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inflationkit  

Inflation Decomposition, Core Measures, and Trend Estimation
View on CRAN: Click here


Download and install inflationkit package within the R console
Install from CRAN:
install.packages("inflationkit")

Install from Github:
library("remotes")
install_github("cran/inflationkit")

Install by package version:
library("remotes")
install_version("inflationkit", "0.1.0")



Attach the package and use:
library("inflationkit")
Maintained by
Charles Coverdale
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-03-26
Latest Update: 2026-03-26
Description:
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.
How to cite:
Charles Coverdale (2026). inflationkit: Inflation Decomposition, Core Measures, and Trend Estimation. R package version 0.1.0, https://cran.r-project.org/web/packages/inflationkit. Accessed 24 Oct. 2026.
Previous versions and publish date:
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Complete documentation for inflationkit
Functions, R codes and Examples using the inflationkit R package
Full inflationkit package functions and examples
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