Simon van Norden - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T00:20:42+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 2002CC1La 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 2002EE3E32