Research - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T08:16:22+00:00Non-Parametric and Neural Network Models of Inflation Changes
https://www.bankofcanada.ca/2000/04/working-paper-2000-7/
Previous studies have shown that interest rate yield spreads contain useful information about future changes in inflation. However, such studies have for the most part focused on linear models, ignoring potential non-linearities between interest rates and inflation.2000-04-07T14:56:11+00:00enNon-Parametric and Neural Network Models of Inflation Changes2000-04-07Economic modelsInflation and pricesWorking Paper 2000-7 https://www.bankofcanada.ca/wp-content/uploads/2010/01/wp00-7.pdfNon-Parametric and Neural Network Models of Inflation ChangesGreg TkaczApril 2000CC5C51EE3E31International Financial Crises and Flexible Exchange Rates: Some Policy Lessons from Canada
https://www.bankofcanada.ca/2000/04/technical-report-no88/
This paper examines the behaviour of the Canadian dollar from 1997 to 1999 to see if there is any evidence of excess volatility or significant overshooting. A small econometric model of the exchange rate, based on market fundamentals, is presented and used to make tentative judgments about the extent to which the currency might have been systematically over- or undervalued.2000-04-07T14:35:12+00:00enInternational Financial Crises and Flexible Exchange Rates: Some Policy Lessons from Canada2000-04-07Exchange rate regimesExchange ratesTechnical Report 88 https://www.bankofcanada.ca/wp-content/uploads/2010/01/tr88.pdfInternational Financial Crises and Flexible Exchange Rates: Some Policy Lessons from CanadaJohn MurrayMark ZelmerZahir AntiaApril 2000FF3F31Some Explorations, Using Canadian Data, of the S-Variable in Akerlof, Dickens, and Perry (1996)
https://www.bankofcanada.ca/2000/04/working-paper-2000-6/
A number of authors have suggested that economies face a long-run inflation-unemployment trade-off due to downward nominal-wage rigidity. This theory has implications for the nature of the short-run Phillips curve when wage inflation is low.2000-04-07T13:01:33+00:00enSome Explorations, Using Canadian Data, of the S-Variable in Akerlof, Dickens, and Perry (1996)2000-04-07Monetary policy frameworkMonetary policy transmissionWorking Paper 2000-6 https://www.bankofcanada.ca/wp-content/uploads/2010/01/wp00-6.pdfSome Explorations, Using Canadian Data, of the S-Variable in Akerlof, Dickens, and Perry (1996)Seamus HoganLise PichetteApril 2000CC5C52EE2E24E5E50