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| 001 | 9.832340 |
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| 003 | CaOODSP |
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| 005 | 20221107145946 |
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| 007 | cr ||||||||||| |
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| 008 | 170214s2017 oncd obs f000 0 eng d |
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| 040 | |aCaOODSP|beng |
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| 041 | |aeng|bfre |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-5/2017-2E-PDF |
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| 100 | 1 |aChernis, Tony. |
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| 245 | 12|aA dynamic factor model for nowcasting Canadian GDP growth |h[electronic resource] / |cby Tony Chernis and Rodrigo Sekkel. |
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| 260 | |a[Ottawa] : |bBank of Canada, |c2017. |
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| 300 | |aii, 26 p. : |bcol. charts |
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| 490 | 1 |aBank of Canada staff working paper, |x1701-9397 ; |v2017-2 |
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| 500 | |a"February 2017." |
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| 504 | |aIncludes bibliographical references (p. 17-19). |
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| 520 | 3 |a"This paper estimates a dynamic factor model (DFM) for nowcasting Canadian grossdomestic product. The model is estimated with a mix of soft and hard indicators, and itfeatures a high share of international data. The model is then used to generate nowcasts,predictions of the recent past and current state of the economy. In a pseudo real-timesetting, we show that the DFM outperforms univariate benchmarks as well as othercommonly used nowcasting models, such as mixed-data sampling (MIDAS) and bridge regressions"--Abstract, p. ii. |
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| 546 | |aIncludes abstract in French. |
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| 692 | 07|2gccst|aGross domestic product |
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| 692 | 07|2gccst|aForecasting |
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| 700 | 1 |aSekkel, Rodrigo M. |
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| 710 | 2 |aBank of Canada. |
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| 830 | #0|aStaff working paper (Bank of Canada)|x1701-9397 ; |v2017-2|w(CaOODSP)9.806221 |
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| 856 | 40|qPDF|s1.18 MB|uhttps://publications.gc.ca/collections/collection_2017/banque-bank-canada/FB3-5-2017-2-eng.pdf |
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