Staff working papers - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T04:38:10+00:00Risk, Entropy, and the Transformation of Distributions
https://www.bankofcanada.ca/2002/04/working-paper-2002-11/
The exponential family, relative entropy, and distortion are methods of transforming probability distributions. We establish a link between those methods, focusing on the relation between relative entropy and distortion.2002-04-01T11:54:42+00:00enRisk, Entropy, and the Transformation of Distributions2002-04-01Econometric and statistical methodsFinancial marketsMarket structure and pricingWorking Paper 2002-11 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-11.pdfRisk, Entropy, and the Transformation of DistributionsMark ReesorDon McLeishApril 2002CC0C1DD8GG0La fiabilité des estimations de l'écart de production au Canada
https://www.bankofcanada.ca/2002/04/working-paper-2002-10/
In this paper, we measure, with Canadian data, the scope of the revisions to real-time estimates of the output gap generated with several univariate and multivariate techniques. We also make an empirical evaluation of the usefulness of the output gap estimates for predicting inflation.2002-04-01T11:47:36+00:00frLa fiabilité des estimations de l'écart de production au Canada2002-04-01Potential outputWorking Paper 2002-10https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-10.pdfLa fiabilité des estimations de l’écart de production au CanadaJean-Philippe CayenSimon van NordenApril 2002EE3E32The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ
https://www.bankofcanada.ca/2002/04/working-paper-2002-9/
Although dealership government and equity securities have, on the surface, similar market structures, the author demonstrates that some subtle differences exist between them that are likely to significantly affect the way market-makers trade, and as such have an impact on the liquidity that they provide.2002-04-01T11:39:38+00:00enThe Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ2002-04-01Debt managementFinancial marketsMarket structure and pricingWorking Paper 2002-9 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-9.pdfThe Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They DifferToni GravelleApril 2002GG1G10G15G18Restructuring in the Canadian Economy: A Survey of Firms
https://www.bankofcanada.ca/2002/04/working-paper-2002-8/
The regional offices of the Bank conducted a survey of 140 Canadian companies (representing all non-government sectors of the economy) to study the effects of restructuring (defined as a major change in the way firms do business).2002-04-01T11:30:48+00:00enRestructuring in the Canadian Economy: A Survey of Firms2002-04-01Labour marketsProductivityRegional economic developmentsWorking Paper 2002-8 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-8.pdfRestructuring in the Canadian Economy: A Survey of FirmsCarolyn KwanApril 2002OO5O51