1.
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We propose exact exogeneity tests and weak-instruments-robust tests on factor loadings for a system of regressions with possibly non-Gaussian disturbances. Our methodolog[...]
2022 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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2.
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We propose a drifting-coefficient model to empirically study the effect of money on output growth in Canada and to examine the role of prevailing financial conditions for[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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3.
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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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4.
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Inflation-targeting central banks around the world often state their inflation objectives with regard to the consumer price index (CPI). Yet the literature on optimal mon[...]
2010 | Text | Staff Working Paper - Document de travail du personnel |
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5.
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We propose alternative single-equation semi-structural models for forecasting inflation in Canada, whereby structural New Keynesian models are combined with time-series f[...]
2010 | Text | Staff Working Paper - Document de travail du personnel |
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6.
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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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7.
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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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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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We assess the implications of price indexation for estimated frequency of price adjustment in sticky price models of business cycles. These models predominantly assume th[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
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10.
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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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