Tony Chernis - Bank Publications - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-29T09:21:51+00:00A Three‐Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth
https://www.bankofcanada.ca/2017/06/staff-discussion-paper-2017-8/
This paper estimates a three‐frequency dynamic factor model for nowcasting Canadian provincial gross domestic product (GDP). Canadian provincial GDP is released by Statistics Canada on an annual basis only, with a significant lag (11 months).2017-06-12T11:50:01+00:00enA Three‐Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth2017-06-12Business fluctuations and cyclesEconometric and statistical methodsRegional economic developmentsStaff Discussion Paper 2017-8https://www.bankofcanada.ca/wp-content/uploads/2017/06/sdp2017-8.pdfA Three‐Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP GrowthTony ChernisGabriella VelascoCalista CheungJune 2017CC5C53EE3E32E37RR1R11A 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 2017CC3C32C38C5C53EE3E37Global Real Activity for Canadian Exports: GRACE
https://www.bankofcanada.ca/2017/01/staff-discussion-paper-2017-2/
Canadian exports have often disappointed since the Great Recession. The apparent disconnect between exports and the Bank of Canada’s current measure of foreign demand has created an impetus to search for an alternative.2017-01-18T10:00:24+00:00enGlobal Real Activity for Canadian Exports: GRACE2017-01-18Balance of payments and componentsEconometric and statistical methodsExchange ratesStaff Discussion Paper 2017-2https://www.bankofcanada.ca/wp-content/uploads/2017/01/sdp2017-2.pdfGlobal Real Activity for Canadian Exports: GRACEAndré BinetteTony ChernisDaniel de MunnikJanuary 2017FF1F10F14F4F43