Maral Kichian - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T18:02:55+00:00Forecasting 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 2006CC5C52C53EE3E37Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada
https://www.bankofcanada.ca/2006/02/working-paper-2006-2/
The authors address empirically the implications of structural breaks in the variance-covariance matrix of inflation and import prices for changes in pass-through.2006-02-02T12:12:22+00:00enStructural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada2006-02-02Econometric and statistical methodsWorking Paper 2006-2 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-2.pdfStructural Change in Covariance and Exchange Rate Pass-Through: The Case of CanadaLynda KhalafMaral KichianFebruary 2006CC5C52EE3E31FF3F31F4F40