E17 - Forecasting and Simulation: Models and Applications

• Analyzing and Forecasting the Canadian Economy through the LENS Model

  Technical Report No. 102 Olivier Gervais, Marc-André Gosselin

  The authors describe the key features of a new large-scale Canadian macroeconomic forecasting model developed over the past two years at the Bank of Canada.

  Content Type(s): Staff research, Technical reports Topic(s): Econometric and statistical methods, Economic models JEL Code(s): C, C5, C53, E, E1, E17, E2, E27, E3, E37, F, F1, F17

• A Policy Model to Analyze Macroprudential Regulations and Monetary Policy

  Staff Working Paper 2014-6 Sami Alpanda, Gino Cateau, Césaire Meh

  We construct a small-open-economy, New Keynesian dynamic stochastic general-equilibrium model with real-financial linkages to analyze the effects of financial shocks and macroprudential policies on the Canadian economy. Our model has four key features.

  Content Type(s): Staff research, Staff working papers Topic(s): Economic models, Financial system regulation and policies JEL Code(s): E, E1, E17, E3, E32, E4, E44, F, F4, F41