C5 - Econometric Modeling - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T21:59:31+00:00Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model
https://www.bankofcanada.ca/2006/11/working-paper-2006-42/
The authors estimate a small monthly macroeconometric model (BEAM, for bonds, equity, and money) of the Canadian economy built around three cointegrating relationships linking financial and real variables over the 1975–2002 period.2006-11-03T17:38:43+00:00enLinking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model2006-11-03Financial marketsFinancial stabilityWorking Paper 2006-42 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-42.pdfLinking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) ModelCéline GauthierFuchun LiNovember 2006CC5EE4