C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T12:52:15+00:00Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account
https://www.bankofcanada.ca/2008/12/working-paper-2008-48/
The intertemporal approach to the current account suggests modeling movements in the current account in a forward-looking, dynamic framework. In this framework, the current account reflects consumption smoothing of agents that lend and borrow from the rest of the world in the face of transitory shocks to income.2008-12-18T10:26:11+00:00enFutures Markets, Oil Prices and the Intertemporal Approach to the Current Account2008-12-18Balance of payments and componentsWorking Paper 2008-48 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-48.pdfFutures Markets, Oil Prices and the Intertemporal Approach to the Current AccountElif ArbatliDecember 2008CC2C22FF2F21F3F32GG1G13Empirical Likelihood Block Bootstrapping
https://www.bankofcanada.ca/2008/06/working-paper-2008-18/
Monte Carlo evidence has made it clear that asymptotic tests based on generalized method of moments (GMM) estimation have disappointing size. The problem is exacerbated when the moment conditions are serially correlated.2008-06-06T09:24:26+00:00enEmpirical Likelihood Block Bootstrapping2008-06-06Econometric and statistical methodsWorking Paper 2008-18 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-18.pdfEmpirical Likelihood Block BootstrappingJason AllenAllan GregoryKatsumi ShimotsuJune 2008CC1C14C2C22