Michael Dolega - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T23:08:29+00:00Relative Price Movements and Labour Productivity in Canada: A VAR Analysis
https://www.bankofcanada.ca/2010/05/discussion-paper-2010-5/
In recent years, the Canadian economy has been affected by strong movements in relative prices brought about by the surging costs of energy and non-energy commodities, with significant implications for the terms of trade, the exchange rate, and the allocation of resources across Canadian sectors and regions.2010-05-17T00:00:47+00:00enRelative Price Movements and Labour Productivity in Canada: A VAR Analysis2010-05-17Labour marketsProductivityRecent economic and financial developmentsDiscussion paper 2010-5 https://www.bankofcanada.ca/wp-content/uploads/2010/05/dp10-5.pdfRelative Price Movements and Labour Productivity in Canada: A VAR AnalysisMichael DolegaDavid DupuisLise PichetteMay 2010EE2E23E24OO4O47Tracking Canadian Trend Productivity: A Dynamic Factor Model with Markov Switching
https://www.bankofcanada.ca/2007/11/discussion-paper-2007-12/
The author attempts to track Canadian labour productivity over the past four decades using a multivariate dynamic factor model that, in addition to the labour productivity series, includes aggregate compensation and consumption information. Productivity is assumed to switch between two regimes (the high-growth state and the low-growth state) with different trend growth rates according to […]2007-11-21T11:15:47+00:00enTracking Canadian Trend Productivity: A Dynamic Factor Model with Markov Switching2007-11-21ProductivityDiscussion Paper 2007-12https://www.bankofcanada.ca/wp-content/uploads/2010/01/dp07-12.pdfTracking Canadian Trend Productivity: A Dynamic Factor Model with Markov SwitchingMichael DolegaNovember 2007CC3C32OO4O5O51