Using the Baker etal. (2013) index of policy uncertainty for six developed countries, this paper estimates spillovers of policy uncertainty. We find that spillovers accou[...]

We present a new, publicly available database of real-time data and forecasts from the Bank of Canada's staff economic projections, which will be updated on an annual bas[...]

We present a new, publicly available database of real-time data and forecasts from the Bank of Canada's staff economic projections, which will be updated on an annual bas[...]

We analyze the evolution of macroeconomic uncertainty in the United States, based on the forecast errors of consensus survey forecasts of various economic indicators. Com[...]

A longstanding finding in the forecasting literature is that averaging the forecasts from a range of models often improves upon forecasts based on a single model, with eq[...]

We study the revision properties of the Bank of Canada's staff output gap estimates since the mid‐1980s and show that the average revision has been significantly smaller [...]

This paper investigates the importance of U.S. macroeconomic news in driving low-frequency fluctuations in the term structure of interest rates in Canada, Sweden, and the[...]