C11 - Bayesian Analysis: General - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-29T08:12:05+00:00Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System
https://www.bankofcanada.ca/2008/10/working-paper-2008-42/
We use a method similar to Google's PageRank procedure to rank banks in the Canadian Large Value Transfer System (LVTS). Along the way we obtain estimates of the payment processing speeds for the individual banks.2008-10-26T16:11:24+00:00enWhich Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System2008-10-26Payment clearing and settlement systemsWorking Paper 2008-42 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-42.pdfWhich Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer SystemMorten BechJames ChapmanRodney J. GarrattOctober 2008CC1C11EE5E50GG2G20Combining Canadian Interest-Rate Forecasts
https://www.bankofcanada.ca/2008/09/working-paper-2008-34/
Model risk is a constant danger for financial economists using interest-rate forecasts for the purposes of monetary policy analysis, portfolio allocations, or risk-management decisions. Use of multiple models does not necessarily solve the problem as it greatly increases the work required and still leaves the question "which model forecast should one use?"2008-09-28T13:07:30+00:00enCombining Canadian Interest-Rate Forecasts2008-09-28Econometric and statistical methodsInterest ratesWorking Paper 2008-34 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-34.pdfCombining Canadian Interest-Rate ForecastsDavid BolderYuliya RomanyukSeptember 2008CC1C11EE4E43E47