E27 - Forecasting and Simulation: Models and Applications - Bank of Canada
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2024-03-29T08:56:18+00:00
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The Propagation of Industrial Business Cycles
https://www.bankofcanada.ca/2014/10/working-paper-2014-48/
This paper examines the business cycle linkages that propagate industry-specific business cycle shocks throughout the economy in a way that (sometimes) generates aggregated cycles. The transmission of sectoral business cycles is modelled through a multivariate Markov-switching model, which is estimated by Gibbs sampling.
2014-10-27T09:18:23+00:00
en
The Propagation of Industrial Business Cycles
2014-10-27
Business fluctuations and cycles
Domestic demand and components
Econometric and statistical methods
Working Paper 2014-48
https://www.bankofcanada.ca/wp-content/uploads/2014/10/wp2014-48.pdf
The Propagation of Industrial Business Cycles
Maximo Camacho
Danilo Leiva-Leon
October 2014
C
C2
C22
E
E2
E27
E3
E32
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Real-Time Nowcasting of Nominal GDP Under Structural Breaks
https://www.bankofcanada.ca/2014/09/working-paper-2014-39/
This paper provides a framework for the early assessment of current U.S. nominal GDP growth, which has been considered a potential new monetary policy target. The nowcasts are computed using the exact amount of information that policy-makers have available at the time predictions are made. However, real-time information arrives at different frequencies and asynchronously, which poses challenges of mixed frequencies, missing data and ragged edges.
2014-09-04T15:19:41+00:00
en
Real-Time Nowcasting of Nominal GDP Under Structural Breaks
2014-09-04
Business fluctuations and cycles
Econometric and statistical methods
Inflation and prices
Working Paper 2014-39
https://www.bankofcanada.ca/wp-content/uploads/2014/09/wp2014-39.pdf
Real-Time Nowcasting of Nominal GDP Under Structural Breaks
William A. Barnett
Marcelle Chauvet
Danilo Leiva-Leon
September 2014
C
C3
C32
E
E2
E27
E3
E31
E32
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Analyzing and Forecasting the Canadian Economy through the LENS Model
https://www.bankofcanada.ca/2014/07/technical-report-102/
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.
2014-07-23T13:10:09+00:00
en
Analyzing and Forecasting the Canadian Economy through the LENS Model
2014-07-23
Econometric and statistical methods
Economic models
Technical Report 102
https://www.bankofcanada.ca/wp-content/uploads/2014/07/tr102.pdf
Analyzing and Forecasting the Canadian Economy through the LENS Model
Olivier Gervais
Marc-André Gosselin
July 2014
C
C5
C53
E
E1
E17
E2
E27
E3
E37
F
F1
F17