Quah-Vahey EJ 1995

[TomDoan]

This is the replication file for Quah and Vahey (1995), "Measuring Core Inflation?", Economic Journal, vol. 105, pp 1130-44. This uses a two-variable VAR with a Blanchard-Quah factorization and the historical decomposition to generate a time series with the "core" inflation rate.

quahvahey_core.rpf

Program file

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quahvahey.rat

Data file

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