Using Wavelets to Analyse the Dynamics of Inflation Processes
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- Christoph Schleicher, 2002. "An Introduction to Wavelets for Economists," Staff Working Papers 02-3, Bank of Canada.
- Crowley, Patrick M. & Hudgins, David, 2017. "Wavelet-based monetary and fiscal policy in the Euro area," Journal of Policy Modeling, Elsevier, vol. 39(2), pages 206-231.
- Anna Brychykova & Elena Mogilevich & Alexey Shvedov, 2019. "On Wavelet Transform for Stock Price Modeling by Fuzzy Systems," HSE Economic Journal, National Research University Higher School of Economics, vol. 23(3), pages 444-464.
- Winkelmann, Lars, 2013. "Quantitative forward guidance and the predictability of monetary policy: A wavelet based jump detection approach," SFB 649 Discussion Papers 2013-016, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Patrick M. Crowley & David Hudgins, 2022. "Monetary policy objectives and economic outcomes: What can we learn from a wavelet‐based optimal control approach?," Manchester School, University of Manchester, vol. 90(2), pages 144-170, March.
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Keywords
; ; ; ; ; ;JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
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