Inflation dynamics in the frequency domain

DOI10.1016/J.ECONLET.2023.111304zbMath1521.91232OpenAlexW4385740788MaRDI QIDQ6047405

Fabio Verona, Manuel M. F. Martins

Publication date: 12 September 2023

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2023.111304

zbMATH Keywords

waveletsfrequency domaininflation dynamicsNew Keynesian Phillips curve

Mathematics Subject Classification ID

Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Band Spectrum Regression
• The Slope of the Phillips Curve: Evidence from U.S. States
• The Phillips curve at 65: time for time and frequency

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