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1.
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Our contribution in this paper is threefold. First, we survey the empirical literature on consumption smoothing mechanisms of regional economic shocks. Second, building o[...]
1999 | Text | Staff Working Paper - Document de travail du personnel |
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2.
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In this paper, the authors survey some of the recent techniques proposed in the literature to measure the trend component of output or potential output. Given the reporte[...]
1997 | Text | Staff Working Paper - Document de travail du personnel |
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3.
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In this report, the authors examine and compare twelve private and public sector models of the Canadian economy with respect to their paradigm, structure, and dynamic pro[...]
2003 | Text | Technical Report - Rapport technique |
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4.
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In this paper, the author uses structural vector autoregression methodology to decompose U.S. nominal interest rates into an expected inflation component and an ex ante r[...]
1996 | Text | Staff Working Paper - Document de travail du personnel |
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5.
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In a recent article, Faust and Leeper (1997) discuss reasons why inference from structural VARs identified with long-run restrictions may not be reliable. In this paper, [...]
1998 | Text | Staff Working Paper - Document de travail du personnel |
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6.
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In this paper, the authors examine how well the Hodrick-Prescott filter (HP) and the band-pass filter recently proposed by Baxter and King (BK) extract the business-cycle[...]
1996 | Text | Technical Report - Rapport technique |
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7.
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In this paper the authors show how potential output can be estimated and projected through an approach derived from the structural vector autoregression methodology. This[...]
1995 | Text | Staff Working Paper - Document de travail du personnel |
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8.
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This paper discusses the merits and shortcomings of alternative price indices used in constructing real effective exchange rate indices and examines the effects of differ[...]
1998 | Text | Staff Working Paper - Document de travail du personnel |
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9.
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This paper examines empirically the impact of financial stress on the transmission of monetary policy shocks in Canada. The model used is a threshold vector autoregressio[...]
2010 | Text | Staff Working Paper - Document de travail du personnel |
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10.
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In this paper, we discuss some methodologies for estimating potential output and the output gap that have recently been studied at the Bank of Canada. The assumptions and[...]
1997 | Text | Technical Report - Rapport technique |
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