C - Mathematical and Quantitative Methods
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Une approche éclectique d'estimation du PIB potentiel pour le Royaume-Uni
The author describes results obtained by using a new methodology to estimate potential output for the United Kingdom. -
Prévision et analyse de la production manufacturière au Canada : comparaison de modèles linéaires et non linéaires
In this paper, the author describes reduced-form linear and non-linear econometric models developed to forecast and analyze quarterly data on output growth in the Canadian manufacturing sector from 1981 to 2003. -
A Forecasting Model for Inventory Investments in Canada
The authors present an empirical model to forecast short-run inventory investment behaviour for Canada. -
The U.S. New Keynesian Phillips Curve: An Empirical Assessment
The authors examine the evidence presented by Galí and Gertler (1999) and Galí, Gertler, and Lopez-Salido (2001, 2003) that the inflation dynamics in the United States can be well-described by the New Keynesian Phillips curve (NKPC). -
Investment, Private Information, and Social Learning: A Case Study of the Semiconductor Industry
Social learning models of investment provide an interesting explanation for sudden changes in investment behaviour. -
Convergence of Government Bond Yields in the Euro Zone: The Role of Policy Harmonization
Since the early 1980s, long-term government bond yields in the euro zone have declined, in line with those in other industrialized countries. -
Translog ou Cobb-Douglas? Le rôle des durées d'utilisation des facteurs
Using French data on industrial firms over the period 1989-2001, the authors estimate a "flexible" Translog production function that accounts for the volumes and durations of factor utilization. -
National Saving–Investment Dynamics and International Capital Mobility
The authors analyze the dynamics of national saving–investment relationships to determine the degree of international capital mobility. -
Durées d'utilisation des facteurs et fonction de production : une estimation par la méthode des moments généralisés en système
Although a number of studies have demonstrated the importance of the degree of factor utilization in economic analysis, the impact of the durations of utilization in a production function remains largely unknown, particularly in terms of the duration of equipment utilization.