C1 - Econometric and Statistical Methods and Methodology: General - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T09:29:36+00:00The U.S. New Keynesian Phillips Curve: An Empirical Assessment
https://www.bankofcanada.ca/2004/09/working-paper-2004-35/
The authors examine the evidence presented by Galí and Gertler (1999) and Galí, Gertler, and Lopez-Salido (2001, 2003) that the inflation dynamics in the United States can be well-described by the New Keynesian Phillips curve (NKPC).2004-09-01T15:13:48+00:00enThe U.S. New Keynesian Phillips Curve: An Empirical Assessment2004-09-01Econometric and statistical methodsInflation and pricesWorking Paper 2004-35 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp04-35.pdfThe U.S. New Keynesian Phillips Curve: An Empirical AssessmentAlain GuayFlorian PelgrinSeptember 2004CC1C13C5C52EE3E31Estimating New Keynesian Phillips Curves Using Exact Methods
https://www.bankofcanada.ca/2004/04/working-paper-2004-11/
The authors use simple new finite-sample methods to test the empirical relevance of the New Keynesian Phillips curve (NKPC) equation.2004-04-01T11:59:06+00:00enEstimating New Keynesian Phillips Curves Using Exact Methods2004-04-01Econometric and statistical methodsInflation and pricesWorking Paper 2004-11 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp04-11.pdfEstimating New Keynesian Phillips Curves Using Exact MethodsLynda KhalafMaral KichianApril 2004CC1C13C5C52EE3E31Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates
https://www.bankofcanada.ca/2004/01/working-paper-2004-2/
The author proposes a class of exact tests of the null hypothesis of exchangeable forecast errors and, hence, of the hypothesis of no difference in the unconditional accuracy of two competing forecasts.2004-01-01T10:43:23+00:00enExact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates2004-01-01Econometric and statistical methodsWorking Paper 2004-2 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp04-2.pdfExact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest RatesRichard LugerJanuary 2004CC1C12C2C22C5C52C53