Econometric and statistical methods - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T08:24:38+00:00Perceived Inflation Persistence
https://www.bankofcanada.ca/2013/11/working-paper-2013-43/
The Survey of Professional Forecasters (SPF) has had vast influence on research related to better understanding expectation formation and the behaviour of macroeconomic agents. Inflation expectations, in particular, have received a great deal of attention, since they play a crucial role in determining real interest rates, the expectations-augmented Phillips curve and monetary policy.2013-11-22T10:25:24+00:00enPerceived Inflation Persistence2013-11-22Econometric and statistical methodsInflation and pricesWorking Paper 2013-43https://www.bankofcanada.ca/wp-content/uploads/2013/11/wp2013-43.pdfPerceived Inflation PersistenceMonica JainNovember 2013EE3E31E37High-Frequency Real Economic Activity Indicator for Canada
https://www.bankofcanada.ca/2013/11/working-paper-2013-42/
I construct a weekly measure of real economic activity in Canada. Based on the work of Aruoba et al. (2009), the indicator is extracted as an unobserved component underlying the co-movement of four monthly observed real macroeconomic variables - employment, manufacturing sales, retail sales and GDP.2013-11-22T08:43:13+00:00enHigh-Frequency Real Economic Activity Indicator for Canada2013-11-22Business fluctuations and cyclesEconometric and statistical methodsWorking Paper 2013-42https://www.bankofcanada.ca/wp-content/uploads/2013/11/wp2013-42.pdfHigh-Frequency Real Economic Activity Indicator for CanadaGitanjali KumarNovember 2013CC3C38EE3E32Assessing Financial System Vulnerabilities: An Early Warning Approach
https://www.bankofcanada.ca/wp-content/uploads/2013/11/boc-review-autumn13-pasricha.pdf
This article focuses on a quantitative method to identify financial system vulnerabilities, specifically, an imbalance indicator model (IIM) and its application to Canada. An IIM identifies potential vulnerabilities in a financial system by comparing current economic and financial data with data from periods leading up to past episodes of financial stress. It complements other sources of information - including market intelligence and regular monitoring of the economy - that policy-makers use to assess vulnerabilities.2013-11-14T08:09:13+00:00enAssessing Financial System Vulnerabilities: An Early Warning Approach2013-11-14