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This paper examines the ability of linear and nonlinear models to replicate features of real Canadian GDP. We evaluate the models using various business-cycle metrics. Fr[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
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2.
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Phillips curves are generally estimated under the assumption of linearity and parameter constancy. Linear models of inflation, however, have recently been criticized for [...]
2003 | Text | Staff Working Paper - Document de travail du personnel |
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3.
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This paper evaluates the performance of static and dynamic factor models for forecasting Canadian real output growth and core inflation on a quarterly basis. We extract t[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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The authors develop simple econometric models to analyze and forecast two components of the Bank of Canada commodity price index: the Bank of Canada non-energy (BCNE) com[...]
2003 | Text | Staff Working Paper - Document de travail du personnel |
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5.
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The authors investigate whether the aggregation of region-specific forecasts improves upon the direct forecasting of Canadian GDP growth. They follow Marcellino, Stock, a[...]
2005 | Text | Staff Working Paper - Document de travail du personnel |
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The authors investigate the behaviour of core inflation in Canada to analyze three key issues: (i) homogeneity in the response of various price indexes to demand or real [...]
2005 | Text | Staff Working Paper - Document de travail du personnel |
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7.
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The author proposes and evaluates econometric models that try to explain and forecast real quarterly housing expenditures in Canada. Structural and leading-indicator mode[...]
2005 | Text | Staff Working Paper - Document de travail du personnel |
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8.
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Cette étude présente des modèles économétriques linéaires et non linéaires à forme réduite élaborés afin de prévoir et d'analyser la croissance trimestrielle de la produc[...]
2004 | Texte | Document de travail du personnel - Staff Working Paper |
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