Pierre Guérin - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T20:06:08+00:00What 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+00:00enWhat Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks2016-05-26Business fluctuations and cyclesEconometric and statistical methodsStaff Working Paper 2016-25https://www.bankofcanada.ca/wp-content/uploads/2016/05/swp2016-25.pdfWhat Are the Macroeconomic Effects of High-Frequency Uncertainty ShocksLaurent FerraraPierre GuérinMay 2016CC3C32EE3E32E4E44The 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+00:00enThe Dynamics of Capital Flow Episodes2016-03-10Econometric and statistical methodsInternational financial marketsInternational topicsMonetary policy and uncertaintyStaff Working Paper 2016-9https://www.bankofcanada.ca/wp-content/uploads/2016/03/swp2016-9.pdfThe Dynamics of Capital Flow EpisodesChristian FriedrichPierre GuérinMarch 2016FF2F21F3F32GG1G11