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The good forecasting performance of factor models has been well documented in the literature. While many studies focus on a very limited set of variables (typically GDP a[...]
2010 | Text | Staff Working Paper - Document de travail du personnel |
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2.
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The authors examine the impact of the recent run-up in energy and non-energy commodity prices on the Canadian dollar. Using the Bank of Canada's exchange rate equation, t[...]
2008 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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This study investigate how debt restructurings have evolved over the decades. Debtors and creditors have a long history of engaging an outsider – a “third party”, such as[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
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The authors explore the usefulness of macroeconomic models in analyzing global economic developments by examining movements in commodity prices between July 2007 and July[...]
2009 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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Since 2002, spreads on emerging market sovereign debt have fallen to historical lows. Given the close links between sovereign spreads, capital flows to emerging markets, [...]
2008 | Text | Staff Working Paper - Document de travail du personnel |
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The authors review the state of the debate on hedge funds and the potential threat that hedge funds pose to financial stability. The collapse of a hedge fund or a group o[...]
2007 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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7.
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We estimate a New Keynesian general-equilibrium open economy model to examine how changes in oil prices affect the macroeconomy. Our model allows oil price changes to be [...]
2009 | Text | Staff Working Paper - Document de travail du personnel |
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8.
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Building on the growing evidence on the importance of large data sets for empirical macroeconomic modeling, we use a factor-augmented VAR (FAVAR) model with more than 260[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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9.
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We evaluate forecasts for the euro area in data-rich and ‘data-lean' environments by comparing three different approaches: a simple PMI model based on Purchasing Managers[...]
2010 | Text | Staff Working Paper - Document de travail du personnel |
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10.
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We evaluate different approaches for using monthly indicators to predict Chinese GDP for the current and the next quarter (‘nowcasts’ and ‘forecasts’, respectively). We u[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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