Frédérick Demers - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T21:07:50+00:00The Canadian Business Cycle: A Comparison of Models
https://www.bankofcanada.ca/2007/07/working-paper-2007-38/
This paper examines the ability of linear and nonlinear models to replicate features of real Canadian GDP. We evaluate the models using various business-cycle metrics.2007-07-01T12:54:10+00:00enThe Canadian Business Cycle: A Comparison of Models2007-07-01Business fluctuations and cyclesEconometric and statistical methodsWorking Paper 2007-38 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp07-38.pdfThe Canadian Business Cycle: A Comparison of ModelsFrédérick DemersRyan MacdonaldJuly 2007CC3C32EE3E37Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation
https://www.bankofcanada.ca/2007/02/working-paper-2007-8/
This paper evaluates the performance of static and dynamic factor models for forecasting Canadian real output growth and core inflation on a quarterly basis. We extract the common component from a large number of macroeconomic indicators, and use the estimates to compute out-of-sample forecasts under a recursive and a rolling scheme with different window sizes.2007-02-08T11:00:53+00:00enEvaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation2007-02-08Econometric and statistical methodsWorking Paper 2007-8 https://www.bankofcanada.ca/wp-content/uploads/2010/03/wp07-8.pdfEvaluating Forecasts from Factor Models for Canadian GDP Growth and Core InflationFrédérick DemersCalista CheungFebruary 2007CC3C32EE3E37