inflationkit: Inflation Decomposition, Core Measures, and Trend Estimation

Tools for analysing inflation dynamics. Computes weighted contributions of price index components, core inflation measures (trimmed mean, weighted median, exclusion-based) following Bryan and Cecchetti (1994), inflation persistence via sum-of-AR-coefficients, diffusion indices, Phillips curve estimation, breakeven inflation, and trend inflation using the Beveridge-Nelson decomposition and Hodrick-Prescott filter. All functions are pure computation and work with price data from any source.

See also

Useful links:

• https://github.com/charlescoverdale/inflationkit

• Report bugs at https://github.com/charlescoverdale/inflationkit/issues

Author

Maintainer: Charles Coverdale charlesfcoverdale@gmail.com