C - Mathematical and Quantitative Methods

• Intertemporal Substitution in Macroeconomics: Evidence from a Two-Dimensional Labour Supply Model with Money

  Staff Working Paper 2005-30 Ali Dib, Louis Phaneuf

  The hypothesis of intertemporal substitution in labour supply has a history of empirical failure when confronted with aggregate time-series data.

  Content Type(s): Staff research, Staff working papers Topic(s): Business fluctuations and cycles, Econometric and statistical methods, Labour markets JEL Code(s): C, C5, C52, E, E2, E24, E3, E32, J, J2, J22

• Inflation and Relative Price Dispersion in Canada: An Empirical Assessment

  Staff Working Paper 2005-28 André Binette, Sylvain Martel

  The authors investigate empirically the relationship between different aspects of inflation and relative price dispersion in Canada using a Markov regime-switching Phillips curve.

  Content Type(s): Staff research, Staff working papers Topic(s): Inflation and prices JEL Code(s): C, C3, C32, E, E3, E31

• Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis

  Staff Working Paper 2005-27 Jean-Marie Dufour, Lynda Khalaf, Maral Kichian

  The authors use identification-robust methods to assess the empirical adequacy of a New Keynesian Phillips curve (NKPC) equation.

  Content Type(s): Staff research, Staff working papers Topic(s): Econometric and statistical methods, Inflation and prices JEL Code(s): C, C1, C13, C5, C52, E, E3, E31