|
1.
|
Using identification-robust methods, the authors estimate and evaluate for Canada and the United States various classes of inflation equations based on generalized struct[...]
2009 | Text | Staff Working Paper - Document de travail du personnel |
|
|
2.
|
We test for the presence of time-varying parameters (TVP) in the long-run dynamics of energy prices for oil, natural gas and coal, within a standard class of mean-reverti[...]
2012 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
|
|
3.
|
The authors use identification-robust methods to assess the empirical adequacy of a New Keynesian Phillips curve (NKPC) equation. They focus on Galí and Gertler's (1999) [...]
2005 | Text | Staff Working Paper - Document de travail du personnel |
|
|
4.
|
The authors examine simultaneously the causal links connecting monetary policy variables, real activity, and stock returns. Their interest lies in the fact that the dynam[...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
|
|
5.
|
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 re[...]
2009 | Text | Staff Working Paper - Document de travail du personnel |
|
|
6.
|
Weak identification is likely to be prevalent in multi-equation macroeconomic models such as in dynamic stochastic general equilibrium setups. Identification difficulties[...]
2009 | Text | Staff Working Paper - Document de travail du personnel |
|
