Sylvain Martel

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A Structural VAR Approach to Core Inflation in Canada

Staff Discussion Paper 2008-10 Sylvain Martel
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.
Content Type(s): Staff Research, Staff Discussion Papers Topic(s): Inflation and prices JEL Code(s): C, C5, C53, E, E3, E31

Inflation and Relative Price Dispersion in Canada: An Empirical Assessment

Staff Working Paper 2005-28 André Binette, Sylvain Martel
The authors investigate empirically the relationship between different aspects of inflation and relative price dispersion in Canada using a Markov regime-switching Phillips curve.
Content Type(s): Staff Research, Staff Working Papers Topic(s): Inflation and prices JEL Code(s): C, C3, C32, E, E3, E31

Y a-t-il eu surinvestissement au Canada durant la seconde moitié des années 1990?

Staff Working Paper 2005-5 Sylvain Martel
This study on overinvestment differs from the existing literature in that investment in machinery and equipment is modelled as a structural vector autoregression with identification achieved by imposing long-run restrictions, as in Blanchard and Quah (1989).
Content Type(s): Staff Research, Staff Working Papers Topic(s): Domestic demand and components JEL Code(s): C, C3, C32, E, E3, E37, F, F4, F47

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