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inflationkit

Inflation Decomposition, Core Measures, and Trend Estimation

Tools for analysing inflation dynamics. Computes weighted contributions of price index components, core inflation measures (trimmed mean, weighted median, exclusion-based) following Bryan and Cecchetti (1994) <doi:10.1016/0304-3932(94)90030-2>, inflation persistence via sum-of-AR-coefficients, diffusion indices, Phillips curve estimation, breakeven inflation, and trend inflation using the Beveridge-Nelson decomposition and Hodrick-Prescott filter. All functions are pure computation and work with price data from any source.

Versions across snapshots

VersionRepositoryFileSize
0.1.0 rolling source/ R- inflationkit_0.1.0.tar.gz 36.3 KiB
0.1.0 rolling linux/noble R-4.5 inflationkit_0.1.0.tar.gz 123.6 KiB
0.1.0 rolling linux/jammy R-4.5 inflationkit_0.1.0.tar.gz 123.6 KiB
0.1.0 latest source/ R- inflationkit_0.1.0.tar.gz 36.3 KiB
0.1.0 latest linux/jammy R-4.5 inflationkit_0.1.0.tar.gz 123.6 KiB
0.1.0 latest linux/noble R-4.5 inflationkit_0.1.0.tar.gz 123.6 KiB
0.1.0 2026-04-26 source/ R- inflationkit_0.1.0.tar.gz 36.3 KiB
0.1.0 2026-04-23 source/ R- inflationkit_0.1.0.tar.gz 36.3 KiB
0.1.0 2026-04-09 windows/windows R-4.5 inflationkit_0.1.0.zip 126.5 KiB

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