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Supplemental material for peer-reviewed article published in Quantitative Economics.
2023 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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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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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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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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The early work of Tobin (1958) showed that portfolio allocation decisions can be reduced to a two stage process: first decide the relative allocation of assets across the[...]
2008 | Text | Staff Working Paper - Document de travail du personnel |
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This paper compares the performance of simple inflation targeting (IT) and price-level path targeting (PLPT) rules to stabilize the macroeconomy, in response to a series [...]
2008 | Text | Staff Working Paper - Document de travail du personnel |
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Asymmetric shocks are common in markets; securities' payoffs are not normally distributed and exhibit skewness. This paper studies the portfolio holdings of heterogeneous[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
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The stochastic simulation model suggested by Bolder (2003) for the analysis of the federal government's debt-management strategy provides a wide variety of useful informa[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
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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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In the United States, the Federal Reserve has a dual mandate of promoting stable inflation and maximum employment. Since the Fed directly controls only one instrument—the[...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
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