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Frederick Demers

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First Name:Frederick
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Last Name:Demers
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RePEc Short-ID:pde384
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Research output

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Working papers

  1. Calista Cheung & Frédérick Demers, 2007. "Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation," Staff Working Papers 07-8, Bank of Canada.
  2. Frédérick Demers & Ryan Macdonald, 2007. "The Canadian Business Cycle: A Comparison of Models," Staff Working Papers 07-38, Bank of Canada.
  3. Frédérick Demers & Annie De Champlain, 2005. "Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?," Staff Working Papers 05-44, Bank of Canada.
  4. Frédérick Demers, 2005. "Modelling and Forecasting Housing Investment: The Case of Canada," Staff Working Papers 05-41, Bank of Canada.
  5. Frédérick Demers & David Dupuis, 2005. "Forecasting Canadian GDP: Region-Specific versus Countrywide Information," Staff Working Papers 05-31, Bank of Canada.
  6. Frédérick Demers, 2004. "Prévision et analyse de la production manufacturière au Canada : comparaison de modèles linéaires et non linéaires," Staff Working Papers 04-40, Bank of Canada.
  7. Frédérick Demers, 2003. "The Canadian Phillips Curve and Regime Shifting," Staff Working Papers 03-32, Bank of Canada.
  8. René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003. "Forecasting and Analyzing World Commodity Prices," Staff Working Papers 03-24, Bank of Canada.

Articles

  1. René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003. "Forecasting and Analyzing World Commodity Prices," Money Affairs, CEMLA, vol. 0(1), pages 1-30, January-J.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Calista Cheung & Frédérick Demers, 2007. "Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation," Staff Working Papers 07-8, Bank of Canada.

    Cited by:

    1. Sandra Eickmeier & Tim Ng, 2009. "Forecasting national activity using lots of international predictors: an application to New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/04, Reserve Bank of New Zealand.
    2. Sandra Eickmeier & Christina Ziegler, 2008. "How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 237-265.
    3. Matteo Luciani & Libero Monteforte, 2012. "Uncertainty and Heterogeneity in factor models forecasting," Working Papers 5, Department of the Treasury, Ministry of the Economy and of Finance.
    4. Pang, Iris Ai Jao, 2010. "Forecasting Hong Kong economy using factor augmented vector autoregression," MPRA Paper 32495, University Library of Munich, Germany.
    5. Kitov, Ivan, 2007. "Exact prediction of inflation and unemployment in Canada," MPRA Paper 5015, University Library of Munich, Germany.
    6. Kevin Moran & Simplice Aimé Nono & Imad Rherrad, 2018. "Forecasting with Many Predictors: How Useful are National and International Confidence Data?," Cahiers de recherche 1814, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
    7. Darracq Pariès, Matthieu & Maurin, Laurent, 2008. "The role of country-specific trade and survey data in forecasting euro area manufacturing production: perspective from large panel factor models," Working Paper Series 894, European Central Bank.
    8. Juan Carlos Carlo Santos, 2019. "Pronósticos del PIB mediante modelos de factores dinámicos," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 30(1), pages 125-174, January -.
    9. Jansen, W. Jos & Jin, Xiaowen & de Winter, Jasper M., 2016. "Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts," International Journal of Forecasting, Elsevier, vol. 32(2), pages 411-436.
    10. Viktors Ajevskis & Gundars Davidsons, 2008. "Dynamic Factor Models in Forecasting Latvia's Gross Domestic Product," Working Papers 2008/02, Latvijas Banka.
    11. Kopoin, Alexandre & Moran, Kevin & Paré, Jean-Pierre, 2013. "Forecasting regional GDP with factor models: How useful are national and international data?," Economics Letters, Elsevier, vol. 121(2), pages 267-270.
    12. Jason Angelopoulos & Costas I. Chlomoudis, 2017. "A Generalized Dynamic Factor Model for the U.S. Port Sector," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 67(1), pages 22-37, January-M.
    13. Hyun Hak Kim, 2013. "Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea," Working Papers 2013-26, Economic Research Institute, Bank of Korea.
    14. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2010. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 132-144.
    15. Jason Angelopoulos, 2017. "Creating and assessing composite indicators: Dynamic applications for the port industry and seaborne trade," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 19(1), pages 126-159, March.

