Econometric and statistical methods
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Forecasting Canadian Time Series with the New Keynesian Model
The authors document the out-of-sample forecasting accuracy of the New Keynesian model for Canada. -
Money and Credit Factors
The authors introduce new measures of important underlying macroeconomic phenomena that affect the financial side of the economy. -
Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada
The authors address empirically the implications of structural breaks in the variance-covariance matrix of inflation and import prices for changes in pass-through. -
The Institutional and Political Determinants of Fiscal Adjustment
The author empirically assesses the effects of institutional and political factors on the need and willingness of governments to make large fiscal adjustments.
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