Show simple item record Cotter, John Dowd, Kevin Loh, Lixia 2011-01-21T14:28:29Z 2011-01-21T14:28:29Z 2010 Cambridge University Press en 2010-06
dc.identifier.citation Macroeconomic Dynamics en
dc.identifier.issn 1365-1005
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 en
dc.internal.webversions 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

This item appears in the following Collection(s)

Show simple item record

This item is available under the Attribution-NonCommercial-NoDerivs 3.0 Ireland. No item may be reproduced for commercial purposes. For other possible restrictions on use please refer to the publisher's URL where this is made available, or to notes contained in the item itself. Other terms may apply.

If you are a publisher or author and have copyright concerns for any item, please email and the item will be withdrawn immediately. The author or person responsible for depositing the article will be contacted within one business day.

Search Research Repository

Advanced Search