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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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2.
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The Survey of Professional Forecasters (SPF) has had vast influence on research related to better understanding expectation formation and the behaviour of macroeconomic a[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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3.
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We examine the relative ability of simple inflation targeting (IT) and price level targeting (PLT) monetary policy rules to minimize both inflation variability and busine[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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While the usefulness of factor models has been acknowledged over recent years, little attention has been devoted to the forecasting power of these models for the Japanese[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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5.
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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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6.
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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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7.
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Weak identification is likely to be prevalent in multi-equation macroeconomic models such as in dynamic stochastic general equilibrium setups. Identification difficulties[...]
2009 | Text | Staff Working Paper - Document de travail du personnel |
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8.
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This paper revisits Canada's pioneering experience with floating exchange rate over the period 1950–1962. It examines whether the floating rate was the best option for Ca[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
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9.
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This paper examines the ability of linear and nonlinear models to replicate features of real Canadian GDP. We evaluate the models using various business-cycle metrics. Fr[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
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10.
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We assess the implications of price indexation for estimated frequency of price adjustment in sticky price models of business cycles. These models predominantly assume th[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
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