Frédérick Demers - Latest - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-29T14:12:39+00:00The Canadian Phillips Curve and Regime Shifting
https://www.bankofcanada.ca/2003/10/working-paper-2003-32/
Phillips curves are generally estimated under the assumption of linearity and parameter constancy. Linear models of inflation, however, have recently been criticized for their poor forecasting performance.2003-10-03T14:06:57+00:00enThe Canadian Phillips Curve and Regime Shifting2003-10-03Econometric and statistical methodsInflation and pricesWorking Paper 2003-32 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp03-32.pdfThe Canadian Phillips Curve and Regime ShiftingFrédérick DemersOctober 2003CC5C52EE3E31Forecasting and Analyzing World Commodity Prices
https://www.bankofcanada.ca/2003/08/working-paper-2003-24/
The authors develop simple econometric models to analyze and forecast two components of the Bank of Canada commodity price index: the Bank of Canada non-energy (BCNE) commodity prices and the West Texas Intermediate crude oil price. They present different methodologies to identify transitory and permanent components of movements in these prices.2003-08-01T11:44:17+00:00enForecasting and Analyzing World Commodity Prices2003-08-01Econometric and statistical methodsWorking Paper 2003-24 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp03-24.pdfForecasting and Analyzing World Commodity PricesRené LalondeZhenhua ZhuFrédérick DemersAugust 2003CC5