C - Mathematical and Quantitative Methods - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T10:12:33+00:00How Important Are Liquidity Constraints for Canadian Households? Evidence from Micro-Data
https://www.bankofcanada.ca/2012/12/discussion-paper-2012-9/
Using a unique micro-dataset containing real and financial information on Canadian households for 2000–07, the authors address two questions: (1) What is the proportion of households whose consumption displays excess sensitivity to income, and who are likely liquidity constrained?2012-12-21T08:09:48+00:00enHow Important Are Liquidity Constraints for Canadian Households? Evidence from Micro-Data2012-12-21Economic modelsSectoral balance sheetDiscussion Paper 2012-09https://www.bankofcanada.ca/wp-content/uploads/2012/12/dp2012-09.pdfHow Important Are Liquidity Constraints for Canadian Households? Evidence from Micro-DataUmar FaruquiSamah TorchaniDecember 2012CC3C35DD1D12D3D30Extracting Information from the Business Outlook Survey Using Statistical Approaches
https://www.bankofcanada.ca/2012/12/discussion-paper-2012-8/
Since the autumn of 1997, the regional offices of the Bank of Canada have conducted quarterly consultations with businesses across Canada. These consultations, summarized in the Business Outlook Survey (BOS), are structured around a survey questionnaire that covers topics of importance to the Bank, notably business activity, pressures on production capacity, prices and inflation, and credit conditions.2012-12-21T08:03:59+00:00enExtracting Information from the Business Outlook Survey Using Statistical Approaches2012-12-21Business fluctuations and cyclesRegional economic developmentsDiscussion Paper 2012-08https://www.bankofcanada.ca/wp-content/uploads/2012/12/dp2012-08.pdfExtracting Information from the Business Outlook Survey Using Statistical ApproachesLise PichetteDecember 2012CC4C43C8C82EE3E37The Effects of Oil Price Uncertainty on the Macroeconomy
https://www.bankofcanada.ca/2012/12/working-paper-2012-40/
This paper investigates the effect of oil price uncertainty on real economic activity using a quarterly VAR with stochastic volatility in mean. Stochastic volatility allows oil price uncertainty to vary separately from changes in the level of oil prices, and thus the impact of oil price uncertainty can be examined in a more flexible yet tractable way.2012-12-18T11:13:54+00:00enThe Effects of Oil Price Uncertainty on the Macroeconomy2012-12-18Business fluctuations and cyclesEconometric and statistical methodsWorking Paper 2012-40https://www.bankofcanada.ca/wp-content/uploads/2012/12/wp2012-40.pdfThe Effects of Oil Price Uncertainty on the MacroeconomySoojin JoDecember 2012CC3C32EE3E32QQ4Q43