Inflation and prices - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T06:10:56+00:00Inflation, Learning and Monetary Policy Regimes in The G-7 Economies
https://www.bankofcanada.ca/1995/06/working-paper-1995-6/
In this paper, the authors report estimates of two- and three-state Markov switching models applied to inflation, measured using consumer price indexes, in the G-7 countries. They report tests that show that two-state models are preferred to simple one-state representations of the data, and argue that three-state representations are more satisfactory than two-state representations for […]1995-06-01T11:09:38+00:00enInflation, Learning and Monetary Policy Regimes in The G-7 Economies1995-06-01Inflation and pricesWorking Paper 1995-6 https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp95-6.pdfInflation, Learning and Monetary Policy Regimes in The G-7 EconomiesNicholas RickettsDavid RoseJune 1995Changes in the Inflation Process in Canada: Evidence and Implications
https://www.bankofcanada.ca/1995/05/working-paper-1995-5/
The Canadian economy is currently in transition from a period of disinflation to one with a very low and relatively stable inflation rate. Against this background, the author asks whether reduced-form parameters should be expected to be invariant to changes in the inflation process. This raises two empirical issues. The first relates to whether shifts […]1995-05-03T11:04:45+00:00enChanges in the Inflation Process in Canada: Evidence and Implications1995-05-03Inflation and pricesWorking Paper 1995-5 https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp95-5.pdfChanges in the Inflation Process in Canada: Evidence and ImplicationsDoug HostlandMay 1995Deriving Agents' Inflation Forecasts from the Term Structure of Interest Rates
https://www.bankofcanada.ca/1995/01/working-paper-1995-1/
In this paper, the author uses the term structure of nominal interest rates to construct estimates of agents' expectations of inflation over several medium-term forecast horizons. The Expectations Hypothesis is imposed together with the assumption that expected future real interest rates are given by current real rates. Under these maintained assumptions, it is possible to […]1995-01-01T10:25:59+00:00enDeriving Agents' Inflation Forecasts from the Term Structure of Interest Rates1995-01-01Inflation and pricesInterest ratesWorking Paper 1995-1 https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp95-1.pdfDeriving Agents' Inflation Forecasts from the Term Structure of Interest RatesChristopher RaganJanuary 1995