Inflation and prices - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T18:36:46+00:00Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields
https://www.bankofcanada.ca/2012/11/working-paper-2012-37/
We provide a decomposition of nominal yields into real yields, expectations of future inflation and inflation risk premiums when real bonds or inflation swaps are unavailable or unreliable due to their relative illiquidity.2012-11-14T15:35:41+00:00enForecasting Inflation and the Inflation Risk Premiums Using Nominal Yields2012-11-14Asset pricingEconometric and statistical methodsInflation and pricesInterest ratesWorking Paper 2012-37https://www.bankofcanada.ca/wp-content/uploads/2012/11/wp2012-37.pdfForecasting Inflation and the Inflation Risk Premiums Using Nominal YieldsBruno FeunouJean-Sébastien FontaineNovember 2012EE4E43E47GG1G12Measurement Bias in the Canadian Consumer Price Index: An Update
https://www.bankofcanada.ca/wp-content/uploads/2012/08/boc-review-summer12-sabourin.pdf
The consumer price index (CPI) is the most commonly used measure to track changes in the overall level of prices. Since it departs from a true cost-of-living index, the CPI is subject to four types of measurement bias—commodity substitution, outlet substitution, new goods and quality adjustment. The author updates previous Bank of Canada estimates of measurement bias in the Canadian CPI by examining these four sources of potential bias. He finds the total measurement bias over the 2005–11 period to be about 0.5 percentage point per year, consistent with the Bank’s earlier findings. Slightly more than half of this bias is caused by the fixed nature of the CPI basket of goods and services.2012-08-16T08:54:38+00:00enMeasurement Bias in the Canadian Consumer Price Index: An Update2012-08-16The Sensitivity of Producer Prices to Exchange Rates: Insights from Micro Data
https://www.bankofcanada.ca/2012/07/working-paper-2012-20/
This paper studies the sensitivity of Canadian producer prices to the Canada-U.S. exchange rate. Using a unique product-level price data set, we estimate and analyze the impact of movements in the exchange rate on both domestic and export producer prices.2012-07-23T07:48:45+00:00enThe Sensitivity of Producer Prices to Exchange Rates: Insights from Micro Data2012-07-23Exchange ratesInflation and pricesMarket structure and pricingWorking Paper 2012-20https://www.bankofcanada.ca/wp-content/uploads/2012/07/wp2012-20.pdfThe Sensitivity of Producer Prices to Exchange Rates: Insights from Micro DataShutao CaoWei DongBen TomlinJuly 2012EE3E30FF3F31F4F41LL1L11Commodities and Monetary Policy: Implications for Inflation and Price Level Targeting
https://www.bankofcanada.ca/2012/06/working-paper-2012-16/
We examine the relative ability of simple inflation targeting (IT) and price level targeting (PLT) monetary policy rules to minimize both inflation variability and business cycle fluctuations in Canada for shocks that have important consequences for global commodity prices.2012-06-14T09:51:31+00:00enCommodities and Monetary Policy: Implications for Inflation and Price Level Targeting2012-06-14Economic modelsInflation and pricesInternational topicsMonetary policy frameworkWorking Paper 2012-16https://www.bankofcanada.ca/wp-content/uploads/2012/06/wp2012-16.pdfCommodities and Monetary Policy: Implications for Inflation and Price Level TargetingDonald ColettiRené LalondePaul MassonDirk MuirStephen SnuddenJune 2012EE1E17E3E31E37E5E52FF4F41QQ4Q43