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Title:A structural VAR approach to core inflation in Canada PDF Logo
Authors:Martel, Sylvain
Issue Date:2008
Series/Report no.:Bank of Canada Discussion Paper 2008-10
Abstract: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.
Subjects:Inflation and prices
Document Type:Working Paper
Appears in Collections:Bank of Canada Discussion Papers

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