Program: GAUSS (*.prg, *.src) and STATA codes (*.

do)
================================================================================
==
Table 1 and Figure 1
=======================================
ukcpir_data.prg: filtering data.
ukcpir_denf.prg: estimate cross-sectional distribution of sectoral inflation rat
e.
ukcpir_moment.prg: calculate time-varying cross-sectional moments.
stats.prg: descriptive statistics
moment.do: moment analysis, Table 1 and Figure 1.
Figure 2 and 3
=======================================
DGP1.prg: simulation for DGP 1
DGP2.prg: simulation for DGP 2
Figure 4
=======================================
parameter1.do: estimate parameters for the calibration of DGP1
dgp1_dist.prg: estimate distribution of DGP1
parameter2.do: estimate parameters for the calibration of DGP2
dgp2_dist.prg: estimate distribution of DGP2
ukinf_dist.prg: estimate distribution of real data
Table 2 and 3
=======================================
moments_dist.prg: 1. calculate central moments for acutal, DGP1 and DGP2, 2. cal
culate divergence criteria to compare closeness between DGP and actual.
Figure 5
=======================================
moments_core.prg: calculate cross-sectional moments using core inflation rates
FINF.SRC: collection of module for functional autoregressive model
Disutils.src, PROBS.src, TRUNCNORM.src and UNIFORM.src: required external GAUSS
source files.
Data: ukcpirL3.xlsx
================================================================================
===
Jan. 1997 - Feb. 2008 from Office for National Statistics, UK.
sheet 1: sectoral inflation rates
sheet 2: weight
85 sectors
id
1
2
3
4
5
6
7
8
9
10
11

name
BREAD & CEREALS
MEAT
FISH
MILK, CHEESE & EGGS
OILS & FATS
FRUIT
VEGETABLES INCLUDING POTATOES AND OTHER TUBERS
SUGAR, JAM, HONEY, SYRUPS, CHOCOLATE AND CONFECTIONERY
FOOD PRODUCTS
COFFEE, TEA, COCOA
MINERAL WATERS, SOFT DRINKS AND JUICES

12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71

SPIRITS
WINE (INC PERRY)
BEER
TOBACCO
GARMENTS
OTHER ARTICLES OF CLOTHING & CLOTHING ACCESSORIES
DRY-CLEANING, REPAIR AND HIRE OF CLOTHING
FOOTWEAR INCLUDING REPAIRS
ACTUAL RENTS FOR HOUSING
PRODUCTS FOR THE REGULAR REPAIR OF DWELLING
SERVICES FOR THE REGULAR REPAIR OF DWELLING
WATER SUPPLY
SEWERAGE COLLECTION
ELECTRICITY
GAS
LIQUID FUELS
SOLID FUELS
FURNITURE, FURNISHINGS
CARPETS & OTHER FLOOR COVERINGS
HOUSEHOLD TEXTILES
MAJOR HH AND SMALL ELECTRICAL EQUIPMENT
REPAIR OF HOUSEHOLD APPLIANCES
GLASSWARE, TABLEWARE AND HOUSEHOLD UTENSILS
TOOLS AND EQUIPMENT FOR HOUSE AND GARDEN
NON-DURABLE HOUSEHOLD GOODS
DOMESTIC SERVICES AND HOME CARE SERVICES
PHARMACEUTICAL PRODUCTS
OTHER MEDICAL AND THERAPEUTIC APPLIANCES
MEDICAL SERVICES AND PARAMEDICAL SERVICES
DENTAL SERVICES
HOSPITAL SERVICES
NEW CARS
SECOND-HAND CARS
MOTOR CYCLES AND BICYCLES
SPARE PARTS & ACCESSORIES
FUELS & LUBRICANTS
MAINTENANCE & REPAIRS
OTHER SERVICES FOR PERSONAL TRANSPORT EQUIPMENT
PASSENGER TRANSPORT BY RAILWAY
PASSENGER TRANSPORT BY ROAD
PASSENGER TRANSPORT BY AIR
PASSENGER TRANSPORT BY SEA AND INLAND WATERWAY
POSTAL SERVICES
TELEPHONE AND TELEFAX EQUIPMENT AND SERVICES
EQUIPMENT FOR SOUND & PICTURES
PHOTOGRAPHIC, CINEMATOGRAPHIC & OPTICAL EQUIP
INFORMATION PROCESSING EQUIPMENT
RECORDING MEDIA
REPAIR OF AUDIO-VISUAL PHOTO. AND DATA PROCESSING EQUIP
MAJOR DURABLES FOR IND/OUTDOOR RECREATION
GAMES TOYS AND HOBBIES
EQUIPMENT FOR SPORT CAMPING AND OPEN-AIR RECREATION
GARDEN PLANTS AND FLOWERS
PETS AND RELATED PRODUCTS
RECREATIONAL AND SPORTING SERVICES
CULTURAL SERVICES
BOOKS
NEWSPAPERS AND PERIODICALS
MISC. PRINTED MATTER, STATIONERY AND DRAWING EQ.
PACKAGE HOLIDAY

