Kimberly Berg

Author

Staff analytical notes

Predictive Ability of Commodity Prices for the Canadian Dollar

Staff Analytical Note 2016-2 Kimberly Berg, Pierre Guérin, Yuko Imura
Recent sharp declines in commodity prices and the simultaneous depreciation of the Canadian dollar (CAD) relative to the U.S. dollar (USD) have rekindled an interest in the relationship between commodity prices and the CAD-USD exchange rate.
Content Type(s): Staff research, Staff analytical notes Research Topic(s): Econometric and statistical methods, Exchange rates

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Staff working papers

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