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1.
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Replication files for peer-reviewed article published in The Econometrics Journal. Paper published online December 22, 2025. When citing this dataset, please also cite th[...]
2026 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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Forecast combinations, also known as ensemble models, routinely require practitioners to select a model from a massive number of potential candidates. Ten explanatory var[...]
2025 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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3.
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Supplemental material for peer-reviewed article published in Quantitative Economics. When citing this dataset, please also cite the associated article. A sample Publicati[...]
2023 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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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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