Sylvain Martel - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T14:35:17+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 2008CC5C53EE3E31Inflation and Relative Price Dispersion in Canada: An Empirical Assessment
https://www.bankofcanada.ca/2005/10/working-paper-2005-28/
The authors investigate empirically the relationship between different aspects of inflation and relative price dispersion in Canada using a Markov regime-switching Phillips curve.2005-10-01T12:20:29+00:00enInflation and Relative Price Dispersion in Canada: An Empirical Assessment2005-10-01Inflation and pricesWorking Paper 2005-28 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-28.pdfInflation and Relative Price Dispersion in Canada: An Empirical AssessmentAndré BinetteSylvain MartelOctober 2005CC3C32EE3E31Y a-t-il eu surinvestissement au Canada durant la seconde moitié des années 1990?
https://www.bankofcanada.ca/2005/03/working-paper-2005-5/
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).2005-03-01T11:44:49+00:00frY a-t-il eu surinvestissement au Canada durant la seconde moitié des années 1990?2005-03-01Domestic demand and componentsWorking Paper 2005-5https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-5.pdfY a-t-il eu surinvestissement au Canada durant la seconde moitié des années 1990?Sylvain MartelMarch 2005CC3C32EE3E37FF4F47