Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
Alternative procedures for estimating vector autoregressions identified with long-run restrictions |
0 |
0 |
1 |
189 |
0 |
0 |
1 |
394 |
Analytical Derivatives for Markov Switching Models |
0 |
0 |
0 |
413 |
0 |
0 |
1 |
1,439 |
Analytical Derivatives for Markov Switching Models |
0 |
0 |
0 |
384 |
0 |
0 |
0 |
1,403 |
Assessing Structural VARs |
0 |
1 |
1 |
412 |
0 |
2 |
2 |
875 |
Assessing structural VARs |
1 |
1 |
4 |
401 |
1 |
3 |
13 |
960 |
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? |
0 |
0 |
0 |
153 |
0 |
0 |
0 |
1,043 |
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? |
0 |
0 |
0 |
462 |
0 |
0 |
0 |
1,304 |
BAT Signals from Asset Markets: Estimating the U.S. Dollar Response to a Destination-Based Cash-Flow Tax |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
14 |
Do Low Interest Rates Decrease Commodity Price Volatility? |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
30 |
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries |
0 |
0 |
0 |
121 |
0 |
1 |
2 |
236 |
Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries |
0 |
1 |
2 |
179 |
0 |
1 |
3 |
602 |
Entry dynamics and the decline in exchange-rate pass-through |
0 |
0 |
0 |
75 |
0 |
0 |
1 |
177 |
Entry dynamics and the decline in exchange-rate pass-through |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
92 |
Evaluating the forecasting performance of commodity futures prices |
0 |
0 |
3 |
132 |
0 |
0 |
9 |
327 |
Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? |
0 |
0 |
0 |
107 |
0 |
0 |
1 |
1,595 |
Exchange rate pass-through to U.S. import prices: some new evidence |
0 |
1 |
4 |
663 |
2 |
4 |
13 |
2,102 |
Exchange rate pass-through to export prices: assessing some cross-country evidence |
0 |
0 |
1 |
352 |
0 |
0 |
2 |
1,148 |
Forecasting the Price of Oil |
1 |
3 |
7 |
253 |
1 |
3 |
13 |
545 |
Forecasting the Price of Oil |
0 |
0 |
3 |
350 |
3 |
6 |
15 |
733 |
Forecasting the price of oil |
0 |
2 |
3 |
288 |
0 |
2 |
22 |
685 |
How do Canadian hours worked respond to a technology shock? |
0 |
0 |
0 |
101 |
0 |
0 |
0 |
310 |
How does the border affect productivity? evidence from American and Canadian manufacturing industries |
0 |
0 |
0 |
95 |
0 |
0 |
1 |
359 |
Interest rates and the volatility and correlation of commodity prices |
0 |
0 |
1 |
60 |
1 |
1 |
7 |
240 |
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications |
1 |
1 |
5 |
27 |
1 |
2 |
10 |
49 |
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications |
0 |
0 |
0 |
52 |
0 |
0 |
3 |
75 |
Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications |
0 |
0 |
3 |
121 |
0 |
0 |
4 |
146 |
Maximum Likelihood in the Frequency Domain: A Time to Build Example |
0 |
0 |
1 |
137 |
0 |
0 |
1 |
796 |
Maximum Likelihood in the Frequency Domain: a Time to Build Example |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
801 |
Maximum likelihood in the frequency domain: a time to build example |
0 |
0 |
0 |
124 |
0 |
0 |
0 |
766 |
Maximum likelihood in the frequency domain: a time to build example |
0 |
0 |
0 |
96 |
0 |
0 |
1 |
620 |
Maximum likelihood in the frequency domain: the importance of time-to-plan |
0 |
0 |
0 |
147 |
0 |
0 |
0 |
791 |
Missing Import Price Changes and Low Exchange Rate Pass-Through |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
115 |
Nonlinearities in the Oil Price-Output Relationship |
0 |
0 |
0 |
129 |
0 |
0 |
5 |
340 |
Nonlinearities in the oil price-output relationship |
0 |
0 |
0 |
204 |
0 |
1 |
8 |
403 |
Oil, Equities, and a "Nonbinding" Zero Lower Bound: The Monetary Policy Response to COVID-19 |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
20 |
Oil, Equities, and the Zero Lower Bound |
0 |
0 |
0 |
48 |
0 |
0 |
3 |
144 |
Oil, equities, and the zero lower bound |
0 |
0 |
0 |
33 |
0 |
0 |
3 |
76 |
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks |
0 |
0 |
1 |
231 |
0 |
0 |
6 |
492 |
Pitfalls in estimating asymmetric effects of energy price shocks |
0 |
0 |
0 |
209 |
0 |
1 |
7 |
473 |
Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures |
0 |
0 |
1 |
412 |
0 |
1 |
4 |
2,141 |
Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures |
0 |
0 |
0 |
1,092 |
0 |
0 |
3 |
2,665 |
Should We Be Concerned Again About U.S. Current Account Sustainability? |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
2 |
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach |
0 |
0 |
0 |
667 |
0 |
0 |
0 |
2,099 |
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
88 |
The Dollar in the U.S. International Transactions (USIT) Model |
0 |
0 |
3 |
18 |
2 |
2 |
12 |
77 |
The Power of Long-Run VARs |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
21 |
The Relationship Between Oil Prices and Inflation Compensation |
0 |
1 |
6 |
125 |
0 |
3 |
17 |
291 |
The Response of Hours to a Technology Shock: Evidence Based on Direct Measures of Technology |
0 |
0 |
2 |
194 |
0 |
0 |
6 |
528 |
The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
96 |
The Role of Oil Price Shocks in Causing U.S. Recessions |
1 |
1 |
3 |
103 |
1 |
2 |
5 |
235 |
The Role of Oil Price Shocks in Causing U.S. Recessions |
0 |
0 |
2 |
38 |
0 |
0 |
3 |
118 |
The delayed response to a technology shock: a flexible price explanation |
0 |
0 |
0 |
96 |
0 |
0 |
2 |
414 |
The hitchhiker’s guide to missing import price changes and pass-through |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
61 |
The power of long-run structural VARs |
0 |
0 |
0 |
78 |
0 |
0 |
0 |
140 |
The response of hours to a technology shock: evidence based on direct measures of technology |
0 |
0 |
0 |
233 |
0 |
0 |
0 |
605 |
The role of oil price shocks in causing U.S. recessions |
0 |
0 |
0 |
146 |
0 |
1 |
3 |
335 |
Trade Integration, Competiton, and the Decline in Exchange-rate Pass-through |
0 |
0 |
0 |
80 |
0 |
0 |
0 |
300 |
Trade integration, competition, and the decline in exchange-rate pass-through |
0 |
0 |
0 |
175 |
1 |
1 |
1 |
654 |
What Happens After a Technology Shock? |
0 |
1 |
10 |
629 |
1 |
4 |
25 |
1,774 |
What happens after a technology shock? |
0 |
0 |
0 |
378 |
0 |
1 |
5 |
923 |
Total Working Papers |
4 |
13 |
67 |
11,359 |
14 |
42 |
250 |
36,287 |