Jean-Marie Dufour - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T11:41:57+00:00Structural Inflation Models with Real Wage Rigidities: The Case of Canada
https://www.bankofcanada.ca/2009/07/working-paper-2009-21/
Real wage rigidities have recently been proposed as a way of building intrinsic persistence in inflation within the context of New Keynesian Phillips Curves. Using two recent illustrative structural models, we evaluate empirically the importance of real wage rigidities in the data and the extent to which such models provide useful information regarding price stickiness.2009-07-12T15:38:01+00:00enStructural Inflation Models with Real Wage Rigidities: The Case of Canada2009-07-12Econometric and statistical methodsInflation and pricesLabour marketsWorking Paper 2009-21 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp09-21.pdfStructural Inflation Models with Real Wage Rigidities: The Case of CanadaJean-Marie DufourLynda KhalafMaral KichianJuly 2009CC1C13C5C52EE3E31Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit
https://www.bankofcanada.ca/2009/06/working-paper-2009-19/
Weak identification is likely to be prevalent in multi-equation macroeconomic models such as in dynamic stochastic general equilibrium setups. Identification difficulties cause the breakdown of standard asymptotic procedures, making inference unreliable.2009-06-03T15:56:27+00:00enStructural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit2009-06-03Econometric and statistical methodsInflation and pricesWorking Paper 2009-19 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp09-19.pdfStructural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and FitJean-Marie DufourLynda KhalafMaral KichianJune 2009CC5C52C53EE3E37Assessing Indexation-Based Calvo Inflation Models
https://www.bankofcanada.ca/2009/02/working-paper-2009-7/
Using identification-robust methods, the authors estimate and evaluate for Canada and the United States various classes of inflation equations based on generalized structural Calvo-type models. The models allow for different forms of frictions and vary in their assumptions regarding the type of price indexation adopted by firms.2009-02-02T14:11:09+00:00enAssessing Indexation-Based Calvo Inflation Models2009-02-02Econometric and statistical methodsInflation and pricesWorking Paper 2009-7 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp09-7.pdfAssessing Indexation-Based Calvo Inflation ModelsJean-Marie DufourLynda KhalafMaral KichianFebruary 2009CC1C13C5C52EE3E31Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices
https://www.bankofcanada.ca/2006/10/working-paper-2006-39/
The authors examine simultaneously the causal links connecting monetary policy variables, real activity, and stock returns.2006-10-04T17:08:52+00:00enShort-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices2006-10-04Monetary and financial indicatorsWorking Paper 2006-39 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-39.pdfShort-Run and Long-Run Causality between Monetary Policy Variables and Stock PricesJean-Marie DufourDavid TessierOctober 2006CC1C12C15C3C32C5C51C53EE5E52Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis
https://www.bankofcanada.ca/2005/10/working-paper-2005-27/
The authors use identification-robust methods to assess the empirical adequacy of a New Keynesian Phillips curve (NKPC) equation.2005-10-01T11:18:22+00:00enInflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis2005-10-01Econometric and statistical methodsInflation and pricesWorking Paper 2005-27 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-27.pdfInflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric AnalysisJean-Marie DufourLynda KhalafMaral KichianOctober 2005CC1C13C5C52EE3E31