Non-linearities in the output-inflation relationship : some empirical results for Canada / by Chantal Dupasquier and Nicholas Ricketts. : FB3-2/98-14E-PDF
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.... Evidence for four different types of asymmetry is presented in the context of shot-run Phillips curves estimated in a state-space framework. The results suggest that there is significant time variation in the trade-off in Canada, but that it is difficult to distinguish definitively among the possible models generating the non-linearity.--Abstract
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.571677&sl=1
| Ministère/Organisme | Bank of Canada. |
|---|---|
| Titre | Non-linearities in the output-inflation relationship : some empirical results for Canada / by Chantal Dupasquier and Nicholas Ricketts. |
| Titre de la série | Bank of Canada working paper1701-939798-14 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Électronique |
| Document électronique | |
| Autres formats offerts | Papier-[Anglais] |
| Note(s) | "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.... Evidence for four different types of asymmetry is presented in the context of shot-run Phillips curves estimated in a state-space framework. The results suggest that there is significant time variation in the trade-off in Canada, but that it is difficult to distinguish definitively among the possible models generating the non-linearity."--Abstract. The ISBN (0-662-27166-1) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication. Bibliography. Résumé en français. |
| Information sur la publication | Ottawa - Ontario : Bank of Canada August 1998. |
| Description | 31p.graphs, tables |
| ISSN | 1701-9397 |
| Numéro de catalogue |
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