Quah-Vahey EJ 1995
Posted: Sat Aug 13, 2011 9:30 am
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.