inflationkit: Inflation Dynamics, Decomposition, and Phillips Curve Analysis in R
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Abstract
Measures inflation the way central banks do. Breaks headline CPI into components, builds trimmed-mean and weighted-median core measures that strip out volatile items, estimates how persistent inflation is, fits a Phillips curve linking slack in the economy to price growth, and scores how well past forecasts actually predicted inflation. Works with any country’s CPI data and returns tidy output.
| Source (Rmd) | Code | CRAN |
Recommended citation: Coverdale, C. (2026). inflationkit: Inflation Dynamics, Decomposition, and Phillips Curve Analysis in R. Working paper.
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