E37 - Forecasting and Simulation: Models and Applications - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T07:42:22+00:00Explaining and Forecasting Inflation in Emerging Markets: The Case of Mexico
https://www.bankofcanada.ca/2003/06/working-paper-2003-17/
The authors apply existing inflation models that have worked well in industrialized countries to Mexico, an emerging market that has recently moved to adopt an inflation-targeting framework for monetary policy. They compare the performance of these models with a mark-up model that has been used extensively to analyze inflation in Mexico.2003-06-01T11:44:29+00:00enExplaining and Forecasting Inflation in Emerging Markets: The Case of Mexico2003-06-01Inflation and pricesInternational topicsWorking Paper 2003-17 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp03-17.pdfExplaining and Forecasting Inflation in Emerging Markets: The Case of MexicoJeannine BailliuDaniel GarcésMark KrugerMiguel MessmacherJune 2003EE3E31E37Testing 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