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inflationkit 0.1.0
- Initial release.
- CPI component decomposition into weighted contributions via
ik_decompose().
- Core inflation measures (trimmed mean, weighted median,
exclusion-based, asymmetric trim) via
ik_core(), following
Bryan and Cecchetti (1994).
- Sticky vs flexible price decomposition via
ik_sticky_flexible(), based on Atlanta Fed methodology
(Bils and Klenow, 2004).
- Inflation persistence estimation (sum of AR coefficients, half-life
via companion matrix, largest root) via
ik_persistence().
- Diffusion indices via
ik_diffusion().
- Phillips curve estimation (traditional, expectations-augmented,
hybrid) via
ik_phillips(). Newey-West HAC standard errors
via robust_se = "HAC".
- Breakeven inflation from nominal and real yields via
ik_breakeven().
- Trend inflation extraction (Hodrick-Prescott filter with
frequency-based lambda, Beveridge-Nelson decomposition, exponential
smoothing, moving average) via
ik_trend().
- Forecast evaluation (Mincer-Zarnowitz bias, Nordhaus efficiency,
Diebold-Mariano test) via
ik_forecast_eval().
- Side-by-side comparison of core inflation measures via
ik_compare().
- Built-in sample data via
ik_sample_data().
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.