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by Chantal Dupasquier

  • ISBN: 0662271661
  • Author: Chantal Dupasquier
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  • Publisher: Bank of Canada (1998)
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epub Non-linearities in the output-inflation relationship: Some empirical results for Canada (Document de travail) download

Non-Linearities in the Output-Inflation Relationship: Some Empirical Results for Canada. In this paper, the authors survey some of the recent techniques proposed in the literature to measure the trend component of output or potential output

Non-Linearities in the Output-Inflation Relationship: Some Empirical Results for Canada. In this paper, the authors survey some of the recent techniques proposed in the literature to measure the trend component of output or potential output.

Chantal Dupasquier & Nicholas Ricketts, 1998. Non-Linearities in the Output-Inflation Relationship: Some Empirical Results for Canada," Staff Working Papers 98-14, Bank of Canada. Handle: RePEc:bca:bocawp:98-14.

Non-Linearities in the Output-Inflation Relationship: Some Empirical Results for Canada

Non-Linearities in the Output-Inflation Relationship: Some Empirical Results for Canada. Staff Working Paper 1998-14 Chantal Dupasquier, Nicholas Ricketts. This paper analyzes the short-run dynamic process of inflation in Canada and examines whether a systematic variation in the relationship between inflation and output can be detected over time. Chantal M C Dupasquier, Nicholas Ricketts. A Survey of Alternative Methodologies for Estimating Potential Output and the Output Gap. Chantal M C Dupasquier, Alain Guay, Pierre St-Amant. In this paper, we survey some techniques proposed in the literature to measure potential.

Are you sure you want to remove Non-linearities in the output-inflation relationship from your list? . some empirical results for Canada. by Chantal Dupasquier. Published 1998 by Bank of Canada in Ottawa, Ont.

Are you sure you want to remove Non-linearities in the output-inflation relationship from your list? Non-linearities in the output-inflation relationship. Mathematical models, Inflation (Finance), Monetary policy, Phillips curve. There's no description for this book yet.

Dupasquier, Chantal and Nicholas Ricket(1998), Nonlinearities in the Output-inflation relationship: Some empirical results for Canada, Bank of Canada working paper 98-14. Ehrmann, . Ellison, M. and Valla, N. (2003)

Dupasquier, Chantal and Nicholas Ricket(1998), Nonlinearities in the Output-inflation relationship: Some empirical results for Canada, Bank of Canada working paper 98-14. (2003). Regime-dependent impulse response functions in a Markov-switching vector autoregression model. Economics Letters, 78:295-299. and Léonard, A. (1997), La courbe de Phillips au Cananda: un examen de quelques hypotheses, Bank of Cananda working paper no. 97-3. Ghosh, . Phillips, S. (1998). Warning: inflation may be harmful to your growth.

Dupasquier, C. and Ricketts, N. (1998) Non-linearities in the Output–Inflation Relationship: Some Empirical Results for Canada. Bank of Canada working paper 98–14. Eitrheim, O. and Teräsvirta, T. (1996) Testing the adequacy of smooth transition autoregressive models. Journal of Econometrics 74, 59–75.

to structural and dynamic models,’ Econometrica 65, 1365–87 Dufour, . M. (1998) ‘Nonlinearities in the Output-Inflation Relationship: Some Empirical Results from Canada’, Bank of Canada Working Paper 98-14. Eichengreen, B. and Wyplosz, C. (1998) ‘The Stability Pact: More than a Minor Nuisance?’, Economic Policy 26, 67–104.

Nevertheless, we document the results for such horizons since they can be useful as distant early warnings of. .The relationship between inputs and outputs, however, need not be direct

Nevertheless, we document the results for such horizons since they can be useful as distant early warnings of future inflation. Of course, regardless of the values of m and n, it is always possible that movements in yield spreads may be prompted by non-policy factors. The relationship between inputs and outputs, however, need not be direct. In the relationship between interest rates and inflation, for example, one can argue that there are most likely several intermediate variables in the transmission from interest rates to inflation changes. Interest rate changes can first affect durable consumption and investment, output, the output gap, and ultimately inflation.


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