Inflation-at-Risk
Conditional distribution of Korean core CPI inflation from an anchored quantile Phillips curve, with both low-inflation/deflation and high-inflation tails reported.
Inflation-at-Risk
- South Korea DB Core CPI 12-Month Inflation-at-RiskLópez-Salido and Loria (2020); Adrian, Boyarchenko, and Giannone (2019); Koenker and Bassett (1978)KRIAR12MDaily
- South Korea DB Core CPI 3-Month Inflation-at-RiskLópez-Salido and Loria (2020); Adrian, Boyarchenko, and Giannone (2019); Koenker and Bassett (1978)KRIAR3MDaily