  2. Frédérick Demers & Ryan Macdonald, 2007. "The Canadian Business Cycle: A Comparison of Models," Staff Working Papers 07-38, Bank of Canada.

    Cited by:

    1. Darné, O. & Ferrara, L., 2009. "Identification of slowdowns and accelerations for the euro area economy," Working papers 239, Banque de France.
    2. Morley James & Piger Jeremy & Tien Pao-Lin, 2013. "Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(5), pages 483-498, December.
    3. James Morley & Jeremy Piger & Pao-Lin Tien, 2009. "Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information?," Wesleyan Economics Working Papers 2009-003, Wesleyan University, Department of Economics.

  3. Frédérick Demers & Annie De Champlain, 2005. "Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?," Staff Working Papers 05-44, Bank of Canada.

    Cited by:

    1. Frédérick Demers & David Dupuis, 2005. "Forecasting Canadian GDP: Region-Specific versus Countrywide Information," Staff Working Papers 05-31, Bank of Canada.
    2. Barrera, Carlos, 2013. "El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011," Working Papers 2013-009, Banco Central de Reserva del Perú.
    3. Alex Ilek, 2007. "Aggregation versus Disaggregation - What can we learn from it?," Bank of Israel Working Papers 2007.02b, Bank of Israel.
    4. Giancarlo Lutero & Marco Marini, 2010. "Direct vs Indirect Forecasts of Foreign Trade Unit Value Indices," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 12(2-3), pages 73-96, October.

  4. Frédérick Demers, 2005. "Modelling and Forecasting Housing Investment: The Case of Canada," Staff Working Papers 05-41, Bank of Canada.

    Cited by:

