C1 - Econometric and Statistical Methods and Methodology: General - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-28T13:46:50+00:00Filtering for Current Analysis
https://www.bankofcanada.ca/2002/10/working-paper-2002-28/
This paper shows how existing band-pass filtering techniques and their extension can be applied to the common current-analysis problem of estimating current trends or cycles.2002-10-01T11:53:09+00:00enFiltering for Current Analysis2002-10-01Econometric and statistical methodsPotential outputWorking Paper 2002-28 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-28.pdfFiltering for Current AnalysisSimon van NordenOctober 2002CC1Risk, 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 2002CC0C1DD8GG0An Introduction to Wavelets for Economists
https://www.bankofcanada.ca/2002/01/working-paper-2002-3/
Wavelets are mathematical expansions that transform data from the time domain into different layers of frequency levels. Compared to standard Fourier analysis, they have the advantage of being localized both in time and in the frequency domain, and enable the researcher to observe and analyze data at different scales.2002-01-01T17:25:39+00:00enAn Introduction to Wavelets for Economists2002-01-01Econometric and statistical methodsWorking Paper 2002-3 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-3.pdfAn Introduction to Wavelets for EconomistsChristoph SchleicherJanuary 2002CC1