E - Macroeconomics and Monetary Economics - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T10:24:34+00:00Do Mechanical Filters Provide a Good Approximation of Business Cycles?
https://www.bankofcanada.ca/1996/11/technical-report-no78/
In this paper, the authors examine how well the Hodrick-Prescott filter (HP) and the band-pass filter recently proposed by Baxter and King (BK) extract the business-cycle component of macroeconomic time series.1996-11-01T14:20:30+00:00enDo Mechanical Filters Provide a Good Approximation of Business Cycles?1996-11-01Econometric and statistical methodsTechnical Report 78https://www.bankofcanada.ca/wp-content/uploads/2010/01/tr78.pdfDo Mechanical Filters Provide a Good Approximation of Business Cycles?Alain GuayPierre St-AmantNovember 1996CC5C52EE3E32A Modified P*-Model of Inflation Based on M1
https://www.bankofcanada.ca/1996/11/working-paper-1996-15/
This paper examines the performance of M1 in an indicator-model of inflation over time horizons as long as 16 quarters into the future.1996-11-01T09:46:41+00:00enA Modified P*-Model of Inflation Based on M11996-11-01Economic modelsWorking Paper 1996-15 https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp96-15.pdfA Modified P*-Model of Inflation Based on M1Joseph Atta-MensahNovember 1996EE3E37