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.
- Language
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Englisch
- Bibliographic citation
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Series: Bank of Canada Discussion Paper ; No. 2008-10
- Classification
-
Wirtschaft
Price Level; Inflation; Deflation
Forecasting Models; Simulation Methods
- Subject
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Inflation and prices
Geldpolitik
Mineralölpreisschock
Wirtschaftswachstum
Inflation
Prognose
VAR-Modell
Kanada
- Event
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Geistige Schöpfung
- (who)
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Martel, Sylvain
- Event
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Veröffentlichung
- (who)
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Bank of Canada
- (where)
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Ottawa
- (when)
-
2008
- DOI
-
doi:10.34989/sdp-2008-10
- Handle
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Martel, Sylvain
- Bank of Canada
Time of origin
- 2008
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