C53 - Forecasting and Prediction Methods; Simulation Methods - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T15:47:22+00:00Prévision et analyse de la production manufacturière au Canada : comparaison de modèles linéaires et non linéaires
https://www.bankofcanada.ca/2004/10/working-paper-2004-40/
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 2003.2004-10-01T16:27:30+00:00frPrévision et analyse de la production manufacturière au Canada : comparaison de modèles linéaires et non linéaires2004-10-01Business fluctuations and cyclesEconometric and statistical methodsWorking Paper 2004-40https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp04-40.pdfPrévision et analyse de la production manufacturière au Canada : comparaison de modèles linéaires et non linéairesFrédérick DemersOctober 2004CC2C22C5C53A Forecasting Model for Inventory Investments in Canada
https://www.bankofcanada.ca/2004/10/working-paper-2004-39/
The authors present an empirical model to forecast short-run inventory investment behaviour for Canada.2004-10-01T16:23:18+00:00enA Forecasting Model for Inventory Investments in Canada2004-10-01Domestic demand and componentsEconometric and statistical methodsWorking Paper 2004-39 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp04-39.pdfA Forecasting Model for Inventory Investments in CanadaMarwan ChacraMaral KichianOctober 2004CC5C53EE2E22E6E62Structural Change and Forecasting Long-Run Energy Prices
https://www.bankofcanada.ca/2004/02/working-paper-2004-5/
The authors test the statistical significance of Pindyck's (1999) suggested class of econometric equations that model the behaviour of long-run real energy prices.2004-02-01T11:18:47+00:00enStructural Change and Forecasting Long-Run Energy Prices2004-02-01Econometric and statistical methodsWorking Paper 2004-5 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp04-5.pdfStructural Change and Forecasting Long-Run Energy PricesJean-Thomas BernardLynda KhalafMaral KichianFebruary 2004CC2C22C5C52C53QQ4Q40Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates
https://www.bankofcanada.ca/2004/01/working-paper-2004-2/
The author proposes a class of exact tests of the null hypothesis of exchangeable forecast errors and, hence, of the hypothesis of no difference in the unconditional accuracy of two competing forecasts.2004-01-01T10:43:23+00:00enExact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates2004-01-01Econometric and statistical methodsWorking Paper 2004-2 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp04-2.pdfExact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest RatesRichard LugerJanuary 2004CC1C12C2C22C5C52C53