This paper proposes the use of wavelet methods to estimate U.S. core inflation. It explains wavelet methods and … for their performance in following trend inflation and predicting future inflation. Results suggest that wavelet … are a promising avenue for future research on core inflation …

In this paper, we estimate trend inflation in Sweden using an unobserved components stochastic volatility model. Using … data from 1995Q4 to 2021Q4 and Bayesian estimation methods, we find that trend inflation has been well-anchored during the … period - although in general at a level below the inflation target - and it does not appear to have been affected much by the …