000
| 01754cam 2200361zi 4500 |
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001 | 9.915851 |
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003 | CaOODSP |
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005 | 20221107183321 |
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006 | m o d f |
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007 | cr |n||||||||| |
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008 | 220929t20222022oncd ob f|0| 0 eng d |
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040 | |aCaOODSP|beng|erda|cCaOODSP |
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041 | |aeng|beng|bfre |
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043 | |an-cn--- |
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086 | 1 |aFB3-5/2022-38E-PDF |
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100 | 1 |aCastelnuovo, Efrem, |eauthor. |
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245 | 10|aSectoral uncertainty / |cby Efrem Castelnuovo, Kerem Tuzcuoglu and Luis Uzeda. |
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264 | 1|a[Ottawa] : |bBank of Canada = Banque du Canada, |c2022. |
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264 | 4|c©2022 |
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300 | |a1 online resource (ii, 32 pages) : |bcharts. |
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336 | |atext|btxt|2rdacontent |
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337 | |acomputer|bc|2rdamedia |
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338 | |aonline resource|bcr|2rdacarrier |
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490 | 1 |aStaff working paper = Document de travail du personnel, |x1701-9397 ; |v2022-38 |
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500 | |a"Last updated: September 9, 2022." |
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504 | |aIncludes bibliographical references. |
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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. |
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546 | |aIncludes abstract in French. |
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650 | 0|aRational expectations (Economic theory)|zCanada|xEconometric models. |
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650 | 6|aAnticipations rationnelles (Théorie économique)|zCanada|xModèles économétriques. |
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710 | 2 |aBank of Canada, |eissuing body. |
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830 | #0|aStaff working paper (Bank of Canada)|v2022-38.|w(CaOODSP)9.806221 |
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856 | 40|qPDF|s8.17 MB|uhttps://publications.gc.ca/collections/collection_2022/banque-bank-canada/FB3-5-2022-38-eng.pdf |
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