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1.
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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 |
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2.
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The authors use simple new finite-sample methods to test the empirical relevance of the New Keynesian Phillips curve (NKPC) equation. Unlike tests based on the generalize[...]
2004 | Text | Staff Working Paper - Document de travail du personnel |
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3.
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Fluctuations in the prices of various natural resource products are of concern in both policy and business circles; hence, it is important to develop accurate price forec[...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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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 |
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5.
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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 |
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6.
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The authors address empirically the implications of structural breaks in the variance-covariance matrix of inflation and import prices for changes in pass-through. They d[...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
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7.
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The authors test the statistical significance of Pindyck's (1999) suggested class of econometric equations that model the behaviour of long-run real energy prices. The mo[...]
2004 | Text | Staff Working Paper - Document de travail du personnel |
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8.
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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 |
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9.
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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 |
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10.
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Pricing-to-market (PTM) theory suggests that monopolistic firms which export adjust their destination-specific markups in reaction to exchange rate shocks. These adjustme[...]
2000 | Text | Staff Working Paper - Document de travail du personnel |
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