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Avaliação Da Medida De Núcleo De Inflação Baseada No Método Wavelet Para O Brasil

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  • ANDERSON ANTONIO DENARDIN
  • ALICE KOZAKEVICIUS
  • ALEX A. SCHMIDT

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  • Anderson Antonio Denardin & Alice Kozakevicius & Alex A. Schmidt, 2018. "Avaliação Da Medida De Núcleo De Inflação Baseada No Método Wavelet Para O Brasil," Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting] 34, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    • Handle: RePEc:anp:en2016:34
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    File URL: https://www.anpec.org.br/encontro/2016/submissao/files_I/i4-fc77de3b0afb688099653e56d3f4f064.pdf
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    References listed on IDEAS

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    1. repec:zbw:bofrdp:2005_001 is not listed on IDEAS
    2. Patrick M. Crowley, 2005. "An intuitive guide to wavelets for economists," GE, Growth, Math methods 0508009, University Library of Munich, Germany.
    3. Sims, Christopher A & Stock, James H & Watson, Mark W, 1990. "Inference in Linear Time Series Models with Some Unit Roots," Econometrica, Econometric Society, vol. 58(1), pages 113-144, January.
    4. Patrick M. Crowley, 2007. "A Guide To Wavelets For Economists," Journal of Economic Surveys, Wiley Blackwell, vol. 21(2), pages 207-267, April.
    5. John Elder & Hyun J. Jin, 2007. "Long memory in commodity futures volatility: A wavelet perspective," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(5), pages 411-437, May.
    6. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-1580, November.
    7. Yash P. Mehra & Devin Reilly, 2009. "Short-term headline-core inflation dynamics," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 95(Sum), pages 289-313.
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