Non-linearities in the output-inflation relationship : some empirical results for Canada / by Chantal Dupasquier and Nicholas Ricketts. : FB3-2/98-14E
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
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| 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 | Working paper1192-543498-14 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Papier |
| Autres formats offerts | Électronique-[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. Résumés en français |
| Information sur la publication | Ottawa - Ontario : Bank of Canada 1998. |
| Reliure | Softcover |
| Description | 22p. : graphs, references, tables ; 28 cm. |
| ISBN | 0-662-27166-1 |
| ISSN | 1192-5434 |
| Numéro de catalogue |
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