C53 - Forecasting and Prediction Methods; Simulation Methods - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T06:47:57+00:00Short-Term Forecasting of the Japanese Economy Using Factor Models
https://www.bankofcanada.ca/2012/02/working-paper-2012-7/
While the usefulness of factor models has been acknowledged over recent years, little attention has been devoted to the forecasting power of these models for the Japanese economy. In this paper, we aim at assessing the relative performance of factor models over different samples, including the recent financial crisis.2012-02-27T11:01:33+00:00enShort-Term Forecasting of the Japanese Economy Using Factor Models2012-02-27Econometric and statistical methodsInternational topicsWorking Paper 2012-07https://www.bankofcanada.ca/wp-content/uploads/2012/02/wp2012-07.pdfShort-Term Forecasting of the Japanese Economy Using Factor ModelsClaudia GodboutMarco J. LombardiFebruary 2012CC5C50C53EE3E37E4E47Real-Time Analysis of Oil Price Risks Using Forecast Scenarios
https://www.bankofcanada.ca/2012/01/working-paper-2012-1/
Recently, there has been increased interest in real-time forecasts of the real price of crude oil. Standard oil price forecasts based on reduced-form regressions or based on oil futures prices do not allow consumers of forecasts to explore how much the forecast would change relative to the baseline forecast under alternative scenarios about future oil demand and oil supply conditions.2012-01-25T13:30:59+00:00enReal-Time Analysis of Oil Price Risks Using Forecast Scenarios2012-01-25Econometric and statistical methodsInternational topicsWorking Paper 2012-1https://www.bankofcanada.ca/wp-content/uploads/2012/01/wp2012-1.pdfReal-Time Analysis of Oil Price Risks Using Forecast ScenariosChristiane BaumeisterLutz KilianJanuary 2012CC5C53EE3E32QQ4Q43