C14 - Semiparametric and Nonparametric Methods: General - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-29T07:44:29+00:00Characterizing the Canadian Financial Cycle with Frequency Filtering Approaches
https://www.bankofcanada.ca/2018/10/staff-analytical-note-2018-34/
In this note, I use two multivariate frequency filtering approaches to characterize the Canadian financial cycle by capturing fluctuations in the underlying variables with respect to a long-term trend. The first approach is a dynamically weighted composite, and the second is a stochastic cycle model.2018-10-26T12:28:48+00:00enCharacterizing the Canadian Financial Cycle with Frequency Filtering Approaches2018-10-26