E3 - Prices, Business Fluctuations, and Cycles - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T15:55:55+00:00Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions
https://www.bankofcanada.ca/2014/06/discussion-paper-2014-3/
In this paper, the authors develop a new tool to improve the short-term forecasting of real GDP growth in the euro area and Japan. This new tool, which uses unrestricted mixed-data sampling (U-MIDAS) regressions, allows an evaluation of the usefulness of a wide range of indicators in predicting short-term real GDP growth.2014-06-18T13:06:09+00:00enForecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions2014-06-18Econometric and statistical methodsInternational topicsDiscussion Paper 2014-3https://www.bankofcanada.ca/wp-content/uploads/2014/06/dp2014-3.pdfForecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS RegressionsMaxime LeboeufLouis MorelJune 2014CC5C50C53EE3E37E4E47Consumer Attitudes and the Epidemiology of Inflation Expectations
https://www.bankofcanada.ca/2014/06/working-paper-2014-28/
This paper studies the formation of consumers’ inflation expectations using micro-level data from the Michigan Survey. It shows that beyond the well-established socio-economic determinants of inflation expectations such as gender, income or education, other characteristics such as the households’ financial situation and their purchasing attitudes also matter.2014-06-18T11:51:15+00:00enConsumer Attitudes and the Epidemiology of Inflation Expectations2014-06-18Inflation and pricesWorking Paper 2014-28https://www.bankofcanada.ca/wp-content/uploads/2014/06/wp2014-28.pdfConsumer Attitudes and the Epidemiology of Inflation ExpectationsMichael EhrmannDamjan PfajfarEmiliano SantoroJune 2014CC5C53DD8D84EE3E31Monetary Policy Transmission during Financial Crises: An Empirical Analysis
https://www.bankofcanada.ca/2014/06/working-paper-2014-21/
This paper studies the effects of a monetary policy expansion in the United States during times of high financial stress. The analysis is carried out by introducing a smooth transition factor model where the transition between states (“normal” and high financial stress) depends on a financial conditions index.2014-06-05T07:01:27+00:00enMonetary Policy Transmission during Financial Crises: An Empirical Analysis2014-06-05Econometric and statistical methodsFinancial marketsMonetary policy transmissionWorking Paper 2014-21https://www.bankofcanada.ca/wp-content/uploads/2014/06/wp2014-21.pdfMonetary Policy Transmission during Financial Crises: An Empirical AnalysisTatjana DahlhausJune 2014CC1C11C3C32EE3E32E4E44GG0G01