This article studies why inflation responds differently across Canadian provinces when the Bank of Canada tightens monetary policy. Using provincial data, it examines how differences in shelter weight, household debt burdens, and other persistent provincial characteristics are associated with different inflation responses to a common change in interest rates. The strongest result concerns the difference between headline inflation and inflation excluding shelter. Provinces with larger shelter weights and heavier household debt burdens show a larger response of headline inflation than of inflation excluding shelter after a common tightening. For prices outside shelter, the evidence is more mixed. Provinces with stronger internal trade links tend to remain closer to the national non-shelter response in baseline specifications, but once several provincial characteristics are considered together, energy-related provincial structure is often at least as important. The paper therefore points most clearly to a broad shelter-and-household-debt channel, while the non-housing side is best read as evidence on a wider set of provincial differences.