Maral Kichian - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T10:23:12+00:00Testing the Stability of the Canadian Phillips Curve Using Exact Methods
https://www.bankofcanada.ca/2003/03/working-paper-2003-7/
Postulating two different specifications for the Canadian Phillips curve (a purely backwardlooking model, and a partly backward-, partly forward-looking model), the authors test for structural breaks in the parameters of the equation. In each case, they account for the possibilities that: (i) breaks can be discrete, or continuous, and (ii) available data samples may be too small to justify using asymptotically valid structural-change tests.2003-03-01T09:34:15+00:00enTesting the Stability of the Canadian Phillips Curve Using Exact Methods2003-03-01Econometric and statistical methodsWorking Paper 2003-7 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp03-7.pdfTesting the Stability of the Canadian Phillips Curve Using Exact MethodsLynda KhalafMaral KichianMarch 2003CC1C15C5C52EE3E31E37Shift Contagion in Asset Markets
https://www.bankofcanada.ca/2003/02/working-paper-2003-5/
The authors develop a new methodology to investigate how crises cause the relationship between financial variables to change. Two possible sources of increased co-movement between markets during high-variance episodes are considered: larger common shocks operating through standard market linkages, and a structural change in the propagation of shocks between markets, called "shift contagion."2003-02-01T17:07:27+00:00enShift Contagion in Asset Markets2003-02-01Econometric and statistical methodsFinancial marketsWorking Paper 2003-5 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp03-5.pdfShift Contagion in Asset MarketsToni GravelleMaral KichianJames MorleyFebruary 2003CC3C32FF4F42GG1G15