F32 - Current Account Adjustment; Short-Term Capital Movements - Bank of Canada
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2024-03-29T13:13:33+00:00
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The Dynamics of Capital Flow Episodes
https://www.bankofcanada.ca/2016/03/staff-working-paper-2016-9/
This paper proposes a novel methodology for identifying episodes of strong capital flows based on a regime-switching model. In comparison with the existing literature, a key advantage of our methodology is to estimate capital flow regimes without the need for context- and sample-specific assumptions.
2016-03-10T10:34:27+00:00
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The Dynamics of Capital Flow Episodes
2016-03-10
Econometric and statistical methods
International financial markets
International topics
Monetary policy and uncertainty
Staff Working Paper 2016-9
https://www.bankofcanada.ca/wp-content/uploads/2016/03/swp2016-9.pdf
The Dynamics of Capital Flow Episodes
Christian Friedrich
Pierre Guérin
March 2016
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