    1. Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2013. "Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors," Working Papers 201348, University of Pretoria, Department of Economics.
    2. Elizabeth Steiner, 2010. "Estimating a stock-flow model for the Swiss housing market," Working Papers 2010-08, Swiss National Bank.
    3. Michael Klien & Andrea Kunnert, 2014. "Baubewilligungen für Wohneinheiten in Österreich. Prognose 2014 und 2015," WIFO Studies, WIFO, number 58602.
    4. Andrea Kunnert, 2013. "Baubewilligungen für Wohneinheiten in Österreich: Prognose 2012/13 und regionale Entwicklung 2006/2011. Teilbericht 2," WIFO Studies, WIFO, number 67110.
    5. Michael Klien & Andrea Kunnert, 2018. "Baubewilligungen für neue Wohneinheiten in Österreich. Prognose Sommer 2018 und regionale Entwicklung 2012/2017," WIFO Studies, WIFO, number 62399.
    6. Michael Klien & Andrea Kunnert, 2015. "Baubewilligungen für neue Wohneinheiten in Österreich. Prognose 2015/16," WIFO Studies, WIFO, number 65641.
    7. Peter Stalder, 2016. "Exchange Rate Shocks, Monetary Policy and Boom-Bust Cycles in the Housing Market: An Econometric Analysis for Switzerland," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(2), pages 217-251, December.
    8. Carlos Cañizares Martínez & Gabe J. de Bondt & Arne Gieseck, 2023. "Forecasting housing investment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 543-565, April.
    9. Katarzyna Budnik & Michal Greszta & Michal Hulej & Marcin Kolasa & Karol Murawski & Michal Rot & Bartosz Rybaczyk & Magdalena Tarnicka, 2009. "The new macroeconometric model of the Polish economy," NBP Working Papers 62, Narodowy Bank Polski.
    10. Michael Klien & Andrea Kunnert, 2017. "Baubewilligungen für neue Wohneinheiten in Österreich. Prognose Sommer 2017 und regionale Entwicklung 2011/2016," WIFO Studies, WIFO, number 65636.
    11. Michael Klien & Andrea Kunnert, 2015. "Baubewilligungen für neue Wohneinheiten in Österreich. Prognose 2015/16 und regionale Entwicklung 2009/2014," WIFO Studies, WIFO, number 58605.
    12. Karimova, Amira, 2020. "Forecast of Ontario’s housing stock 2020-2046," MPRA Paper 103298, University Library of Munich, Germany.
    13. Dieter Pennerstorfer & Andrea Kunnert & Peter Huber, 2014. "Baubewilligungen für Wohneinheiten in Österreich. Prognose 2014 und 2015 und regionale Entwicklung 2008 bis 2013," WIFO Studies, WIFO, number 58601.
    14. Luzius Stricker, 2022. "Restricting the construction of second homes in tourist destinations: an effective intervention towards sustainability?," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-16, December.
    15. Andrea Kunnert, 2011. "Prognose der Baubewilligungen für Wohneinheiten in Österreich 2009 bis 2011," WIFO Studies, WIFO, number 41257.
    16. Andrea Kunnert, 2013. "Baubewilligungen für neue Wohneinheiten in Österreich. Prognose 2013/14 (Teilbericht 1)," WIFO Studies, WIFO, number 58599.
    17. Olivier Gervais & Marc-André Gosselin, 2014. "Analyzing and Forecasting the Canadian Economy through the LENS Model," Technical Reports 102, Bank of Canada.
    18. Lozano, Francisco-Javier, 2013. "Evaluación de modelos de predicción para la venta de viviendas [Evaluation of forecasting models for house sales]," MPRA Paper 118652, University Library of Munich, Germany.
    19. Nombulelo Gumata & Alain Kabundi & Eliphas Ndou, 2013. "Important channels of transmission of monetary policy shock in South Africa," Working Papers 6021, South African Reserve Bank.
