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INFTRM-Mertens2016Restat

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Published: 2019-05-25
Notes:

Dataset for the INFTRM version of the trend inflation model of Mertens (2016 REStat) http://dx.doi.org/10.1162/REST_a_00549.

The INFTRM model extracts a common trend from various measures of realized inflation, including trimmed mean and median measures from FRB Dallas and Cleveland.

Replication code can be found here: http://dx.doi.org/10.7910/DVN/MUF2HC

Series 1 - 7 of 7   

Title Series ID Vintage
Date
Units Freq Seas
Adj
Updated
16% Trimmed-Mean Consumer Price Index TRMMEANCPIM158SFRBCLE Current % Chg. at Annual Rate M SA 2019-10-10
Consumer Price Index: All Items in U.S. City Average, All Urban Consumers CPIAUCSL Current Index 1982-1984=100 M SA 2019-10-10
Gross Domestic Product: Implicit Price Deflator GDPDEF Current Index 2012=100 Q SA 2019-09-26
Median Consumer Price Index MEDCPIM158SFRBCLE Current % Chg. at Annual Rate M SA 2019-10-10
Personal Consumption Expenditures: Chain-type Price Index PCEPI Current Index 2012=100 M SA 2019-09-27
Personal Consumption Expenditures Excluding Food and Energy (Chain-Type Price Index) PCEPILFE Current Index 2012=100 M SA 2019-09-27
Trimmed Mean PCE Inflation Rate PCETRIM12M159SFRBDAL Current % Chg. from Yr. Ago M SA 2019-09-27

Series 1 - 7 of 7   

Abbreviations

Frequency (Freq)

A = Annual, SA = Semiannual, Q = Quarterly, M = Monthly, BW = Biweekly, W = Weekly, D = Daily, NA = Not Applicable

Seasonal Adjustment (Seas Adj)

SA = Seasonally Adjusted, NSA = Not Seasonally Adjusted, SAAR = Seasonally Adjusted Annual Rate, SSA = Smoothed Seasonally Adjusted, NA = Not Applicable