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Does It Matter If Statistical Agencies Frame the Month's CPI Reporton a 1-Month or 12-month Basis? / Jeffrey A. Frankel, Ayako Saiki.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Frankel, Jeffrey A.
Contributor:
National Bureau of Economic Research.
Saiki, Ayako.
Series:
Working Paper Series (National Bureau of Economic Research) no. w23754.
NBER working paper series no. w23754
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2017.
Summary:
When the US Bureau of Labor Statistics releases new numbers, in theory it should make no difference whether the press release emphasizes the most recent 1-month number, which is what it always does, or the 12-month number, as many other countries' statistical agencies do. This paper offers the hypothesis that it does matter: Markets react to CPI inflation news via whichever framing the agency has adopted.
Notes:
Print version record
August 2017.

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