Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada
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References listed on IDEAS
- Tiff Macklem, 2001. "A New Measure of Core Inflation," Bank of Canada Review, Bank of Canada, vol. 2001(Autumn), pages 3-12.
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Cited by:
- Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2014.
"How Does Monetary Policy Change? Evidence On Inflation-Targeting Countries,"
Macroeconomic Dynamics, Cambridge University Press, vol. 18(3), pages 593-630, April.
- Jaromir Baxa & Roman Horvath & Borek Vasicek, 2010. "How Does Monetary Policy Change? Evidence on Inflation Targeting Countries," Working Papers 2010/02, Czech National Bank.
- Jaromír Baxa & Roman Horváth & Borek Vasícek, 2010. "How Does Monetary Policy Change? Evidence on Inflation Targeting Countries," Working Papers wpdea1007, Department of Applied Economics at Universitat Autonoma of Barcelona.
- Jaromír Baxa & Roman Horváth & Bořek Vašíček, 2010. "How Does Monetary Policy Change? Evidence on Inflation Targeting Countries," Working Papers IES 2010/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2010.
- Yang Ni & Shasha Guo & David Giles, 2010.
"Capital structures in an emerging market: a duration analysis of the time interval between IPO and SEO in China,"
Applied Financial Economics, Taylor & Francis Journals, vol. 20(19), pages 1531-1545.
- Yang Ni & Shasha Guo & David E. Giles, 2009. "Capital Structures in an Emerging Market: A Duration Analysis of the Time Interval Between IPO and SEO in China," Econometrics Working Papers 0905, Department of Economics, University of Victoria.
- Guo, Yingwen & Zhou Z.F., Sherry, 2011. "Duration Analysis of Interest Rate Spells : Cross-National Study of Interest Rate Policy," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 52(1), pages 1-11, June.
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More about this item
Keywords
Inflation target; survival analysis; monetary policy;
All these keywords.JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C42 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Survey Methods
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2006-09-16 (Central Banking)
- NEP-FMK-2006-09-16 (Financial Markets)
- NEP-MAC-2006-09-16 (Macroeconomics)
- NEP-MON-2006-09-16 (Monetary Economics)
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