Joseph Tagne is a Principal Economist is the Financial Institutions Division. Prior to joining the Bank of Canada, he was a Senior Model Validation Advisor at Exportation and Development Canada and before that he was a senior modeling specialist at Canada Mortgage and Housing Corporation and lecturer and quantitative advisor with several companies.

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Journal publications

Refereed Journals

  • “On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models”, (with Pierre Duchesne and Pierre Lafaye De Micheaux), Statistics, DOI: 10.1080/02331888.2020.1830095, October 2020
  • Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models”, (with Pierre Duchesne and Pierre Lafaye De Micheaux), Canadian Journal of Statistics, vol. 44 (3), July 2016