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1323
result(s)
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