Blankmeyer, Eric2006-06-232012-02-242006-06Blankmeyer, E. (2006). Percentiles of an inflation index by quantile regression. Texas State University-San Marcos, Texas.https://hdl.handle.net/10877/4101This paper gives a methodology for estimating an inflation index using the quantile regression of Bassett and Koenker. The regression, which is orthogonal in the logarithmic price changes, is computed by linear programming for each percentile of inflation. The procedure is applied to monthly data on 25 raw materials.Text5 pages1 file (.pdf)eninflationprice indexquantile regressionPaper