Measuring inflation expectation revisions without panel data: A validated group-based approach

Description

This replication package contains Stata Do-file codes to reproduce the tables and figures for the results of direct validation test of the group-based methodology and indirect check based on equivalence testing using the University of Michigan Survey of Consumers (MSC). It also contains a Do-file code for the reproduction of the expenditure behavior of Philippine households using the Family Income and Expenditure Survey (FIES) datasets sourced from the Philippines Statistics Authority.

Steps to reproduce

Please see Readme file.

Institutions

• Bangko Sentral ng Pilipinas

  National Capital Region, Manila
• University of Waikato

  Waikato Region, Hamilton

Categories

Licence