A structural VAR approach to core inflation in Canada

by Sylvain Martel

The author constructs a measure of core inflation using a structural vector autoregression containing oil-price growth, output growth, and inflation. This macro-foundedʺ measure of inflation forecasts total inflation at least as well as other, atheoretical measures. -- Inflation and prices

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Year of publication:	2008
Other Persons:	Martel, Sylvain (contributor)
Publisher:	Ottawa : Bank of Canada
Subject:	Geldpolitik \| Monetary policy \| Ölpreis \| Oil price \| Wirtschaftswachstum \| Economic growth \| Inflation \| Prognose \| Forecast \| VAR-Modell \| VAR model \| Kanada \| Canada \| 1961-2005

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Extent:	Online-Ressource (III, 25 S.) graph. Darst.
Series:	Staff discussion paper. - Ottawa : [Verlag nicht ermittelbar], ISSN 1914-0568, ZDB-ID 2437267-5. - Vol. 2008,10
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Zsfassung in franz. Sprache Systemvoraussetzungen: Acrobat Reader
Other identifiers:	hdl:10419/66950 [Handle]
Classification:	E31 - Price Level; Inflation; Deflation ; C53 - Forecasting and Other Model Applications
Source:	ECONIS - Online Catalogue of the ZBW

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