SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Parsing Shocks: Real-Time Revisions to Gap and Growth Projections for Canada
16 references·0 citing·42 second hop
Parsing Shocks: Real-Time Revisions to Gap and Growth Projections for Canada (2009)Parsing Shocks: Real-Time Revisions to Ga…ToTEM: The Bank of Canada's New Quarterly Projection Model (2021)ToTEM: The Bank of Canada's N…The Bank of Canada's New Quarterly Projection Model, Part 4. A Semi-Structural Method to Estimate Potential Output: Combining Economic Theory with a Time-Series Filter (2021)The Bank of Canada's New Quar…The Bank of Canada's New Quarterly Projection Model, Part 3. The Dynamic Model: QPM (2021)The Bank of Canada's New Quar…The Bank of Canada's New Quarterly Projection Model, Part 1. The Steady-State Model: SSQPM (2021)The Bank of Canada's New Quar…Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada (2021)Measurement of the Output Gap…Do Mechanical Filters Provide a Good Approximation of Business Cycles? (2021)Do Mechanical Filters Provide…A Simple Multivariate Filter for the Measurement of Potential Output (2021)A Simple Multivariate Filter …On suboptimality of the Hodrick–Prescott filter at time series endpoints (2005)On suboptimality of the Hodri…The Unreliability of Output-Gap Estimates in Real Time (2002)The Unreliability of Output-G…Information and Analysis for Monetary Policy: Coming to a Decision (2002)Information and Analysis for …Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…The Bank of Canada's new Quarterly Projection Model (QPM): An introduction (1994)The Bank of Canada's new Quar…Low frequency filtering and real business cycles (1993)Low frequency filtering and r…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …Testing for Common Trends (1988)Testing for Common TrendsAggregate Dynamics and Staggered Contracts (1980)Closing Small Open Economy Models (2002)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)How Structural Are Structural Parameters? (2007)Understanding the flattening Phillips curve (2008)The impact of monetary policy shocks on stock prices: Evidence from Canada and the United States (2010)Detrending, stylized facts and the business cycle (1993)Disagreement about Inflation Expectations (2003)The quest for prosperity without inflation (2003)New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A PANIC Attack on Unit Roots and Cointegration (2004)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?Time to Build and Aggregate Fluctuations (1982)Trends and random walks in macroeconomic time series (1988)International Financial Adjustment (2007)Stories of the Twentieth Century for the Twenty-First (2012)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Robust Monetary Policy Rules with Unknown Natural Rates (2003)Estimating potential output and the output gap for the euro area: a model-based production function approach (2006)Real-Time Representations of the Output Gap (2008)International Evidence on the Historical Properties of Business Cycles (1991)Estimating equilibrium real interest rates in real time (2005)Estimating Aggregate Capital Stocks Using the Perpetual Inventory Method (2014)Political connections, bank deposits, and formal deposit insurance (2015)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)Output gaps and monetary policy in the EMU area (1999)Economic Growth in the OECD Area (2000)The sources of economic growth in OECD countries (2004)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)
this work references cited by second hop

References

  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 1988Testing for Common Trends1,894 cited
  • 2002The Unreliability of Output-Gap Estimates in Real Time944 cited
  • 1993Low frequency filtering and real business cycles757 cited
  • 2021A Simple Multivariate Filter for the Measurement of Potential Output174 cited
  • 2005On suboptimality of the Hodrick–Prescott filter at time series endpoints167 cited
  • 2021ToTEM: The Bank of Canada's New Quarterly Projection Model153 cited
  • 2021Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada121 cited
  • 2021The Bank of Canada's New Quarterly Projection Model, Part 3. The Dynamic Model: QPM79 cited
  • 2021The Bank of Canada's New Quarterly Projection Model, Part 1. The Steady-State Model: SSQPM56 cited
  • 2021Do Mechanical Filters Provide a Good Approximation of Business Cycles?54 cited
  • 1994The Bank of Canada's new Quarterly Projection Model (QPM): An introduction45 cited
  • 2002Information and Analysis for Monetary Policy: Coming to a Decision

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

40 cited
  • 2021The Bank of Canada's New Quarterly Projection Model, Part 4. A Semi-Structural Method to Estimate Potential Output: Combining Economic Theory with a Time-Series Filter32 cited
  • Cited by

    No citing works inside the corpus for this window.