Econometric and statistical methods
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Macroeconomic Predictions Using Payments Data and Machine Learning
We demonstrate the usefulness of payment systems data and machine learning models for macroeconomic predictions and provide a set of econometric tools to overcome associated challenges. -
Assessing Climate-Related Financial Risk: Guide to Implementation of Methods
A pilot project on climate transition scenarios by the Bank of Canada and the Office of the Superintendent of Financial Institutions assessed climate-related credit and market risks. This report describes the project’s methodologies and provides guidance on implementing them.
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