Title:

A Wavelet-Based Multivariate Multiscale Approach for Forecasting

Author:

António Rua (Bank of Portugal, U Nova)

Journal:

International Journal Of Forecasting

Year:

2017

Volume:

33

Number:

3

Pages:

581-590

JEL codes:

E31 - Price Level; Inflation; Deflation
E3 - Prices, Business Fluctuations, and Cycles

DOI:

10.1016/j.ijforecast.2017.01.007