C - Mathematical and Quantitative Methods - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T06:04:48+00:00Household financial vulnerabilities and physical climate risks
https://www.bankofcanada.ca/2021/08/staff-analytical-note-2021-19/
Natural disasters occur more often than before, potentially exposing households to financial distress. We study the intersection between household financial vulnerabilities and severe weather events.2021-08-23T13:00:51+00:00enHousehold financial vulnerabilities and physical climate risks2021-08-23Estimating Large-Dimensional Connectedness Tables: The Great Moderation Through the Lens of Sectoral Spillovers
https://www.bankofcanada.ca/2021/08/staff-working-paper-2021-37/
Understanding the size of sectoral links is crucial to predicting the impact of a crisis on the whole economy. We show that statistical learning techniques substantially outperform traditional estimation techniques when measuring large networks of these links.2021-08-05T08:55:46+00:00enEstimating Large-Dimensional Connectedness Tables: The Great Moderation Through the Lens of Sectoral Spillovers2021-08-05Business fluctuations and cyclesEconometric and statistical methodsStaff Working Paper 2021-37https://www.bankofcanada.ca/wp-content/uploads/2021/08/swp2021-37.pdfStaff Working Paper 2021-37Felix BrunnerRuben HippAugust 2021CC2C22C5C52EE2E23E27