    20. Michael Klien & Andrea Kunnert, 2016. "Baubewilligungen für neue Wohneinheiten in Österreich. Prognose Sommer 2016 und regionale Entwicklung 2010/2015," WIFO Studies, WIFO, number 65639.
    21. Michael Klien & Andrea Kunnert, 2015. "Baubewilligungen für neue Wohneinheiten in Österreich. Prognose 2014 bis 2016," WIFO Studies, WIFO, number 58604.
    22. Andrea Kunnert, 2013. "Prognose der Baubewilligungen für Wohneinheiten in Österreich 2013 und 2014. Teilbericht 4," WIFO Studies, WIFO, number 67111.
    23. Michael Klien & Andrea Kunnert, 2017. "Baubewilligungen für neue Wohneinheiten in Österreich. Prognose Herbst 2017," WIFO Studies, WIFO, number 65635.
    24. Taylor Webley, 2018. "Fundamental Drivers of Existing Home Sales in Canada," Discussion Papers 18-16, Bank of Canada.
    25. Michael Klien & Andrea Kunnert, 2016. "Baubewilligungen für neue Wohneinheiten in Österreich. Prognose Herbst 2016," WIFO Studies, WIFO, number 65638.
    26. Michael Klien & Andrea Kunnert, 2014. "Baubewilligungen für neue Wohneinheiten in Österreich. Prognose 2014 und 2015," WIFO Studies, WIFO, number 58603.
    27. Naik, Prasad A., 2015. "Marketing Dynamics: A Primer on Estimation and Control," Foundations and Trends(R) in Marketing, now publishers, vol. 9(3), pages 175-266, December.
    28. Nicholas Apergis & Ghassen El Montasser & Emmanuel Owusu-Sekyere & Ahdi N. Ajmi & Rangan Gupta, 2014. "Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries," Working Papers 201408, University of Pretoria, Department of Economics.
    29. Michael Klien & Andrea Kunnert, 2017. "Baubewilligungen für neue Wohneinheiten in Österreich. Prognose Winter 2017," WIFO Studies, WIFO, number 62400.
    30. Carsten Juergens & Fabian M. Meyer-Heß & Marcus Goebel & Torsten Schmidt, 2021. "Remote Sensing for Short-Term Economic Forecasts," Sustainability, MDPI, vol. 13(17), pages 1-23, August.
    31. Stephen Mak & Lennon Choy & Winky Ho, 2012. "Region-specific Estimates of the Determinants of Real Estate Investment in China," Urban Studies, Urban Studies Journal Limited, vol. 49(4), pages 741-755, March.
    32. Julien Reynaud, 2015. "Gauging Housing Supply in Canada: A Stock Approach," IMF Working Papers 2015/128, International Monetary Fund.
    33. Andrea Kunnert, 2013. "Baubewilligungen für Wohneinheiten in Österreich: Prognose 2012/2014 und regionale Entwicklung 2006/2011," WIFO Studies, WIFO, number 46678.
    34. Andrea Kunnert, 2012. "Prognose der Wohnbaubewilligungen für Wohneinheiten in Österreich 2012 und 2013. Teilbericht 1," WIFO Studies, WIFO, number 67109.
    35. Julia Bachtrögler & Michael Klien & Andrea Kunnert, 2018. "Baubewilligungen für neue Wohneinheiten in Österreich. Prognose Winter 2018," WIFO Studies, WIFO, number 62398.
    36. Dieter Pennerstorfer & Andrea Kunnert & Peter Huber, 2014. "Baubewilligungen für neue Wohneinheiten in Österreich. Prognose 2013/2015 – Teilbericht 2," WIFO Studies, WIFO, number 58600.
    37. Michael Klien & Andrea Kunnert, 2016. "Baubewilligungen für neue Wohneinheiten in Österreich. Prognose Winter 2016," WIFO Studies, WIFO, number 65637.
    38. Peter Stalder, 2015. "Starker Franken und tiefe Zinsen: Wohin steuert der schweizerische Immobilienmarkt?," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 9(4), pages 45-66, December.
    39. Michael Klien & Andrea Kunnert, 2016. "Baubewilligungen für neue Wohneinheiten in Österreich. Prognose Frühjahr 2016," WIFO Studies, WIFO, number 65640.

