A Structural VAR Approach to Core Inflation in Canada
AbstractThe 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.
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Bibliographic InfoPaper provided by Bank of Canada in its series Discussion Papers with number 08-10.
Length: 29 pages
Date of creation: 2008
Date of revision:
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Inflation and prices;
Find related papers by JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
This paper has been announced in the following NEP Reports:
- NEP-ALL-2008-07-30 (All new papers)
- NEP-CBA-2008-07-30 (Central Banking)
- NEP-MAC-2008-07-30 (Macroeconomics)
- NEP-MON-2008-07-30 (Monetary Economics)
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- Chrigui Zouhair & Boujelbene Younes, 2009. "The Opportunities for Adopting Inflation Targeting in Tunisia: a Cointegration Study and Transmission Channels of Monetary Policy," Transition Studies Review, Springer, Springer, vol. 16(3), pages 671-692, October.
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