Asymmetric Oil Price-Inflation Nexus Data for the Philippines

The dependent variables of this study is inflation rate based on consumer price index (CPI) measured at 2012 constant price obtained from the Philippine Statistical Authority (PSA). The international crude oil price (wop) is the simple average of three spot prices: Dated Brent, West Texas Intermediate, and the Dubai Fateh. The Crude oil unit is U.S. Dollar per barrel secured from World Bank as published by Index Mundi. Macroeconomic variables are also included in the model, such as real effective exchange (Ex) rate (Peso per U.S. Dollar) weighted average rate under the Philippine Dealing System (PDS) obtained from the Banko Sentral ng Pilipinas (BSP).

本研究的因变量为基于消费者物价指数（Consumer Price Index, CPI）的通货膨胀率，该指数以2012年不变价计算，数据取自菲律宾统计署（Philippine Statistical Authority, PSA）。国际原油价格（wop）为三种现货价格的简单算术平均值，分别为远期布伦特原油（Dated Brent）、西德克萨斯中质原油（West Texas Intermediate, WTI）与迪拜法特原油（Dubai Fateh）。原油计价单位为美元每桶，数据来源于世界银行，由Index Mundi发布。本研究模型还纳入了多项宏观经济变量，例如实际有效汇率（Ex）：以菲律宾比索兑美元为基准的加权平均汇率，相关数据取自菲律宾交易系统（Philippine Dealing System, PDS），来源为菲律宾中央银行（Bangko Sentral ng Pilipinas, BSP）。