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1.
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A vector error-correction model (VECM) that forecasts inflation between the current quarter and eight quarters ahead is found to provide significant leading information a[...]
1996 | Text | Staff Working Paper - Document de travail du personnel |
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2.
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The author provides a statistical evaluation of various measures of core inflation for Canada. The criteria used to evaluate the measures are lack of bias, low variabilit[...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
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3.
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The authors examine the Bank of Canada's overnight rate as a measure of monetary policy in vector autoregression (VAR) models. Since the time series of the Bank's current[...]
1996 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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In recent years, there has been a lot of interest in Taylor-type rules. Evidence in the literature suggests that Taylor-type rules are optimal in a number of models and a[...]
2002 | Text | Staff Working Paper - Document de travail du personnel |
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