Guillaume Poulin-Bellisle - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T09:59:13+00:00Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts
https://www.bankofcanada.ca/2018/10/staff-working-paper-2018-52/
We present a novel database of real-time data and forecasts from the Bank of Canada’s staff economic projections. We then provide a forecast evaluation for GDP growth and CPI inflation since 1982: we compare the staff forecasts with those from commonly used time-series models estimated with real-time data and with forecasts from other professional forecasters and provide standard bias tests.2018-10-31T11:58:14+00:00enEvaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts2018-10-31Econometric and statistical methodsEconomic modelsInflation targetsMonetary policyStaff Working Paper 2018-52https://www.bankofcanada.ca/wp-content/uploads/2018/10/swp2018-52.pdfEvaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and ForecastsJulien ChampagneGuillaume Poulin-BellisleRodrigo SekkelNovember 2018CC3C32EE1E17E3E37