate inflation forecasts
ik_compare(): Compare multiple core inflation measures

Data

Sample data

ik_sample_data(): Generate sample inflation data

Package

inflationkit inflationkit-package: inflationkit: Inflation Decomposition, Core Measures, and Trend Estimation