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U.S. CORE INFLATION: A WAVELET ANALYSIS
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U.S. CORE INFLATION: A WAVELET ANALYSIS (2006)U.S. CORE INFLATION: A WAVELET ANALYSISMeasuring Short-Run Inflation for Central Bankers (2011)Measuring Short-Run Inflation…Core Inflation: A Review of Some Conceptual Issues (2008)Core Inflation: A Review of S…Weighted Median Inflation: Is This Core Inflation? (2004)Weighted Median Inflation: Is…Evaluating core inflation indicators (2002)Evaluating core inflation ind…An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)An Introduction to Wavelets a…A Simple Adaptive Measure of Core Inflation (2002)A Simple Adaptive Measure of …Comparing Measures of Core Inflation (2001)Comparing Measures of Core In…Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter (1999)Using wavelets to obtain a co…The contribution of wavelets to the analysis of economic and financial data (1999)The contribution of wavelets …The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income (1998)The Decomposition of Economic…DECOMPOSITION OF ECONOMIC RELATIONSHIPS BY TIMESCALE USING WAVELETS (1998)DECOMPOSITION OF ECONOMIC REL…Efficient Inflation Estimation (1997)Efficient Inflation EstimationMeasuring Short-Run Inflation for Central Bankers (1996)Measuring Short-Run Inflation…Measuring Core Inflation (1995)Measuring Core InflationThe Consumer Price Index as a Measure of Inflation (1993)The Consumer Price Index as a…Measuring Core Inflation (1993)Measuring Core InflationUsing wavelets to measure core inflation: The case of New Zealand (2010)Using wavelets to measure cor…3. Hedonic Price Indexes for Automobiles: An Econometric Analysis of Quality Change (1971)A probability model of the coincident economic indicators (1991)Monetary Policy in the Euro Area (2001)Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better? (2006)The Impact of Oil Price Shocks on the Economic Growth of Selected MENA1 Countries (2010)Relative-Price Changes as Aggregate Supply Shocks (1995)Phillips Curve Inflation Forecasts (2008)Inflation Dynamics and the Great Recession (2011)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Adjustment of Consumption to Changing Expectations About Future Income (1981)Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)Oil and the macroeconomy: using wavelets to analyze old issues (2010)Wavelet-based evidence of the impact of oil prices on stock returns (2013)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Extreme Values, Regular Variation and Point Processes (1987)A long memory property of stock market returns and a new model (1993)An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets (2000)Wavelets in Economics and Finance: Past and Future (2002)Long memory in energy futures prices (2007)ARCH modeling in finance (1992)Crude oil price analysis and forecasting using wavelet decomposed ensemble model (2012)Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach (2019)Expectations and the neutrality of money (1972)Macroeconomics and Reality (1980)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Rethinking Capital Regulation (2008)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)A Core Inflation Indicator for the Euro Area (2005)Expected Returns in Treasury Bonds (2015)Nobel Lecture: Inflation and Unemployment (1977)Value at Risk Models in Finance (2003)Core Inflation and Trend Inflation (2016)International comovement of stock market returns: A wavelet analysis (2009)Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Multiscale systematic risk (2004)A GUIDE TO WAVELETS FOR ECONOMISTS* (2007)
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References

  • 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics1,072 cited
  • 1993Measuring Core Inflation374 cited
  • 1998The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income370 cited
  • 1998DECOMPOSITION OF ECONOMIC RELATIONSHIPS BY TIMESCALE USING WAVELETS347 cited
  • 1995Measuring Core Inflation343 cited
  • 1999The contribution of wavelets to the analysis of economic and financial data247 cited
  • 2002A Simple Adaptive Measure of Core Inflation229 cited
  • 2008Core Inflation: A Review of Some Conceptual Issues217 cited
  • 1993The Consumer Price Index as a Measure of Inflation202 cited
  • 1999Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter156 cited
  • 1997Efficient Inflation Estimation135 cited
  • 2001Comparing Measures of Core Inflation129 cited
  • 2011Measuring Short-Run Inflation for Central Bankers99 cited
  • 1996Measuring Short-Run Inflation for Central Bankers95 cited
  • 2002Evaluating core inflation indicators90 cited
  • 2004Weighted Median Inflation: Is This Core Inflation?

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  • 2010Using wavelets to measure core inflation: The case of New Zealand17 cited