C13 - Estimation: General - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feeds
en
2024-03-29T00:25:18+00:00
-
Characterizing 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+00:00
en
Characterizing the Canadian Financial Cycle with Frequency Filtering Approaches
2018-10-26
-
Bootstrapping Mean Squared Errors of Robust Small-Area Estimators: Application to the Method-of-Payments Data
https://www.bankofcanada.ca/2018/06/staff-working-paper-2018-28/
This paper proposes a new bootstrap procedure for mean squared errors of robust small-area estimators. We formally prove the asymptotic validity of the proposed bootstrap method and examine its finite sample performance through Monte Carlo simulations.
2018-06-26T10:31:56+00:00
en
Bootstrapping Mean Squared Errors of Robust Small-Area Estimators: Application to the Method-of-Payments Data
2018-06-26
Bank notes
Econometric and statistical methods
Staff Working Paper 2018-28
https://www.bankofcanada.ca/wp-content/uploads/2018/06/swp2018-28.pdf
Bootstrapping Mean Squared Errors of Robust Small-Area Estimators: Application to the Method-of-Payments Data
Valéry Dongmo Jiongo
Pierre Nguimkeu
June 2018
C
C1
C13
C15
C8
C83
E
E4
E41