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RBA Glossary definition for CPI

CPI – Consumer Price Index. A general measure of price inflation for the household sector compiled and published by the Australian Bureau of Statistics.

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Data for RDP 2012-07: Estimates of Uncertainty around the RBA's Forecasts

12 Nov 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2012/2012-07-data.html

Appendix B: Data

31 Dec 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
CPI inflation. GDP. Unemployment. 1991:Q1–2000:Q1. JEFG,. SMP. text. and Board papers. ... 1991:Q1–1995:Q1. CPI excluding interest charges, fresh fruit and vegetables and automotive fuel.
https://www.rba.gov.au/publications/rdp/2012/2012-07/appendix-b.html

Appendix A: Measures of Uncertainty Presented by Foreign Central Banks

31 Dec 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
Histograms. Average of probability distributions assumed by individual Board members. Real GDP growth; CPI excluding fresh food. ... Policy interest rate;. Output gap;. CPI;. core CPI. Norges Bank (2005, 2011) Alstadheim et al (2010).
https://www.rba.gov.au/publications/rdp/2012/2012-07/appendix-a.html

How Do These Estimates Compare?

31 Dec 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
Results for CPI inflation are shown in the next two parts of the table. ... Two differences between the results for underlying inflation and the CPI are worth noting.
https://www.rba.gov.au/publications/rdp/2012/2012-07/how-estimates-compare.html

Appendix D: Comparisons with Errors from Null Alternatives

31 Dec 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
1.49. 08. 1.22. Table D3: CPI Inflation Forecast RMSEs – RBA and Random Walk. ... 0.53. 03. 0.72. Table D4: CPI Inflation Forecast RMSEs – RBA and Target Midpoint.
https://www.rba.gov.au/publications/rdp/2012/2012-07/appendix-d.html

Data

31 Dec 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
CPI, real GDP growth and the unemployment rate.
https://www.rba.gov.au/publications/rdp/2012/2012-07/data.html

Alternatives and Limitations

31 Dec 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
Gerard and Nimark provide further details. We depart from their specification by including CPI inflation and the unemployment rate, using the OLS estimate of the shock covariance, and estimating over ... The model suggests more certainty about the
https://www.rba.gov.au/publications/rdp/2012/2012-07/alt-limitations.html

Introduction

31 Dec 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
In particular, we use estimates of past forecast accuracy to construct confidence intervals for forecasts of CPI inflation, underlying inflation, real GDP growth and the unemployment rate. ... Underlying inflation is more predictable than headline CPI.
https://www.rba.gov.au/publications/rdp/2012/2012-07/introduction.html

Other Properties of the Confidence Intervals

31 Dec 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
Internal RBA estimates suggest that current-quarter CPI forecasts benefit from high-frequency data on oil and food prices. ... Table 4: Forecast Bias. Horizon. Underlying. inflation. CPI. inflation. GDP. growth.
https://www.rba.gov.au/publications/rdp/2012/2012-07/other-properties-confidence-intervals.html

Appendix C: Percentiles of Forecast Errors

31 Dec 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
0.48. 0.79. 1.43. 8. 0.11. 0.29. 0.47. 0.77. 1.19. Table C2: CPI Inflation – Quantiles of Absolute Error Distribution.
https://www.rba.gov.au/publications/rdp/2012/2012-07/appendix-c.html