C - Mathematical and Quantitative Methods - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T12:55:03+00:00Shaping the future: Policy shocks and the GDP growth distribution
https://www.bankofcanada.ca/2021/05/staff-working-paper-2021-24/
Can central bank and government policies impact the risks around the outlook for GDP growth? We find that fiscal stimulus makes strong GDP growth more likely—even more so when monetary policy is constrained—rather than weak GDP growth less likely. Thus, fiscal stimulus should accelerate the recovery phase of the COVID-19 pandemic.2021-05-25T16:34:53+00:00enShaping the future: Policy shocks and the GDP growth distribution2021-05-25Central bank researchEconometric and statistical methodsFinancial stabilityFiscal policyMonetary policyStaff Working Paper 2021-24https://www.bankofcanada.ca/wp-content/uploads/2021/05/swp2021-24.pdfStaff Working Paper 2021-24Francois-Michel BoireThibaut DupreyAlexander UeberfeldtMay 2021CC3C32C5C53EE5E52E6E62Detecting exuberance in house prices across Canadian cities
https://www.bankofcanada.ca/2021/05/staff-analytical-note-2021-9/
We introduce a model to detect periods of extrapolative house price expectations across Canadian cities. The House Price Exuberance Indicator can be updated on a quarterly basis to support the Bank of Canada’s broader assessment of housing market imbalances.2021-05-20T10:00:32+00:00enDetecting exuberance in house prices across Canadian cities2021-05-20Evolving Temperature Dynamics in Canada: Preliminary Evidence Based on 60 Years of Data
https://www.bankofcanada.ca/2021/05/staff-working-paper-2021-22/
Are summers getting hotter? Do daily temperatures change more than they used to? Using daily Canadian temperature data from 1960 to 2020 and modern econometric methods, we provide economists and policy-makers evidence on the important climate change issue of evolving temperatures.2021-05-17T13:22:49+00:00enEvolving Temperature Dynamics in Canada: Preliminary Evidence Based on 60 Years of Data2021-05-17Climate changeEconometric and statistical methodsStaff Working Paper 2021-22https://www.bankofcanada.ca/wp-content/uploads/2021/05/swp2021-22.pdfStaff Working Paper 2021-22Robert AmanoMarc-André GosselinJulien McDonald-GuimondMay 2021CC2C22QQ5Q54