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Volumn 6, Issue 133-136, 2012, Pages 6739-6752

Contribution of wavelet transformation and empirical mode decomposition to measurement of U.S core inflation

Author keywords

Denosing; Detrending; Filtering; Forecasting

Indexed keywords


EID: 84869790081     PISSN: None     EISSN: 1312885X     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (6)

References (13)
  • 1
    • 84869841387 scopus 로고    scopus 로고
    • Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter
    • A. Maravall and A. del Rio, Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter, Banco de Espana Working Papers 0728, (2007).
    • (2007) Banco de Espana Working Papers 0728
    • Maravall, A.1    del Rio, A.2
  • 2
    • 84869860733 scopus 로고    scopus 로고
    • Ignoring the core can keep inflation at bay
    • 1June
    • B.L. Smaghi, Ignoring the core can keep inflation at bay, Financial Times, 1June, (2011).
    • (2011) Financial Times
    • Smaghi, B.L.1
  • 3
    • 0040960779 scopus 로고    scopus 로고
    • Three Equivalent Methods for Filtering Finite Nonstationary Time series
    • V. Gomez, Three Equivalent Methods for Filtering Finite Nonstationary Time series, Journal of Business and Economic Statistics, 17,(1999),109-116.
    • (1999) Journal of Business and Economic Statistics , vol.17 , pp. 109-116
    • Gomez, V.1
  • 6
    • 5444236478 scopus 로고    scopus 로고
    • The empirical mode decomposition method and the Hilbert spectrum for non-stationary time series analysis
    • London
    • H. Z. Shen, S. R. Long, M. C. Wu, E. H. Shih, Q. Zheng, C. C. Tung, and H.H. Liu, The empirical mode decomposition method and the Hilbert spectrum for non-stationary time series analysis, Proc. Roy. Soc. London, 454A (1998),903-995.
    • (1998) Proc. Roy. Soc. , vol.454 A , pp. 903-995
    • Shen, H.Z.1    Long, S.R.2    Wu, M.C.3    Shih, E.H.4    Zheng, Q.5    Tung, C.C.6    Liu, H.H.7
  • 7
    • 77449150345 scopus 로고    scopus 로고
    • Combining inflation density forecasts"
    • C. Kascha and F. Ravazzolo, Combining inflation density forecasts", Journal of Forecasting 29, (2010), 231-250
    • (2010) Journal of Forecasting , vol.29 , pp. 231-250
    • Kascha, C.1    Ravazzolo, F.2
  • 8
    • 79960252978 scopus 로고    scopus 로고
    • Market freedom and the global recession
    • M. Lenza, L. Reichlin, and D. Giannone, Market freedom and the global recession, IMF Economic Review, 59(1) (2011), 111-135.
    • (2011) IMF Economic Review , vol.59 , Issue.1 , pp. 111-135
    • Lenza, M.1    Reichlin, L.2    Giannone, D.3
  • 9
    • 45749106358 scopus 로고    scopus 로고
    • Empirical Mode Decomposition Method Based on Wavelet with Translation Invariance, EURASIP
    • P. Qin, L. Yan and C. Ming, Empirical Mode Decomposition Method Based on Wavelet with Translation Invariance, EURASIP, Journal on Advances in Signal Processing, (2008).
    • (2008) Journal on Advances in Signal Processing
    • Qin, P.1    Yan, L.2    Ming, C.3
  • 10
    • 84869815094 scopus 로고    scopus 로고
    • Measuring Core Inflation in Australia with Disaggregate Ensembles
    • F. Ravazzolo and S.P. Vahey, Measuring Core Inflation in Australia with Disaggregate Ensembles, Proceedings of 2009 RBA Conference, (2009),178-195.
    • (2009) Proceedings of 2009 RBA Conference , pp. 178-195
    • Ravazzolo, F.1    Vahey, S.P.2
  • 13
    • 84869860731 scopus 로고    scopus 로고
    • Inflation: A Review of Some Conceptual Issues, Federal Reserve Bank of Dallas, research department working paper no. 99-03, June
    • A. M. Wynne, Core Inflation: A Review of Some Conceptual Issues, Federal Reserve Bank of Dallas, research department working paper no. 99-03, June,(1999).
    • (1999)
    • Wynne, A.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.