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2024-03-28T10:00:24+00:00
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What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks
https://www.bankofcanada.ca/2016/05/staff-working-paper-2016-25/
This paper evaluates the effects of high-frequency uncertainty shocks on a set of low-frequency macroeconomic variables that are representative of the U.S. economy. Rather than estimating models at the same common low-frequency, we use recently developed econometric models, which allows us to deal with data of different sampling frequencies.
2016-05-26T11:38:49+00:00
en
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks
2016-05-26
Business fluctuations and cycles
Econometric and statistical methods
Staff Working Paper 2016-25
https://www.bankofcanada.ca/wp-content/uploads/2016/05/swp2016-25.pdf
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks
Laurent Ferrara
Pierre Guérin
May 2016
C
C3
C32
E
E3
E32
E4
E44