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8691 Results

Javier Ojea Ferreiro

I hold a MSc in Banking and Quantitative Finance (2016, distinction with honours) and a PhD (2019, cum laude, International PhD Mention, Extraordinary Award) in Quantitative Finance from Complutense University of Madrid (UCM).
September 20, 2022

Speech: University of Waterloo Faculty of Arts

Macroeconomics of the 2020s: What we’ve learned, and what’s to come — Deputy Governor Paul Beaudry speaks at the University of Waterloo Faculty of Arts Distinguished Lecture in Economics. (15:45 (ET) approx.).

Looking Through Supply Shocks versus Controlling Inflation Expectations: Understanding the Central Bank Dilemma

Staff Working Paper 2022-41 Paul Beaudry, Thomas J. Carter, Amartya Lahiri
Why might central banks want to look through supply-driven inflation sometimes and pivot away at other times? When does a change in monetary policy stance help anchor expectations? In this paper we present a simple environment that helps clarify these issues by offering an optimal policy perspective on recent central bank behaviour.
September 20, 2022

Macroeconomics of the 2020s: What we’ve learned, and what’s to come

Remarks Paul Beaudry University of Waterloo Faculty of Arts Distinguished Lecture in Economics Waterloo, Ontario
Deputy Governor Paul Beaudry discusses the macroeconomic lessons we’ve learned during the COVID-19 pandemic, and what lies ahead to bring inflation back to target.

Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models

Staff Discussion Paper 2022-19 James Younker
This paper derives a calculation for the effective degrees of freedom of a forecast combination under a set of general conditions for linear models. Computing effective degrees of freedom shows that the complexity cost of a forecast combination is driven by the parameters in the weighting scheme and the weighted average of parameters in the auxiliary models.
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