NEWS

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inflationkit 0.1.0 (2026-03-26)

• Initial release.
• CPI component decomposition into weighted contributions via ik_decompose().
• Core inflation measures (trimmed mean, weighted median, exclusion-based, asymmetric trim) via ik_core(), following Bryan and Cecchetti (1994).
• Sticky vs flexible price decomposition via ik_sticky_flexible(), based on Atlanta Fed methodology (Bils and Klenow, 2004).
• Inflation persistence estimation (sum of AR coefficients, half-life via companion matrix, largest root) via ik_persistence().
• Diffusion indices via ik_diffusion().
• Phillips curve estimation (traditional, expectations-augmented, hybrid) via ik_phillips(). Newey-West HAC standard errors via robust_se = "HAC".
• Breakeven inflation from nominal and real yields via ik_breakeven().
• Trend inflation extraction (Hodrick-Prescott filter with frequency-based lambda, Beveridge-Nelson decomposition, exponential smoothing, moving average) via ik_trend().
• Forecast evaluation (Mincer-Zarnowitz bias, Nordhaus efficiency, Diebold-Mariano test) via ik_forecast_eval().
• Side-by-side comparison of core inflation measures via ik_compare().
• Built-in sample data via ik_sample_data().