Miroslav Misina - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T11:06:41+00:00Credit, Asset Prices, and Financial Stress in Canada
https://www.bankofcanada.ca/wp-content/uploads/2012/01/fsr-1208-misina.pdf
2008-12-21T13:33:57+00:00enCredit, Asset Prices, and Financial Stress in Canada2008-12-21Non-Linearities, Model Uncertainty, and Macro Stress Testing
https://www.bankofcanada.ca/2008/09/working-paper-2008-30/
A distinguishing feature of macro stress testing exercises is the use of macroeconomic models in scenario design and implementation. It is widely agreed that scenarios should be based on "rare but plausible" events that have either resulted in vulnerabilities in the past or could do so in the future.2008-09-08T11:38:56+00:00enNon-Linearities, Model Uncertainty, and Macro Stress Testing2008-09-08Financial stabilityWorking Paper 2008-30 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-30.pdfNon-Linearities, Model Uncertainty, and Macro Stress TestingMiroslav MisinaDavid TessierSeptember 2008CC1C15GG2G21G3G33Bank of Canada Participation in the 2007 FSAP Macro Stress-Testing Exercise
https://www.bankofcanada.ca/wp-content/uploads/2012/01/fsr-0608-coletti.pdf
2008-06-21T16:43:11+00:00enBank of Canada Participation in the 2007 FSAP Macro Stress-Testing Exercise2008-06-21Credit, Asset Prices, and Financial Stress in Canada
https://www.bankofcanada.ca/2008/04/working-paper-2008-10/
Historical narratives typically associate financial crises with credit expansions and asset price misalignments. The question is whether some combination of measures of credit and asset prices can be used to predict these events.2008-04-08T12:03:27+00:00enCredit, Asset Prices, and Financial Stress in Canada2008-04-08Credit and credit aggregatesFinancial stabilityWorking Paper 2008-10 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-10.pdfCredit, Asset Prices, and Financial Stress in CanadaMiroslav MisinaGreg TkaczApril 2008EE5GG1G10