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Bank of Canada Open Access Repository 9 records found Search took 0.21 seconds. 
1.
In this report, we describe methods for solving economic models when expectations are presumed to have at least some element of consistency with the predictions of the mo[...]
1995 | Text | Technical Report - Rapport technique |
2.
This report is the first documenting the Bank of Canada's new model of the Canadian economy, the Quarterly Projection Model (QPM). QPM is used at the Bank of Canada for b[...]
1994 | Text | Technical Report - Rapport technique |
3.
In this paper, we provide econometric evidence that suggests that the Canadian Phillips curve is non-linear. The non-linearity has two important characteristics. First, t[...]
1993 | Text | Staff Working Paper - Document de travail du personnel |
4.
This paper introduces the CORE model, a prototype for a new quarterly model of the Canadian economy, designed for projections and policy analysis with focus beyond the ve[...]
1992 | Text | Technical Report - Rapport technique |
5.
This report shows that extreme conditions and volatility in markets are much more likely to result from systematic policy errors in gauging and responding to inflationary[...]
1993 | Text | Technical Report - Rapport technique |
6.
We develop a five-region version (Canada, an oil exporter, the United States, emerging Asia and Japan plus the euro area) of the Global Economy Model (GEM) encompassing p[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
7.
In this paper, we report results of a Monte Carlo study designed to examine the power of direct tests for non-linearity. The example we use is the Phillips curve. We spec[...]
1993 | Text | Staff Working Paper - Document de travail du personnel |
8.
In an economy where both supply and demand shocks are at work, there will be considerable uncertainty associated with any estimates of potential output and the natural ra[...]
1992 | Text | Staff Working Paper - Document de travail du personnel |
9.
This paper examines techniques that have been used to estimate potential output and finds them wanting. We suggest a simple multivariate-filtering technique that is a gen[...]
1992 | Text | Technical Report - Rapport technique |

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