C12 - Hypothesis Testing: General - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T15:15:52+00:00Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices
https://www.bankofcanada.ca/2006/10/working-paper-2006-39/
The authors examine simultaneously the causal links connecting monetary policy variables, real activity, and stock returns.2006-10-04T17:08:52+00:00enShort-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices2006-10-04Monetary and financial indicatorsWorking Paper 2006-39 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-39.pdfShort-Run and Long-Run Causality between Monetary Policy Variables and Stock PricesJean-Marie DufourDavid TessierOctober 2006CC1C12C15C3C32C5C51C53EE5E52Forecasting Canadian Time Series with the New Keynesian Model
https://www.bankofcanada.ca/2006/03/working-paper-2006-4/
The authors document the out-of-sample forecasting accuracy of the New Keynesian model for Canada.2006-03-02T12:25:10+00:00enForecasting Canadian Time Series with the New Keynesian Model2006-03-02Business fluctuations and cyclesEconometric and statistical methodsEconomic modelsWorking Paper 2006-4https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-4.pdfForecasting Canadian Time Series with the New Keynesian ModelAli DibMohamed GammoudiKevin MoranMarch 2006CC1C12EE3E32E37