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We propose a new empirical framework to estimate sectoral uncertainty from data-rich environments. We jointly decompose the conditional variance of economic time series i[...]

The data and programs replicate tables and figures from "A policy model to analyze macroprudential regulations and monetary policy", by Alpanda, Cateau and Meh. Please se[...]

The data and programs replicate tables and figures from "Could a higher inflation target enhance macroeconomic stability?", by Dorich, St-Pierre, Lepetyuk and Mendes. Ple[...]

Data and replication material for "On the Macroeconomic Consequences of Over-Optimism" by Paul Beaudry and Tim Willems.

Data and code for peer-reviewed article pu[...]

We introduce a new real-time method to measure business opening and closure rates by relying on Google Places, the data behind the Google Maps platform. We collect data o[...]

There has been a systematic increase in the volatility of the real price of crude oil since 1986, followed by a decline in the volatility of oil production since the earl[...]

In this paper, we use an economics decision-making experiment to test a key assumption underpinning the efficacy of price-level targeting relative to inflation targeting [...]

We construct a monthly real-time data set consisting of vintages for 1991.1-2010.12 that is suitable for generating forecasts of the real price of oil from a variety of m[...]

What are the effects of financial market imperfections on unemployment and vacancies? Since standard DSGE models do not typically model unemployment, they abstract from [...]

I construct a weekly measure of real economic activity in Canada. Based on the work of Aruoba et al. (2009), the indicator is extracted as an unobserved component underly[...]