Christoph Schleicher - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T15:27:22+00:00Common Trends and Common Cycles in Canadian Sectoral Output
https://www.bankofcanada.ca/2003/12/working-paper-2003-44/
The authors examine evidence of long- and short-run co-movement in Canadian sectoral output data. Their framework builds on a vector-error-correction representation that allows them to test for and compute full-information maximum-likelihood estimates of models with codependent cycle restrictions.2003-12-08T16:38:29+00:00enCommon Trends and Common Cycles in Canadian Sectoral Output2003-12-08Business fluctuations and cyclesEconometric and statistical methodsWorking Paper 2003-44 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp03-44.pdfCommon Trends and Common Cycles in Canadian Sectoral OutputFrancisco BarillasChristoph SchleicherDecember 2003CC1C15C2C22C3C32EE3E32An Introduction to Wavelets for Economists
https://www.bankofcanada.ca/2002/01/working-paper-2002-3/
Wavelets are mathematical expansions that transform data from the time domain into different layers of frequency levels. Compared to standard Fourier analysis, they have the advantage of being localized both in time and in the frequency domain, and enable the researcher to observe and analyze data at different scales.2002-01-01T17:25:39+00:00enAn Introduction to Wavelets for Economists2002-01-01Econometric and statistical methodsWorking Paper 2002-3 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-3.pdfAn Introduction to Wavelets for EconomistsChristoph SchleicherJanuary 2002CC1