C5 - Econometric Modeling - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-29T11:38:16+00:00A Structural VAR Approach to Core Inflation in Canada
https://www.bankofcanada.ca/2008/07/discussion-paper-2008-10/
The author constructs a measure of core inflation using a structural vector autoregression containing oil-price growth, output growth, and inflation. This "macro-founded" measure of inflation forecasts total inflation at least as well as other, atheoretical measures.2008-07-25T13:41:18+00:00enA Structural VAR Approach to Core Inflation in Canada2008-07-25Inflation and pricesDiscussion Paper 2008-10https://www.bankofcanada.ca/wp-content/uploads/2010/01/dp08-10.pdfA Structural VAR Approach to Core Inflation in CanadaSylvain MartelJuly 2008CC5C53EE3E31