Comparing South African Inflation Volatility across

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Keywords: Cosine-Squared Cepstrum; Inflation Targeting; Inflation Volatility; Saphe ..... Fortunately in our case, the prominent cepstral peak is relatively.
University of Pretoria Department of Economics Working Paper Series

Comparing South African Inflation Volatility across Monetary Policy Regimes: An Application of Saphe Cracking Rangan Gupta University of Pretoria

Josine Uwilingiye

University of Pretoria Working Paper: 2009-06 February 2009

__________________________________________________________ Department of Economics University of Pretoria 0002, Pretoria South Africa Tel: +27 12 420 2413 Fax: +27 12 362 5207

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