Staff working papers

• Modèles indicateurs du PIB réel pour quatre pays d'Europe et le Japon

  Staff Working Paper 1993-11 Peter Gruhn, Pierre St-Amant

  For the five overseas countries considered in this study (Germany, France, Italy, the United Kingdom and Japan), data on real GDP are released on a quarterly basis at least two months after the end-of-quarter.

  Content Type(s): Staff research, Staff working papers

• State Space and ARMA Models: An Overview of the Equivalence

  Staff Working Paper 1993-00 Paul Gilbert

  In this paper known results about the equivalence of state space and autoregressive moving-average models with exogenous inputs (ARMAX) (including vector auto-regressive or VAR models) are reviewed. While most of these results are not new, no single reference appears to bring together several important related points.

  Content Type(s): Staff research, Staff working papers

• Is Hysteresis a Characteristic of the Canadian Labour Market? A Tale of Two Studies

  Staff Working Paper 1992-3 Stephen S. Poloz, Gordon Wilkinson

  This paper replicates and extends the econometric work of two previous studies of output-inflation dynamics in Canada -- Fortin (1991) and Cozier and Wilkinson (1991) -- in an attempt to reconcile their divergent conclusions.

  Content Type(s): Staff research, Staff working papers