C5 - Econometric Modeling - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T11:24:17+00:00Networking the Yield Curve: Implications for Monetary Policy
https://www.bankofcanada.ca/2021/01/staff-working-paper-2021-4/
We study how different monetary policies affect the yield curve and interact. Our study highlights the importance of the spillover structure across the yield curve for policy-making.2021-01-21T15:36:58+00:00enNetworking the Yield Curve: Implications for Monetary Policy2021-01-21Econometric and statistical methodsInterest ratesMonetary policy implementationStaff Working Paper 2021-4https://www.bankofcanada.ca/wp-content/uploads/2021/01/swp2021-4.pdfStaff Working Paper 2021-4Tatjana DahlhausJulia SchaumburgTatevik SekhposyanJanuary 2021CC1C18C2C21C5C53EE4E43E44E5E52Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19
https://www.bankofcanada.ca/2021/01/staff-working-paper-2021-2/
We use retail payment data in conjunction with machine learning techniques to predict the effects of COVID-19 on the Canadian economy in near-real time. Our model yields a significant increase in macroeconomic prediction accuracy over a linear benchmark model.2021-01-21T09:16:57+00:00enUsing Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-192021-01-21Econometric and statistical methodsPayment clearing and settlement systemsStaff Working Paper 2021-2https://www.bankofcanada.ca/wp-content/uploads/2021/01/swp2021-2.pdfStaff Working Paper 2021-2James ChapmanAjit DesaiJanuary 2021CC5C53C55EE3E37E4E42E5E52