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What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks

Staff working paper 2016-25 Laurent Ferrara, Pierre Guérin
This paper evaluates the effects of high-frequency uncertainty shocks on a set of low-frequency macroeconomic variables that are representative of the U.S. economy. Rather than estimating models at the same common low-frequency, we use recently developed econometric models, which allows us to deal with data of different sampling frequencies.
May 18, 2016

The Governor's Challenge: Student resources

Find information on our key publications and other resources for understanding Canada's monetary policy framework. Learn about possible economic data sources you can use and view last year's winning presentation.
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