Simon van Norden - Latest - Bank of Canada
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2024-03-28T13:33:19+00:00
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Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada
https://www.bankofcanada.ca/1997/08/technical-report-no79/
In this paper, we discuss some methodologies for estimating potential output and the output gap that have recently been studied at the Bank of Canada. The assumptions and econometric techniques used by the different methodologies are discussed in turn, and applications to Canadian data are presented.
1997-08-01T14:37:25+00:00
en
Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada
1997-08-01
Potential output
Technical Report 79
https://www.bankofcanada.ca/wp-content/uploads/2010/01/tr79.pdf
Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada
Pierre St-Amant
Simon van Norden
August 1997
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D24
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Fads or Bubbles?
https://www.bankofcanada.ca/1997/01/working-paper-1997-2/
This paper tests between fads and bubbles using a new empirical strategy (based on switching-regression econometrics) for distinguishing between competing asset-pricing models. By extending the Blanchard and Watson (1982) model, we show how stochastic bubbles can lead to regime-switching in stock market returns.
1997-01-02T11:33:24+00:00
en
Fads or Bubbles?
1997-01-02
Financial markets
Working Paper 1997-2
https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp97-2.pdf
Fads or Bubbles?
Huntley Schaller
Simon van Norden
January 1997
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C40
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G12
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Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples
https://www.bankofcanada.ca/1997/01/working-paper-1997-1/
This paper reconsiders several recently published but controversial results about the behaviour of exchange rates. In particular, it explores finite-sample problems in the application of cointegration tests and shows how these may have affected the conclusions of recent research.
1997-01-01T11:27:57+00:00
en
Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples
1997-01-01
Econometric and statistical methods
Working Paper 1997-1
https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp97-1.pdf
Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples
Marie-Josée Godbout
Simon van Norden
January 1997
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