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What Weight Should be Given to Asset Prices in the Measurement of Inflation

Bibliographic Data

ID9711124
AuthorsCharles Goodhart (0000-0003-0413-2898, London School of Economics and Political Science, corresponding author)
Year2001
Volume111
Issue472
Pages335-356
Publication date2001-06-01
Peer ReviewedYes
Open AccessYes
TypeARTICLE
VenueThe Economic Journal (JOURNAL)
Journal identifiersISSN: 0013-0133 • E-ISSN: 1468-0297
PublisherOxford University Press (OUP) (PUBLISHER)
DOI10.1111/1468-0297.00634
OpenAlexW2030487702
LanguageEN
Citations received11
References cited1

Besides the theoretical (Alchian/Klein, 1973) case for including asset prices in measures of inflation, there is also a practical case, that some asset prices, notably housing, are closely associated with the main trends in inflation, and via ‘bubbles and busts’ with output disturbances. Attempts to use the pure Alchian/Klein methodology in practice give excessive weight to unstable asset prices, but there are more appropriate weighting schemes, derived either from econometrically measured relationships or from final expenditures. Either way, the statistical treatment of housing is crucial, and is being discussed in Eurostat

Asset (computer security · Econometrics · Economics · Inflation (cosmology · Macroeconomics · Monetary economics · Weighting · Computer Science · Economic Theory and Policy · Fiscal Policies and Political Economy · Monetary Policy and Economic Impact

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Unique citing works11
Citations per year0,44
Citation span2001 - 2026 (26)
Citation velocitycurrent
Highly citedNo
Citation typesNeutral: 10
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