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0019.915851
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008220929t20222022oncd    ob   f|0| 0 eng d
040 |aCaOODSP|beng|erda|cCaOODSP
041 |aeng|beng|bfre
043 |an-cn---
0861 |aFB3-5/2022-38E-PDF
1001 |aCastelnuovo, Efrem, |eauthor.
24510|aSectoral uncertainty / |cby Efrem Castelnuovo, Kerem Tuzcuoglu and Luis Uzeda.
264 1|a[Ottawa] : |bBank of Canada = Banque du Canada, |c2022.
264 4|c©2022
300 |a1 online resource (ii, 32 pages) : |bcharts.
336 |atext|btxt|2rdacontent
337 |acomputer|bc|2rdamedia
338 |aonline resource|bcr|2rdacarrier
4901 |aStaff working paper = Document de travail du personnel, |x1701-9397 ; |v2022-38
500 |a"Last updated: September 9, 2022."
504 |aIncludes bibliographical references.
520 |a"We propose a new empirical framework that jointly decomposes the conditional variance of economic time series into a common and a sector-specific uncertainty component. We apply our framework to a large dataset of disaggregated industrial production series for the US economy"--Abstract.
546 |aIncludes abstract in French.
650 0|aRational expectations (Economic theory)|zCanada|xEconometric models.
650 6|aAnticipations rationnelles (Théorie économique)|zCanada|xModèles économétriques.
7102 |aBank of Canada, |eissuing body.
830#0|aStaff working paper (Bank of Canada)|v2022-38.|w(CaOODSP)9.806221
85640|qPDF|s8.17 MB|uhttps://publications.gc.ca/collections/collection_2022/banque-bank-canada/FB3-5-2022-38-eng.pdf