C - Mathematical and Quantitative Methods

• An Eclectic Approach to Estimating U.S. Potential GDP

  Staff Working Paper 2002-36 Marc-André Gosselin, René Lalonde

  The authors describe the principal results obtained from a new method applied to the estimation of potential U.S. GDP.

  Content Type(s): Staff research, Staff working papers Research Topic(s): Business fluctuations and cycles, Econometric and statistical methods, Potential output JEL Code(s): C, C3, C32, E, E2, E23, E3, E32

• Supply Shocks and Real Exchange Rate Dynamics: Canadian Evidence

  Staff Working Paper 2002-31 Céline Gauthier, David Tessier

  In this paper, we study the impact of supply shocks on the Canadian real exchange rate. We specify a structural vector-error-correction model that links the real exchange rate to different fundamentals.

  Content Type(s): Staff research, Staff working papers Research Topic(s): Exchange rates JEL Code(s): C, C3, C32, F, F3, F31