C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T10:08:01+00:00A Dynamic Factor Model for Nowcasting Canadian GDP Growth
https://www.bankofcanada.ca/2017/02/staff-working-paper-2017-2/
This paper estimates a dynamic factor model (DFM) for nowcasting Canadian gross domestic product. The model is estimated with a mix of soft and hard indicators, and it features a high share of international data.2017-02-02T13:04:19+00:00enA Dynamic Factor Model for Nowcasting Canadian GDP Growth2017-02-02Business fluctuations and cyclesEconometric and statistical methodsStaff Working Paper 2017-2https://www.bankofcanada.ca/wp-content/uploads/2017/02/swp2017-2.pdfA Dynamic Factor Model for Nowcasting Canadian GDP GrowthTony ChernisRodrigo SekkelFebruary 2017CC3C32C38C5C53EE3E37