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| dc.contributor.author | Cotter, John | |
| dc.contributor.author | Dowd, Kevin | |
| dc.contributor.author | Loh, Lixia | |
| dc.date.accessioned | 2011-01-21T14:28:29Z | |
| dc.date.available | 2011-01-21T14:28:29Z | |
| dc.date.copyright | 2010 Cambridge University Press | en |
| dc.date.issued | 2010-06 | |
| dc.identifier.citation | Macroeconomic Dynamics | en |
| dc.identifier.issn | 1365-1005 | |
| dc.identifier.uri | http://hdl.handle.net/10197/2738 | |
| dc.description.abstract | This paper proposes the use of wavelet methods to estimate U.S. core inflation. It explains wavelet methods and suggests they are ideally suited to this task. Comparisons are made with traditional CPI-based and regression-based measures for their performance in following trend inflation and predicting future inflation. Results suggest that wavelet-based measures perform better, and sometimes much better, than the traditional approaches. These results suggest that wavelet methods are a promising avenue for future research on core inflation. | en |
| dc.description.sponsorship | Science Foundation Ireland | en |
| dc.format.extent | 311296 bytes | |
| dc.format.mimetype | application/msword | |
| dc.language.iso | en | en |
| dc.publisher | Cambridge Journals | en |
| dc.subject | Core inflation | en |
| dc.subject | Wavelets | en |
| dc.subject | Trend inflation | en |
| dc.subject | Inflation prediction | en |
| dc.subject.lcsh | Inflation (Finance)--Mathematical models | en |
| dc.subject.lcsh | Wavelets (Mathematics) | en |
| dc.subject.lcsh | Inflation (Finance)--Forecasting | en |
| dc.subject.lcsh | Inflation (Finance)--United States | en |
| dc.title | U.S. core inflation : a wavelet analysis | en |
| dc.type | Journal Article | en |
| dc.internal.availability | Full text available | en |
| dc.internal.webversions | Publisher's version | en |
| dc.internal.webversions | http://dx.doi.org/10.1017/S1365100510000179 | en |
| dc.internal.webversions | Journal Homepage | en |
| dc.internal.webversions | http://journals.cambridge.org/action/displayJournal?jid=MDY | en |
| dc.status | Peer reviewed | en |
| dc.identifier.volume | Firstview articles | en |
| dc.identifier.doi | 10.1017/S1365100510000179 | |
| dc.neeo.contributor | Cotter|John|aut| | en |
| dc.neeo.contributor | Dowd|Kevin|aut| | en |
| dc.neeo.contributor | Loh|Lixia|aut| | en |
| dc.description.admin | Must insert a link to Journals's homepage, used Link to other version - -AV 20/01/2011 | en |
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