72
73
74
75
76
77
78
79
80
81
82
83
84
85

EDUCATION
RESTAURANTS & CAFES
CANTEENS
ACCOMMODATION SERVICES
HAIRDRESSING SALONS & PERSONAL GROOMING ESTABLISHMENTS
APPLIANCES, ARTICLES & PRODUCTS FOR PERSONAL CARE
JEWELLERY CLOCKS AND WATCHES
OTHER PERSONAL EFFECTS
SOCIAL PROTECTION
INSURANCE CONNECTED WITH THE DWELLING
INSURANCE CONNECTED WITH HEALTH
INSURANCE CONNECTED WITH TRANSPORT
FINANCIAL SERVICES N.E.C.
OTHER SERVICES NEC

Data: core.xlsx
================================================================================
===
Jan. 1997 - Feb. 2008 from Office for National Statistics, UK.
sheet 1: sectoral inflation rates
sheet 2: weight
72 sectors
id
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48

name
COFFEE, TEA, COCOA
MINERAL WATERS, SOFT DRINKS AND JUICES
SPIRITS
WINE (INC PERRY)
BEER
TOBACCO
GARMENTS
OTHER ARTICLES OF CLOTHING & CLOTHING ACCESSORIES
DRY-CLEANING, REPAIR AND HIRE OF CLOTHING
FOOTWEAR INCLUDING REPAIRS
ACTUAL RENTS FOR HOUSING
PRODUCTS FOR THE REGULAR REPAIR OF DWELLING
SERVICES FOR THE REGULAR REPAIR OF DWELLING
WATER SUPPLY
SEWERAGE COLLECTION
FURNITURE, FURNISHINGS
CARPETS & OTHER FLOOR COVERINGS
HOUSEHOLD TEXTILES
MAJOR HH AND SMALL ELECTRICAL EQUIPMENT
REPAIR OF HOUSEHOLD APPLIANCES
GLASSWARE, TABLEWARE AND HOUSEHOLD UTENSILS
TOOLS AND EQUIPMENT FOR HOUSE AND GARDEN
NON-DURABLE HOUSEHOLD GOODS
DOMESTIC SERVICES AND HOME CARE SERVICES
PHARMACEUTICAL PRODUCTS
OTHER MEDICAL AND THERAPEUTIC APPLIANCES
MEDICAL SERVICES AND PARAMEDICAL SERVICES
DENTAL SERVICES
HOSPITAL SERVICES
NEW CARS
SECOND-HAND CARS
MOTOR CYCLES AND BICYCLES
SPARE PARTS & ACCESSORIES
FUELS & LUBRICANTS
MAINTENANCE & REPAIRS

49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85

OTHER SERVICES FOR PERSONAL TRANSPORT EQUIPMENT

PASSENGER TRANSPORT BY RAILWAY
PASSENGER TRANSPORT BY ROAD
PASSENGER TRANSPORT BY AIR
PASSENGER TRANSPORT BY SEA AND INLAND WATERWAY
POSTAL SERVICES
TELEPHONE AND TELEFAX EQUIPMENT AND SERVICES
EQUIPMENT FOR SOUND & PICTURES
PHOTOGRAPHIC, CINEMATOGRAPHIC & OPTICAL EQUIP
INFORMATION PROCESSING EQUIPMENT
RECORDING MEDIA
REPAIR OF AUDIO-VISUAL PHOTO. AND DATA PROCESSING EQUIP
MAJOR DURABLES FOR IND/OUTDOOR RECREATION
GAMES TOYS AND HOBBIES
EQUIPMENT FOR SPORT CAMPING AND OPEN-AIR RECREATION
GARDEN PLANTS AND FLOWERS
PETS AND RELATED PRODUCTS
RECREATIONAL AND SPORTING SERVICES
CULTURAL SERVICES
BOOKS
NEWSPAPERS AND PERIODICALS
MISC. PRINTED MATTER, STATIONERY AND DRAWING EQ.
PACKAGE HOLIDAY
EDUCATION
RESTAURANTS & CAFES
CANTEENS
ACCOMMODATION SERVICES
HAIRDRESSING SALONS & PERSONAL GROOMING ESTABLISHMENTS
APPLIANCES, ARTICLES & PRODUCTS FOR PERSONAL CARE
JEWELLERY CLOCKS AND WATCHES
OTHER PERSONAL EFFECTS
SOCIAL PROTECTION
INSURANCE CONNECTED WITH THE DWELLING
INSURANCE CONNECTED WITH HEALTH
INSURANCE CONNECTED WITH TRANSPORT
FINANCIAL SERVICES N.E.C.
OTHER SERVICES NEC

Data: moments.dta
================================================================================
===
STATA dataset
Variables: mean, standard deviation, skewness, kurtosis and time index
Period: Jan/1997 -- Feb/2008
Data: ukinfq.dta
================================================================================
===
STATA dataset
Variables: tid, 85 sectoral inflation rates, wage
Period: 1998Q1 -- 2008Q1