Description
Inflation Decomposition, Core Measures, and Trend Estimation.
Description
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) <doi:10.1016/0304-3932(94)90030-2>, 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.