Paul Gilbert

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Staff Working Papers

Money and Credit Factors

Staff Working Paper 2006-3 Paul Gilbert, Erik Meijer
The authors introduce new measures of important underlying macroeconomic phenomena that affect the financial side of the economy.

Dynamic Factor Analysis for Measuring Money

Staff Working Paper 2003-21 Paul Gilbert, Lise Pichette
Technological innovations in the financial industry pose major problems for the measurement of monetary aggregates. The authors describe work on a new measure of money that has a more satisfactory means of identifying and removing the effects of financial innovations.

State Space and ARMA Models: An Overview of the Equivalence

Staff Working Paper 1993-00 Paul Gilbert
In this paper known results about the equivalence of state space and autoregressive moving-average models with exogenous inputs (ARMAX) (including vector auto-regressive or VAR models) are reviewed. While most of these results are not new, no single reference appears to bring together several important related points.