C5 - Econometric Modeling - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T11:01:34+00:00Forecasting and Analyzing World Commodity Prices
https://www.bankofcanada.ca/2003/08/working-paper-2003-24/
The authors develop simple econometric models to analyze and forecast two components of the Bank of Canada commodity price index: the Bank of Canada non-energy (BCNE) commodity prices and the West Texas Intermediate crude oil price. They present different methodologies to identify transitory and permanent components of movements in these prices.2003-08-01T11:44:17+00:00enForecasting and Analyzing World Commodity Prices2003-08-01Econometric and statistical methodsWorking Paper 2003-24 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp03-24.pdfForecasting and Analyzing World Commodity PricesRené LalondeZhenhua ZhuFrédérick DemersAugust 2003CC5