C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T18:24:24+00:00The Impact of the Global Business Cycle on Small Open Economies: A FAVAR Approach for Canada
https://www.bankofcanada.ca/2011/01/working-paper-2011-2/
Building on the growing evidence on the importance of large data sets for empirical macroeconomic modeling, we use a factor-augmented VAR (FAVAR) model with more than 260 series for 20 OECD countries to analyze how global developments affect the Canadian economy.2011-01-28T08:24:21+00:00enThe Impact of the Global Business Cycle on Small Open Economies: A FAVAR Approach for Canada2011-01-28Business fluctuations and cyclesEconometric and statistical methodsInternational topicsWorking Paper 2011-2https://www.bankofcanada.ca/wp-content/uploads/2011/01/wp11-2.pdfThe Impact of the Global Business Cycle on Small Open Economies: A FAVAR Approach for CanadaGarima VasishthaPhilipp MaierJanuary 2011CC3C32FF4F41