Jennifer Page - Latest

• Une nouvelle méthode d'estimation de l'écart de production et son application aux États-Unis, au Canada et à l'Allemagne

  Staff Working Paper 1998-21 René Lalonde, Jennifer Page, Pierre St-Amant

  This study introduces a new method for identifying the output gap, based on the estimation of multivariate autoregression (VAR) models. This approach, which involves using restrictions to identify structural shocks that have only a transitory effect on output but that affect the trend inflation rate, is compared with the decomposition method proposed by Blanchard and […]

  Content Type(s): Staff research, Staff working papers

• Fundamentals, Contagion and Currency Crises: An Empirical Analysis

  Staff Working Paper 1998-10 Mark Kruger, Patrick Osakwe, Jennifer Page

  This paper examines the determinants of currency crises in Latin America, Asia and Africa. It asks two basic questions: (a) Are currency crises linked to economic fundamentals? and; (b) Is there any evidence of a contagion effect after controlling for the potential effects of economic fundamentals? Using pooled annual data for 19 developing countries spanning […]

  Content Type(s): Staff research, Staff working papers Topic(s): Exchange rates JEL Code(s): F, F3