C1 - Econometric and Statistical Methods and Methodology: General - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T12:13:00+00:00Common Trends and Common Cycles in Canadian Sectoral Output
https://www.bankofcanada.ca/2003/12/working-paper-2003-44/
The authors examine evidence of long- and short-run co-movement in Canadian sectoral output data. Their framework builds on a vector-error-correction representation that allows them to test for and compute full-information maximum-likelihood estimates of models with codependent cycle restrictions.2003-12-08T16:38:29+00:00enCommon Trends and Common Cycles in Canadian Sectoral Output2003-12-08Business fluctuations and cyclesEconometric and statistical methodsWorking Paper 2003-44 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp03-44.pdfCommon Trends and Common Cycles in Canadian Sectoral OutputFrancisco BarillasChristoph SchleicherDecember 2003CC1C15C2C22C3C32EE3E32A Stochastic Simulation Framework for the Government of Canada's Debt Strategy
https://www.bankofcanada.ca/2003/04/working-paper-2003-10/
Debt strategy is defined as the manner in which a government finances an excess of government expenditures over revenues and any maturing debt issued in previous periods. The author gives a thorough qualitative description of the complexities of debt strategy analysis and then demonstrates that it is, in fact, a problem in stochastic optimal control.2003-04-01T11:39:36+00:00enA Stochastic Simulation Framework for the Government of Canada's Debt Strategy2003-04-01Debt managementEconometric and statistical methodsEconomic modelsWorking Paper 2003-10 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp03-10.pdfA Stochastic Simulation Framework for the Government of Canada’s Debt StrategyDavid BolderApril 2003CC0C1C15C5C52HH6H63Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach
https://www.bankofcanada.ca/2003/03/working-paper-2003-8/
The author evaluates the ability of a variety of output-gap estimators to accurately measure the output gap in a model economy. A small estimated model of the Canadian economy is used to generate artificial data.2003-03-01T11:14:35+00:00enComparing Alternative Output-Gap Estimators: A Monte Carlo Approach2003-03-01Business fluctuations and cyclesEconometric and statistical methodsPotential outputWorking Paper 2003-8 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp03-8.pdfComparing Alternative Output-Gap Estimators: A Monte Carlo ApproachAndrew RennisonMarch 2003CC1C15EE3E32Testing 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 2003CC1C15C5C52EE3E31E37