Transformation of inflation expectations in January-March 2022

The consumer price index as the main component of inflationary processes significantly affects the dynamics of many socio-economic indicators and, therefore, as a leading factor is included in various econometric, including trend models used for forecasting purposes. At the same time, at present, due to the emergence of transformational shifts, often of a structural nature, there is a problem of the possibility of using empirical data from previous periods to build such models and the correctness of their application as predictive tools. One of the key issues here is the uniformity of the original sample data set. In this regard, the article checks the presence of structural shifts using various statistical criteria. Nonparametric statistical methods were used to analyze structural shifts, namely the Wilcoxon T-criterion and the G-criterion of signs. The paper analyzes the dependence of such a statistical indicator as the cost of a conditional (minimum) set of food products on the consumer price index, and a linear regression model is constructed. To check the heterogeneity of the sample in the context of the regression model, the Chow test was used. The work was performed using the STATISTICA and Eview packages.