1.
Dans cette étude, nous mesurons, à l'aide de données canadiennes, l'ampleur des révisions apportées aux estimations en temps réel de l'écart de production obtenues avec d[...]
2002 | Texte | Document de travail du personnel - Staff Working Paper |
2.
This paper shows how existing band-pass filtering techniques and their extension can be applied to the common current-analysis problem of estimating current trends or cyc[...]
2002 | Text | Staff Working Paper - Document de travail du personnel |
3.
This paper reconsiders several recently published but controversial results about the behaviour of exchange rates. In particular, it explores finite-sample problems in th[...]
1997 | Text | Staff Working Paper - Document de travail du personnel |
4.
This paper tests between fads and bubbles using a new empirical strategy (based on switching-regression econometrics) for distinguishing between competing asset-pricing m[...]
1997 | Text | Staff Working Paper - Document de travail du personnel |
5.
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 |
6.
This paper develops a new test for speculative bubbles, which is applied to data for the Japanese yen, the German mark and the Canadian dollar exchange rates from 1977 to[...]
1996 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
7.
Several recent papers have presented evidence from foreign exchange and other markets suggesting that the log of excess returns can be characterized as first-order integr[...]
1996 | Text | Staff Working Paper - Document de travail du personnel |
8.
Work on testing for bubbles has caused much debate, much of which has focussed on methodology. Monte Carlo simulations reported in Evans (1991) showed that standard tests[...]
1996 | Text | Staff Working Paper - Document de travail du personnel |
9.
This paper uses regime-switching econometrics to study stock market crashes and to explore the ability of two very different economic explanations to account for historic[...]
1996 | Text | Staff Working Paper - Document de travail du personnel |
10.
Greater intervention by the public sector is often proposed as a solution to the increased speculation and excessive price volatility thought to characterize today's comp[...]
1996 | Text | Technical Report - Rapport technique |