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English (3)
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Document d’analyse du personnel (1)
Document de travail du personnel (2)
Staff Discussion Paper (1)
Staff Working Paper (2)
Resource Type
Text (3)
Creator
Gauthier, Céline (1)
He, Zhongfang (3)
Maheu, John M (1)
Souissi, Moez (1)
Year
2010 (2)
2009 (1)
JEL Codes
C Mathematical and Quantitative Methods (2)
C1 Econometric and Statistical Methods and Methodology: General (2)
C11 Bayesian Analysis: General (1)
C15 Statistical Simulation Methods: General (2)
C2 Single Equation Models; Single Variables (1)
C22 Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes (1)
C5 Econometric Modeling (1)
C53 Forecasting and Prediction Methods; Simulation Methods (1)
C8 Data Collection and Data Estimation Methodology; Computer Programs (1)
C81 Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access (1)
E Macroeconomics and Monetary Economics (2)
E4 Money and Interest Rates (2)
E44 Financial Markets and the Macroeconomy (1)
E5 Monetary Policy, Central Banking, and the Supply of Money and Credit (1)
E6 Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook (1)
G Financial Economics (1)
G0 General (1)
G01 Financial Crises (1)
G2 Financial Institutions and Services (1)
G21 Banks; Depository Institutions; Micro Finance Institutions; Mortgages (1)
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Language
English (3)
Series
Document d’analyse du personnel (1)
Document de travail du personnel (2)
Staff Discussion Paper (1)
Staff Working Paper (2)
Resource Type
Text (3)
Creator
Gauthier, Céline (1)
He, Zhongfang (3)
Maheu, John M (1)
Souissi, Moez (1)
Year
2010 (2)
2009 (1)
JEL Codes
C Mathematical and Quantitative Methods (2)
C1 Econometric and Statistical Methods and Methodology: General (2)
C11 Bayesian Analysis: General (1)
C15 Statistical Simulation Methods: General (2)
C2 Single Equation Models; Single Variables (1)
C22 Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes (1)
C5 Econometric Modeling (1)
C53 Forecasting and Prediction Methods; Simulation Methods (1)
C8 Data Collection and Data Estimation Methodology; Computer Programs (1)
C81 Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access (1)
E Macroeconomics and Monetary Economics (2)
E4 Money and Interest Rates (2)
E44 Financial Markets and the Macroeconomy (1)
E5 Monetary Policy, Central Banking, and the Supply of Money and Credit (1)
E6 Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook (1)
G Financial Economics (1)
G0 General (1)
G01 Financial Crises (1)
G2 Financial Institutions and Services (1)
G21 Banks; Depository Institutions; Micro Finance Institutions; Mortgages (1)
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Bank of Canada Open Access Repository
3
records found
Search took 0.19 seconds.
1.
PDF
dp10-11
Evaluating the Effect of the Bank of Canada's Conditional Commitment Policy
He, Zhongfang
The author evaluates the effect of the Bank of Canada's conditional commitment regarding the target overnight rate on longer-term market interest rates by taking into acc[...]
2010
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Text
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Staff Discussion Paper - Document d’analyse du personnel
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Detailed record
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2.
PDF
wp09-31
Real Time Detection of Structural Breaks in GARCH Models
He, Zhongfang
;
Maheu, John M.
A sequential Monte Carlo method for estimating GARCH models subject to an unknown number of structural breaks is proposed. Particle filtering techniques allow for fast an[...]
2009
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Text
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Staff Working Paper - Document de travail du personnel
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Detailed record
-
Similar records
3.
PDF
wp10-29
Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings
Gauthier, Céline
;
He, Zhongfang
;
Souissi, Moez
We offer a multi-period systemic risk assessment framework with which to assess recent liquidity and capital regulatory requirement proposals in a holistic way. Following[...]
2010
|
Text
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Staff Working Paper - Document de travail du personnel
|
Detailed record
-
Similar records
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