Econometric and statistical methods - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-28T20:10:48+00:00The Art and Science of Forecasting the Real Price of Oil
https://www.bankofcanada.ca/wp-content/uploads/2014/05/boc-review-spring14-baumeister.pdf
Forecasts of the price of crude oil play a significant role in the conduct of monetary policy, especially for commodity producers such as Canada. This article presents a range of recently developed forecasting models that, when pooled together, can generate, on average, more accurate forecasts of the price of oil than the oil futures curve. It also illustrates how policy-makers can evaluate the risks associated with the baseline oil price forecast and how they can determine the causes of past oil price fluctuations.2014-05-13T09:49:55+00:00enThe Art and Science of Forecasting the Real Price of Oil2014-05-13Multiple Fixed Effects in Binary Response Panel Data Models
https://www.bankofcanada.ca/2014/05/working-paper-2014-17/
This paper considers the adaptability of estimation methods for binary response panel data models to multiple fixed effects. It is motivated by the gravity equation used in international trade, where important papers such as Helpman, Melitz and Rubinstein (2008) use binary response models with fixed effects for both importing and exporting countries.2014-05-05T16:31:14+00:00enMultiple Fixed Effects in Binary Response Panel Data Models2014-05-05Econometric and statistical methodsWorking Paper 2014-17https://www.bankofcanada.ca/wp-content/uploads/2014/05/wp2014-17.pdfMultiple Fixed Effects in Binary Response
Panel Data ModelsKaryne B. CharbonneauMay 2014CC2C23C25FF1F14