Evaluation of Wavelet-based Core Inflation Measures: Evidence from Peru
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More about this item
KeywordsCore inflation; wavelets; forecast; structural VAR;
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-08-15 (All new papers)
- NEP-CBA-2011-08-15 (Central Banking)
- NEP-FOR-2011-08-15 (Forecasting)
- NEP-MAC-2011-08-15 (Macroeconomics)
- NEP-MON-2011-08-15 (Monetary Economics)
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