Arbeitspapier
A structural VAR approach to core inflation in Canada
The author constructs a measure of core inflation using a structural vector autoregression containing oil-price growth, output growth, and inflation. This macro-founded measure of inflation forecasts total inflation at least as well as other, atheoretical measures.
- Sprache
-
Englisch
- Erschienen in
-
Series: Bank of Canada Discussion Paper ; No. 2008-10
- Klassifikation
-
Wirtschaft
Price Level; Inflation; Deflation
Forecasting Models; Simulation Methods
- Thema
-
Inflation and prices
Geldpolitik
Mineralölpreisschock
Wirtschaftswachstum
Inflation
Prognose
VAR-Modell
Kanada
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Martel, Sylvain
- Ereignis
-
Veröffentlichung
- (wer)
-
Bank of Canada
- (wo)
-
Ottawa
- (wann)
-
2008
- DOI
-
doi:10.34989/sdp-2008-10
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Martel, Sylvain
- Bank of Canada
Entstanden
- 2008
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