C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
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Inflation and Relative Price Dispersion in Canada: An Empirical Assessment
The authors investigate empirically the relationship between different aspects of inflation and relative price dispersion in Canada using a Markov regime-switching Phillips curve. -
Endogenous Central Bank Credibility in a Small Forward-Looking Model of the U.S. Economy
The linkages between inflation and the economy's cyclical position are thought to be strongly affected by the credibility of monetary authorities. -
Y a-t-il eu surinvestissement au Canada durant la seconde moitié des années 1990?
This study on overinvestment differs from the existing literature in that investment in machinery and equipment is modelled as a structural vector autoregression with identification achieved by imposing long-run restrictions, as in Blanchard and Quah (1989).