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A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth

Chernis, Tony; Cheung, Calista; Velasco, Gabriella - 2017

(GDP). Canadian provincial GDP is released by Statistics Canada on an annual basis only, with a significant lag (11 months … showcase the significant regional heterogeneity that characterizes a large diverse country like Canada. They also provide more …

Persistent link: https://www.econbiz.de/10011661118

A dynamic factor model for nowcasting Canadian GDP growth

Chernis, Tony; Sekkel, Rodrigo - 2017

This paper estimates a dynamic factor model (DFM) for nowcasting Canadian gross domestic product. The model is estimated with a mix of soft and hard indicators, and it features a high share of international data. The model is then used to generate nowcasts, predictions of the recent past and...

Persistent link: https://www.econbiz.de/10011592353

Structural breaks, biased estimations, and forecast errors in a GDP series of Canada versus the United States

Amiraslany, Afshin; Luitel, Hari S.; Mahar, Gerry J. - In: International advances in economic research : IAER ; an … 25 (2019) 2, pp. 235-244

Persistent link: https://www.econbiz.de/10012233569

A dynamic factor model for nowcasting Canadian GDP growth

Chernis, Tony; Sekkel, Rodrigo - In: Empirical economics : a journal of the Institute for … 53 (2017) 1, pp. 217-234

Persistent link: https://www.econbiz.de/10011936000

A SETAR model for Canadian GDP : non-linearities and forecast comparisons

Feng, Hui; Liu, Jia - In: Applied economics 35 (2003) 18, pp. 1957-1964

Persistent link: https://www.econbiz.de/10001863393

Have structural changes eliminated the out-of-sample ability of financial variables to forecast real activity after the mid-1980s? : evidence from the Canadian economy

Faroque, Akhter; Veloce, William; Lamarche, Jean-Francois - In: Applied economics 44 (2012) 28/30, pp. 3965-3985

Persistent link: https://www.econbiz.de/10009712632

Fundamentals versus the leading index : the forecasting of Canada's output growth since 1991 : an encompassing approach

Faroque, Akhter; Veloce, William - In: Applied economics 42 (2010) 10/12, pp. 1227-1243

Persistent link: https://www.econbiz.de/10008658516

Forecasting monthly GDP for Canada

Mourougane, Annabelle - 2006

Persistent link: https://www.econbiz.de/10003376459

A decomposition of the predictive content of the term structure for output in Canada

Lange, Ronald H. - In: Applied economics 40 (2008) 10/12, pp. 1537-1545

Persistent link: https://www.econbiz.de/10003743023

An international comparison of the accuracy of Canadian short-term predictions of gross national product

Daub, Mervin - 1974

Persistent link: https://www.econbiz.de/10003522074

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