Inflation dynamics in the frequency domain

DOI10.1016/J.ECONLET.2023.111304MaRDI QIDQ6047405zbMATH OpenOpenAlexFDO

Authors Manuel M. F. Martins, Fabio Verona

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

frequency domaininflation dynamicsNew Keynesian Phillips curvewavelets

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(6)

• Inflation and demography through time
• Chapter 9 Modeling Inflation and Money Demand Using a Fourier-Series Approximation
• The Phillips curve at 65: time for time and frequency
• Determining Harmonic Fluctuations in Food Inflation
• Solving and analyzing DSGE models in the frequency domain
• New Keynesian explanations of cyclical movements in aggregate inflation and regional inflation differentials

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