E3 - Prices, Business Fluctuations, and Cycles - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T13:48:28+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 2008CC5C53EE3E31On the Amplification Role of Collateral Constraints
https://www.bankofcanada.ca/2008/07/working-paper-2008-23/
Following the seminal contribution of Kiyotaki and Moore (1997), the role of collateral constraints for business cycle fluctuations has been highlighted by several authors and collateralized debt is becoming a popular feature of business cycle models.2008-07-18T10:05:25+00:00enOn the Amplification Role of Collateral Constraints2008-07-18Business fluctuations and cyclesCredit and credit aggregatesWorking Paper 2008-23 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-23.pdfOn the Amplification Role of Collateral ConstraintsCaterina MendicinoJuly 2008EE2E20E3E32