Percentiles of an Inflation Index by Quantile Regression

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dc.contributor.authorBlankmeyer, Eric
dc.date.accessioned2006-06-23T10:21:52Z
dc.date.available2012-02-24T10:21:52Z
dc.date.issued2006-06
dc.description.abstractThis paper gives a methodology for estimating an inflation index using the quantile regression of Bassett and Koenker. The regression, which is orthogonal in the logarithmic price changes, is computed by linear programming for each percentile of inflation. The procedure is applied to monthly data on 25 raw materials.
dc.description.departmentFinance and Economics
dc.formatText
dc.format.extent5 pages
dc.format.medium1 file (.pdf)
dc.identifier.citationBlankmeyer, E. (2006). Percentiles of an inflation index by quantile regression. Texas State University-San Marcos, Texas.
dc.identifier.urihttps://hdl.handle.net/10877/4101
dc.language.isoen
dc.publisherTexas State University-San Marcos
dc.subjectinflation
dc.subjectprice index
dc.subjectquantile regression
dc.titlePercentiles of an Inflation Index by Quantile Regression
dc.typePaper

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