Lynda Khalaf - Latest - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-29T10:55:51+00:00Testing the Stability of the Canadian Phillips Curve Using Exact Methods
https://www.bankofcanada.ca/2003/03/working-paper-2003-7/
Postulating two different specifications for the Canadian Phillips curve (a purely backwardlooking model, and a partly backward-, partly forward-looking model), the authors test for structural breaks in the parameters of the equation. In each case, they account for the possibilities that: (i) breaks can be discrete, or continuous, and (ii) available data samples may be too small to justify using asymptotically valid structural-change tests.2003-03-01T09:34:15+00:00enTesting the Stability of the Canadian Phillips Curve Using Exact Methods2003-03-01Econometric and statistical methodsWorking Paper 2003-7 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp03-7.pdfTesting the Stability of the Canadian Phillips Curve Using Exact MethodsLynda KhalafMaral KichianMarch 2003CC1C15C5C52EE3E31E37