Frédérick Demers - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T12:55:52+00:00Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?
https://www.bankofcanada.ca/2005/12/working-paper-2005-44/
The authors investigate the behaviour of core inflation in Canada to analyze three key issues: (i) homogeneity in the response of various price indexes to demand or real exchange rate shocks relative to the response of aggregate core inflation; (ii) whether using disaggregate data helps to improve the forecast of core inflation; and (iii) whether using monthly data helps to improve quarterly forecasts.2005-12-03T11:32:19+00:00enForecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?2005-12-03Econometric and statistical methodsInflation and pricesWorking Paper 2005-44 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-44.pdfForecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?Frédérick DemersAnnie De ChamplainDecember 2005CC5EE3E37Modelling and Forecasting Housing Investment: The Case of Canada
https://www.bankofcanada.ca/2005/12/working-paper-2005-41/
The author proposes and evaluates econometric models that try to explain and forecast real quarterly housing expenditures in Canada. Structural and leading-indicator models of the Canadian housing sector are described.2005-12-01T15:55:15+00:00enModelling and Forecasting Housing Investment: The Case of Canada2005-12-01Econometric and statistical methodsEconomic modelsWorking Paper 2005-41 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-41.pdfModelling and Forecasting Housing Investment: The Case of CanadaFrédérick DemersDecember 2005EE2E27RR2R21Forecasting Canadian GDP: Region-Specific versus Countrywide Information
https://www.bankofcanada.ca/2005/11/working-paper-2005-31/
The authors investigate whether the aggregation of region-specific forecasts improves upon the direct forecasting of Canadian GDP growth.2005-11-01T12:50:45+00:00enForecasting Canadian GDP: Region-Specific versus Countrywide Information2005-11-01Econometric and statistical methodsWorking Paper 2005-31 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-31.pdfForecasting Canadian GDP: Region-Specific versus Countrywide InformationFrédérick DemersDavid DupuisNovember 2005CC3C32C5C53EE1E17