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.

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Year of publication:	2008
Authors:	Martel, Sylvain
Institutions:	Bank of Canada
Subject:	Inflation and prices

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Series:	Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	29 pages
Classification:	E31 - Price Level; Inflation; Deflation ; C53 - Forecasting and Other Model Applications
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005673252