000001667 001__ 1667
000001667 005__ 20250211155846.0
000001667 0247_ $$a10.34989/swp-2013-42$$2DOI
000001667 035__ $$a10.34989/swp-2013-42
000001667 041__ $$aeng
000001667 084__ $$aC Mathematical and Quantitative Methods$$02849
000001667 084__ $$aC3 Multiple or Simultaneous Equation Models; Multiple Variables$$02871
000001667 084__ $$aC38 Classification Methods; Cluster Analysis; Principal Components; Factor Models$$02879
000001667 084__ $$aE Macroeconomics and Monetary Economics$$03005
000001667 084__ $$aE3 Prices, Business Fluctuations, and Cycles$$03029
000001667 084__ $$aE32 Business Fluctuations; Cycles$$03032
000001667 245__ $$aHigh-Frequency Real Economic Activity Indicator for Canada
000001667 269__ $$a2013
000001667 300__ $$a1 online resource (iii, 20 pages)
000001667 336__ $$aText
000001667 347__ $$bPDF
000001667 520__ $$aI construct a weekly measure of real economic activity in Canada. Based on the work of Aruoba et al. (2009), the indicator is extracted as an unobserved component underlying the co-movement of four monthly observed real macroeconomic variables - employment, manufacturing sales, retail sales and GDP. The indicator has a number of applications in macroeconomics and finance - it can be used to measure macroeconomic news, to quantify the impact of news on financial asset prices, to study exchange rate movements and as an input in nowcasting and forecasting exercises.$$7Abstract
000001667 520__ $$aL’auteur construit un indicateur hebdomadaire de l’activité économique réelle au Canada, inspiré de l’étude d’Aruoba et autres (2009). Cet indicateur représente une composante inobservable qui sous-tend l’évolution conjointe de quatre variables macroéconomiques observées à une fréquence mensuelle, à savoir l’emploi, les ventes manufacturières, les ventes au détail et le PIB. L’indicateur a de multiples applications en macroéconomie et en finance : il peut servir à mesurer l’effet d’annonces macroéconomiques inattendues, en particulier à quantifier leur incidence sur les prix des actifs financiers, à étudier les variations du taux de change, ou encore, à appuyer des prévisions pour la période en cours ou d’autres horizons.$$7Résumé
000001667 540__ $$aCreative Commons Attribution 4.0 International$$uhttps://creativecommons.org/licenses/by/4.0/legalcode$$fCC-BY-4.0
000001667 6531_ $$aBusiness fluctuations and cycles
000001667 6531_ $$aEconometric and statistical methods
000001667 6531_ $$aCycles et fluctuations économiques
000001667 6531_ $$aMéthodes économétriques et statistiques
000001667 7001_ $$aKumar, Gitanjali
000001667 789__ $$w1701-9397$$2ISSN$$eIsPartOf
000001667 791__ $$2URL$$whttps://www.bankofcanada.ca/valet/observations/group/swp-2013-42/csv$$aDataset$$eIsSupplementedBy$$c2013$$dBank of Canada$$iData available as CSV
000001667 791__ $$2URL$$whttps://www.bankofcanada.ca/valet/observations/group/swp-2013-42/json$$aDataset$$eIsSupplementedBy$$c2013$$dBank of Canada$$iData available as JSON
000001667 791__ $$2URL$$whttps://www.bankofcanada.ca/valet/observations/group/swp-2013-42/xml$$aDataset$$eIsSupplementedBy$$c2013$$dBank of Canada$$iData available as XML
000001667 8301_ $$aStaff Working Paper
000001667 8301_ $$aDocument de travail du personnel
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000001667 909CO $$ooai:www.oar-rao.bank-banque-canada.ca:1667$$pbibliographic
000001667 980__ $$aStaff Research
000001667 980__ $$aRDM
000001667 991__ $$aPublic