|
View: |
Part 1: Document Description
|
|
Citation |
|
|---|---|
|
Title: |
Replication data for: Global Inflation |
|
Identification Number: |
doi:10.7910/DVN/RLCDQM |
|
Distributor: |
Harvard Dataverse |
|
Date of Distribution: |
2010-11-23 |
|
Version: |
1 |
|
Bibliographic Citation: |
Matteo Ciccarelli; Benoît Mojon, 2010, "Replication data for: Global Inflation", https://doi.org/10.7910/DVN/RLCDQM, Harvard Dataverse, V1 |
|
Citation |
|
|
Title: |
Replication data for: Global Inflation |
|
Identification Number: |
doi:10.7910/DVN/RLCDQM |
|
Authoring Entity: |
Matteo Ciccarelli (European Central Bank) |
|
Benoît Mojon (Banque de France) |
|
|
Distributor: |
Harvard Dataverse |
|
Access Authority: |
Matteo Ciccarelli |
|
Date of Deposit: |
2010-11-05 |
|
Series Name: |
Volume 92, Issue 3 |
|
Holdings Information: |
https://doi.org/10.7910/DVN/RLCDQM |
|
Study Scope |
|
|
Abstract: |
N/A |
|
Methodology and Processing |
|
|
Sources Statement |
|
|
Data Access |
|
|
Notes: |
<a href="http://creativecommons.org/publicdomain/zero/1.0">CC0 1.0</a> |
|
Other Study Description Materials |
|
|
Related Publications |
|
|
Citation |
|
|
Title: |
Ciccarelli, M., and Mojon, B., (2010) "Global Inflation." Review of Economics and Statistics 92:3, 524-535. |
|
Bibliographic Citation: |
Ciccarelli, M., and Mojon, B., (2010) "Global Inflation." Review of Economics and Statistics 92:3, 524-535. |
|
Label: |
BKFILTER.SRC |
|
Text: |
RATS procedure to compute BK filter |
|
Notes: |
text/plain; charset=US-ASCII |
|
Label: |
bpf.m |
|
Text: |
Matlab function to compute band-pass filtered series |
|
Notes: |
text/plain; charset=US-ASCII |
|
Label: |
center.m |
|
Text: |
Matlab function to center series |
|
Notes: |
text/plain; charset=US-ASCII |
|
Label: |
cpi_DATA.xls |
|
Text: |
Data for CPI. Replicate tables 1-3 and figures 1-3 |
|
Notes: |
application/vnd.ms-excel |
|
Label: |
cpi_rough.m |
|
Text: |
matlab code to replicate tables 1-2 |
|
Notes: |
text/plain; charset=US-ASCII |
|
Label: |
dtrend.m |
|
Text: |
matlab code to replicate tables 3 |
|
Notes: |
text/plain; charset=US-ASCII |
|
Label: |
FA_em.m |
|
Text: |
Matlab function to estimate a static factor model |
|
Notes: |
text/plain; charset=US-ASCII |
|
Label: |
figure1_3.PRG |
|
Text: |
RATS code to replicate figure 1-3 |
|
Notes: |
text/plain; charset=US-ASCII |
|
Label: |
figures1_4_output.xls |
|
Text: |
Excel file with output for figures 1-4 |
|
Notes: |
application/vnd.ms-excel |
|
Label: |
filtk.m |
|
Text: |
Matlab function file for filtering data. |
|
Notes: |
text/plain; charset=US-ASCII |
|
Label: |
forecast_DATA.xls |
|
Text: |
Data to replicate forecasting exercise (tables 4-5 and figure 4) |
|
Notes: |
application/vnd.ms-excel |
|
Label: |
forecast_FIGURE4.PRG |
|
Text: |
RATS code to replicate figure 4 |
|
Notes: |
text/plain; charset=US-ASCII |
|
Label: |
forecast_TABLE5.PRG |
|
Text: |
RATS code to replicate Table 5 |
|
Notes: |
text/plain; charset=US-ASCII |
|
Label: |
persistence_TABLE4.PRG |
|
Text: |
RATS code to replicate Table 4 |
|
Notes: |
text/plain; charset=US-ASCII |
|
Label: |
PRINCOMP.SRC |
|
Text: |
RATS procedure to compute principal components |
|
Notes: |
text/plain; charset=US-ASCII |
|
Label: |
readme_GI_published version.doc |
|
Text: |
Readme file |
|
Notes: |
application/msword |
|
Label: |
Tables1_5_output.xls |
|
Text: |
Excel file with output for tables 1-5 |
|
Notes: |
application/vnd.ms-excel |
|
Label: |
UFOREERR.SRC |
|
Text: |
RATS procedure to compute RMSE |
|
Notes: |
text/plain; charset=US-ASCII |