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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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Suggested Citation

  • 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

    as
    1. 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.
    2. Patrick M. Crowley, 2007. "A Guide To Wavelets For Economists," Journal of Economic Surveys, Wiley Blackwell, vol. 21(2), pages 207-267, April.
    3. Patrick M. Crowley, 2005. "An intuitive guide to wavelets for economists," GE, Growth, Math methods 0508009, University Library of Munich, Germany.
    4. 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.
    5. Patrick Crowley, 2005. "An intuitive guide to wavelets for economists," Econometrics 0503017, University Library of Munich, Germany.
    6. 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.
    7. 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.
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