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Medidas de Núcleo de Inflação para o Brasil baseadas no Método Wavelets

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  • da Silva, Nelson

Abstract

This work presents core inflation measures by the application of wavelet techniques. The IPCA (Broad Consumer Price Index) data used in constructing these core measures begins in December 1997 and ends in March 2019. The estimates are submitted to the traditional tests like absence of bias, trend representation, and predictive power. The results show that the estimated wavelet-based core measures meet several criteria established in the literature. The disadvantage is that these core measures are periodically revised. The adjustment of the traditional cores by wavelet, alternatively, tends to improve their performance in relation to the proposed criteria, and to minimize revisions.

Suggested Citation

  • da Silva, Nelson, 2024. "Medidas de Núcleo de Inflação para o Brasil baseadas no Método Wavelets," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 78(1), April.
    • Handle: RePEc:fgv:epgrbe:v:78:y:2024:i:1:a:85724
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