E1 - General Aggregative Models - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T23:57:23+00:00Electronic Transactions as High-Frequency Indicators of Economic Activity
https://www.bankofcanada.ca/2007/12/working-paper-2007-58/
Since the advent of standard national accounts data over 60 years ago, economists have traditionally relied on monthly or quarterly data supplied by central statistical agencies for macroeconomic modelling and forecasting.2007-12-04T09:55:01+00:00enElectronic Transactions as High-Frequency Indicators of Economic Activity2007-12-04Business fluctuations and cyclesWorking Paper 2007-58 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp07-58.pdfElectronic Transactions as High-Frequency Indicators of Economic ActivityJohn GalbraithGreg TkaczDecember 2007EE1E17E2E27E6E66A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate
https://www.bankofcanada.ca/2007/03/working-paper-2007-21/
We study the joint dynamics of macroeconomic variables, bond yields, and the exchange rate in an empirical two-country New-Keynesian model complemented with a no-arbitrage term structure model. With Canadian and US data, we are able to study the impact of macroeconomic shocks from both countries on their yield curves and the exchange rate.2007-03-08T15:54:24+00:00enA No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate2007-03-08Debt managementEconometric and statistical methodsExchange ratesFinancial marketsInterest ratesWorking Paper 2007-21 https://www.bankofcanada.ca/wp-content/uploads/2010/03/wp07-21.pdfA No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange RateFousseni Chabi-YoJun YangMarch 2007EE1E12E4E43FF4F41GG1G12G15