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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[...]
2021 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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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[...]
2023 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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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[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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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 [...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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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[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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What are the effects of financial market imperfections on unemployment and vacancies? Since standard DSGE models do not typically model unemployment, they abstract from [...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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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[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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The recent financial crisis and subsequent recession have spurred great interest in the sources of unemployment fluctuations. Previous studies predominantly assume a sing[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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In this paper, the authors propose a measure of underlying inflation for Canada obtained from estimating a monthly factor model on individual components of the CPI. This [...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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The U.S. Energy Information Administration regularly publishes short-term forecasts of the price of crude oil. Traditionally, such out-of-sample forecasts have been large[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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