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8939 Results

Sectoral Uncertainty

Staff Working Paper 2022-38 Efrem Castelnuovo, Kerem Tuzcuoglu, Luis Uzeda
We propose a new empirical framework that jointly decomposes the conditional variance of economic time series into a common and a sector-specific uncertainty component. We apply our framework to a disaggregated industrial production series for the US economy. We identify unexpected changes in durable goods uncertainty as drivers of downturns, while unexpected hikes in non-durable goods uncertainty are expansionary.
September 8, 2022

Media Availability: Calgary Economic Development

Economic Progress Report — Senior Deputy Governor Carolyn Rogers takes questions from reporters following her remarks (13:00 (ET) approx.).

September 8, 2022

Speech: Calgary Economic Development

Economic Progress Report — Senior Deputy Governor Carolyn Rogers speaks before Calgary Economic Development (11:40 (ET) approx.).

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