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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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