C53 - Forecasting and Prediction Methods; Simulation Methods - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T12:37:26+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 2006CC1C12C15C3C32C5C51C53EE5E52Using Monthly Indicators to Predict Quarterly GDP
https://www.bankofcanada.ca/2006/08/working-paper-2006-26/
The authors build a model for predicting current-quarter real gross domestic product (GDP) growth using anywhere from zero to three months of indicators from that quarter.2006-08-01T15:30:42+00:00enUsing Monthly Indicators to Predict Quarterly GDP2006-08-01Econometric and statistical methodsEconomic modelsWorking Paper 2006-26 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-26.pdfUsing Monthly Indicators to Predict Quarterly GDPYi ZhengJames RossiterAugust 2006CC2C22C5C53Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices
https://www.bankofcanada.ca/2006/07/working-paper-2006-25/
The authors examine whether simple measures of Canadian equity and housing price misalignments contain leading information about output growth and inflation.2006-07-03T15:16:17+00:00enLinear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices2006-07-03Business fluctuations and cyclesInflation and pricesWorking Paper 2006-25 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-25.pdfLinear and Threshold Forecasts of Output and Inflation with Stock and Housing PricesGreg TkaczCarolyn A. WilkinsJuly 2006CC5C53EE4Launching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies
https://www.bankofcanada.ca/2006/06/working-paper-2006-22/
The authors develop a projection model of the euro area and the United Kingdom. The model consists of two country blocks, endogenous to each other via the foreign demand channel.2006-06-03T15:03:10+00:00enLaunching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies2006-06-03Business fluctuations and cyclesEconomic modelsWorking Paper 2006-22 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-22.pdfLaunching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. EconomiesAnna PirettiCharles St-ArnaudJune 2006CC5C53EE1E17E3E37Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion
https://www.bankofcanada.ca/2006/04/working-paper-2006-14/
Fluctuations in the prices of various natural resource products are of concern in both policy and business circles; hence, it is important to develop accurate price forecasts.2006-04-04T11:59:01+00:00enForecasting Commodity Prices: GARCH, Jumps, and Mean Reversion2006-04-04Econometric and statistical methodsWorking Paper 2006-14 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-14.pdfForecasting Commodity Prices: GARCH, Jumps, and Mean ReversionJean-Thomas BernardLynda KhalafMaral KichianSebastien McMahonApril 2006CC5C52C53EE3E37