1.
This study reevaluates crude oil price forecasts from state-of-the-art VAR models (Baumeister et al., 2022). Unlike Baumeister et al., who use the average-price no-change[...]
2025 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
2.
In this paper, we propose a flexible, parametric class of switching regime models allowing for both skewed and fat-tailed outcome and selection errors. Specifically, we m[...]
2014 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
3.
Since the autumn of 1997, the regional offices of the Bank of Canada have conducted quarterly consultations with businesses across Canada. These consultations, summarized[...]
2012 | Text | Staff Discussion Paper - Document d’analyse du personnel |
4.
We examine nine changes in the New York State Security Transaction Taxes (STT) between 1932 and 1981. We find that imposing or increasing an STT results in wider bidask s[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
5.
Treating imports as intermediate inputs to domestic production, the author adopts the translog function approach to model real gross domestic income (GDI) in Canada over [...]
2009 | Text | Staff Discussion Paper - Document d’analyse du personnel |
6.
The authors introduce new measures of important underlying macroeconomic phenomena that affect the financial side of the economy. These measures are calculated using the [...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
7.
Technological innovations in the financial industry pose major problems for the measurement of monetary aggregates. The authors describe work on a new measure of money th[...]
2003 | Text | Staff Working Paper - Document de travail du personnel |