  5. Frédérick Demers & David Dupuis, 2005. "Forecasting Canadian GDP: Region-Specific versus Countrywide Information," Staff Working Papers 05-31, Bank of Canada.

    Cited by:

    1. Frédérick Demers & Annie De Champlain, 2005. "Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?," Staff Working Papers 05-44, Bank of Canada.
    2. Tony Chernis & Calista Cheung & Gabriella Velasco, 2017. "A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth," Discussion Papers 17-8, Bank of Canada.

  6. Frédérick Demers, 2003. "The Canadian Phillips Curve and Regime Shifting," Staff Working Papers 03-32, Bank of Canada.

    Cited by:

    1. Frédérick Demers & Annie De Champlain, 2005. "Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?," Staff Working Papers 05-44, Bank of Canada.
    2. Parusan Janhorm & Chaipat Poonpatpobul & Pinrat Pongsinsirikul, 2004. "Exploring Inflation in Thailand Through Sectoral Price Settting Behavior and Underlying Trend," Working Papers 2004-03, Monetary Policy Group, Bank of Thailand.
    3. Egan, Paul & McQuinn, Kieran, 2023. "Regime switching and the responsiveness of prices to supply: The case of the Irish housing market," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 82-94.
    4. Dany Brouillette & Marie-Noëlle Robitaille & Laurence Savoie-Chabot & Pierre St-Amant & Bassirou Gueye & Elise Martin, 2019. "The Trend Unemployment Rate in Canada: Searching for the Unobservable," Staff Working Papers 19-13, Bank of Canada.
    5. David Bolder & Simon Deeley, 2011. "The Canadian Debt-Strategy Model: An Overview of the Principal Elements," Discussion Papers 11-3, Bank of Canada.
    6. Césaire A Meh & Vincenzo Quadrini & Yaz Terajima, 2024. "Limited Nominal Indexation of Optimal Financial Contracts," Journal of the European Economic Association, European Economic Association, vol. 22(2), pages 575-616.
    7. David Bolder & Shudan Liu, 2007. "Examining Simple Joint Macroeconomic and Term-Structure Models: A Practitioner's Perspective," Staff Working Papers 07-49, Bank of Canada.
    8. Robert Amano & Steve Ambler & Nooman Rebei, 2007. "The Macroeconomic Effects of Nonzero Trend Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(7), pages 1821-1838, October.
    9. Shahbaz, Muhammad & Islam , Faridul & Shabbir, Muhammad Shahbaz, 2012. "Phillips Curve in a Small Open Economy: A Time Series Exploration of North Cyprus," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 35(4), pages 113-130, December.
    10. William Gatt, 2016. "Time variation, asymmetry and threshold effect in Malta's Phillips curve," CBM Working Papers WP/02/2016, Central Bank of Malta.
    11. Mihaela Simionescu, 2014. "Testing The Existence And Stability Of Phillips Curve In Romania," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 10(1), pages 67-74.
    12. André Binette & Sylvain Martel, 2005. "Inflation and Relative Price Dispersion in Canada: An Empirical Assessment," Staff Working Papers 05-28, Bank of Canada.
    13. Paul G. Egan & Anthony J. Leddin, 2016. "Examining Monetary Policy Transmission in the People's Republic of China–Structural Change Models with a Monetary Policy Index," Asian Development Review, MIT Press, vol. 33(1), pages 74-110, March.
    14. Arabinda Basistha, 2007. "Trend‐cycle correlation, drift break and the estimation of trend and cycle in Canadian GDP," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(2), pages 584-606, May.
    15. Olivier Gervais & Marc-André Gosselin, 2014. "Analyzing and Forecasting the Canadian Economy through the LENS Model," Technical Reports 102, Bank of Canada.
    16. Mikael Khan & Louis Morel & Patrick Sabourin, 2013. "The Common Component of CPI: An Alternative Measure of Underlying Inflation for Canada," Staff Working Papers 13-35, Bank of Canada.
    17. Özlem Önder, 2006. "The Stability Of The Turkish Phillips Curve And Alternative Regime Shifting Models," Working Papers 0602, Ege University, Department of Economics.
    18. Michael W. McCracken & Todd E. Clark, 2003. "The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence," Computing in Economics and Finance 2003 183, Society for Computational Economics.
    19. Gabriele Galati & William R. Melick, 2006. "The evolving inflation process: an overview," BIS Working Papers 196, Bank for International Settlements.
    20. Lise Pichette & Marie-Noëlle Robitaille & Mohanad Salameh & Pierre St-Amant, 2018. "Dismiss the Gap? A Real-Time Assessment of the Usefulness of Canadian Output Gaps in Forecasting Inflation," Staff Working Papers 18-10, Bank of Canada.
    21. Stephen Murchison & Andrew Rennison, 2005. "Monetary neglect and the Canadian Phillips Curve," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    22. Pichette, Lise & Robitaille, Marie-Noëlle & Salameh, Mohanad & St-Amant, Pierre, 2019. "Dismiss the output gaps? To use with caution given their limitations," Economic Modelling, Elsevier, vol. 76(C), pages 199-215.
    23. Ian Christensen & Frédéric Dion & Christopher Reid, 2004. "Real Return Bonds, Inflation Expectations, and the Break-Even Inflation Rate," Staff Working Papers 04-43, Bank of Canada.
    24. Renaud St-Cyr, 2018. "Non-linéarité de la courbe de Phillips : un survol de la littérature," Staff Analytical Notes 2018-3, Bank of Canada.
    25. Dany Brouillette & Madigan Dockrill & Helen Lao & Laurence Savoie-Chabot, 2018. "Bending the Curves: Wages and Inflation," Staff Analytical Notes 2018-15, Bank of Canada.
    26. Calista Cheung & Frédérick Demers, 2007. "Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation," Staff Working Papers 07-8, Bank of Canada.
    27. Owen Grech & Noel Rapa, 2016. "STREAM: A structural macro-econometric model of the Maltese economy," CBM Working Papers WP/01/2016, Central Bank of Malta.
    28. Marc-André Gosselin & René Lalonde, 2006. "An Eclectic Approach to Estimating U.S. Potential GDP," Empirical Economics, Springer, vol. 31(4), pages 951-975, November.
    29. Jamie Armour, 2006. "An Evaluation of Core Inflation Measures," Staff Working Papers 06-10, Bank of Canada.
    30. Akhter Faroque & Ryan Minor, 2009. "Inflation regimes and the stability of the pass-through of wages to consumer prices in Canada," Applied Economics, Taylor & Francis Journals, vol. 41(8), pages 1003-1017.
    31. Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki, 2009. "Estimating DSGE-Model-Consistent Trends for Use in Forecasting," Staff Working Papers 09-35, Bank of Canada.
    32. Kevin Clinton, 2006. "Core Inflation At The Bank Of Canada: A Critique," Working Paper 1077, Economics Department, Queen's University.

