| inflation_data | R Documentation |
Monthly inflation series for 38 European countries
data(inflation_data)
A numeric matrix with 239 rows and 38 columns.
Derived from the Excel file inflation.xlsx included in inst/extdata/.
The original series contains monthly HCPI series for 38 European countries.
For replication, HCPI prices are transformed into annualized month-on-month (mom)
inflation, with each inflation series sequentially cleaned of seasonal effects and outliers
Ha, Kose, and Ohnsorge (2023)
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