Business fluctuations and cycles - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T09:29:42+00:00Extracting 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 2012CC3C32EE3E32QQ4Q43The Role of Credit in International Business Cycles
https://www.bankofcanada.ca/2012/11/working-paper-2012-36/
This paper examines the role of bank credit in modeling and forecasting business cycle fluctuations, and investigates the international transmission of US credit shocks, using a global vector autoregressive (GVAR) framework and associated country-specific error correction models.2012-11-14T15:28:29+00:00enThe Role of Credit in International Business Cycles2012-11-14Business fluctuations and cyclesCredit and credit aggregatesEconometric and statistical methodsInternational financial marketsWorking Paper 2012-36https://www.bankofcanada.ca/wp-content/uploads/2012/11/wp2012-36.pdfThe Role of Credit in International Business CyclesTengTeng XuNovember 2012CC3C32EE3E32E4E44GG2G21Financial Conditions and the Money-Output Relationship in Canada
https://www.bankofcanada.ca/2012/10/working-paper-2012-33/
We propose a drifting-coefficient model to empirically study the effect of money on output growth in Canada and to examine the role of prevailing financial conditions for that relationship. We show that such a time-varying approach can be a useful way of modelling the impact of money on growth, and can partly reconcile the lack of concensus in the literature on the question of whether money affects growth.2012-10-03T11:44:58+00:00enFinancial Conditions and the Money-Output Relationship in Canada2012-10-03Business fluctuations and cyclesCredit and credit aggregatesMonetary aggregatesWorking Paper 2012-33https://www.bankofcanada.ca/wp-content/uploads/2012/10/wp2012-33.pdfFinancial Conditions and the Money-Output Relationship in CanadaMaral KichianOctober 2012EE4E44E5E51China’s Emergence in the World Economy and Business Cycles in Latin America
https://www.bankofcanada.ca/2012/10/working-paper-2012-32/
The international business cycle is very important for Latin America’s economic performance as the recent global crisis vividly illustrated. This paper investigates how changes in trade linkages between China, Latin America, and the rest of the world have altered the transmission mechanism of international business cycles to Latin America.2012-10-03T11:35:27+00:00enChina’s Emergence in the World Economy and Business Cycles in Latin America2012-10-03Business fluctuations and cyclesEconometric and statistical methodsInternational topicsRecent economic and financial developmentsRegional economic developmentsWorking Paper 2012-32https://www.bankofcanada.ca/wp-content/uploads/2012/10/wp2012-32.pdfChina’s Emergence in the World Economy and Business Cycles in Latin AmericaAmbrogio Cesa-BianchiM. Hashem PesaranAlessandro RebucciTengTeng XuOctober 2012CC3C32EE3E32FF4F44OO5O54International Business Cycles and Financial Frictions
https://www.bankofcanada.ca/2012/07/working-paper-2012-19/
This paper builds a two-country DSGE model to study the quantitative impact of financial frictions on business cycle co-movements when investors have foreign asset exposure. The investor in each country holds capital in both countries and faces a leverage constraint on her debt.2012-07-20T09:57:34+00:00enInternational Business Cycles and Financial Frictions2012-07-20Business fluctuations and cyclesInternational financial marketsInternational topicsWorking Paper 2012-19https://www.bankofcanada.ca/wp-content/uploads/2012/07/wp2012-19.pdfInternational Business Cycles and Financial FrictionsWen YaoJuly 2012EE3E30FF4F42F44Fooled by Search: Housing Prices, Turnover and Bubbles
https://www.bankofcanada.ca/2012/02/working-paper-2012/
his paper develops and estimates a model to explain the behaviour of house prices in the United States. The main finding is that over 70% of the increase in house prices relative to trend during the increase of house prices in the United States from 1995 to 2006 can be explained by a pricing mechanism where market participants are ‘Fooled by Search.’2012-02-08T10:52:39+00:00enFooled by Search: Housing Prices, Turnover and Bubbles2012-02-08Asset pricingBusiness fluctuations and cyclesWorking Paper 2012-3https://www.bankofcanada.ca/wp-content/uploads/2012/02/wp2012-03.pdfFooled by Search: Housing Prices, Turnover and BubblesBrian PetersonFebruary 2012EE3RR2R21