  7. René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003. "Forecasting and Analyzing World Commodity Prices," Staff Working Papers 03-24, Bank of Canada.

    Cited by:

    1. Trevor Campbell, 2007. "Is Long-Term Private Foreign Investment for Barbados Likely to Improve without Capital Controls," Money Affairs, CEMLA, vol. 0(2), pages 97-109, July-Dece.
    2. Calista Cheung & Sylvie Morin, 2007. "The Impact of Emerging Asia on Commodity Prices," Staff Working Papers 07-55, Bank of Canada.
    3. Jorge Galán Camacho & Miguel Sarmiento Paipilla, 2006. "Staff, Functions, and Staff Costs at Central Banks: An International Comparison with a Labor-demand Model," Borradores de Economia 419, Banco de la Republica de Colombia.
    4. Walter Labys, 2005. "Commodity Price Fluctuations: A Century of Analysis," Working Papers Working Paper 2005-01, Regional Research Institute, West Virginia University.
    5. Drachal, Krzysztof, 2016. "Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time?," Energy Economics, Elsevier, vol. 60(C), pages 35-46.
    6. René Lalonde & Dirk Muir, 2007. "The Bank of Canada's Version of the Global Economy Model (BoC-GEM)," Technical Reports 98, Bank of Canada.
    7. Olivier Gervais & Ilan Kolet & René Lalonde, 2010. "A Larger Slice of a Growing Pie: the Role of Emerging Asia in Forecasting Commodity Prices," Money Affairs, CEMLA, vol. 0(1), pages 75-95, January-J.
    8. Pablo Pincheira, 2010. "A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts," Working Papers Central Bank of Chile 556, Central Bank of Chile.
    9. Dwight S. Jackson, 2010. "The Dynamics of Bank Spreads in the Jamaican Banking Sector: an Empirical Assessment," Money Affairs, CEMLA, vol. 0(1), pages 1-35, January-J.
    10. Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki, 2009. "Estimating DSGE-Model-Consistent Trends for Use in Forecasting," Staff Working Papers 09-35, Bank of Canada.
    11. Shaun K. Roache, 2007. "Public Investment and Growth in the Eastern Caribbean," Money Affairs, CEMLA, vol. 0(2), pages 111-129, July-Dece.
    12. Lang, Korbinian & Auer, Benjamin R., 2020. "The economic and financial properties of crude oil: A review," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    13. Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa, 2009. "Econometric Models for Oil Price Forecasting: A Critical Survey," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 10(01), pages 29-44, April.
    14. Naser, Hanan, 2016. "Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach," Energy Economics, Elsevier, vol. 56(C), pages 75-87.

Articles

  1. René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003. "Forecasting and Analyzing World Commodity Prices," Money Affairs, CEMLA, vol. 0(1), pages 1-30, January-J.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (6) 2003-10-20 2005-11-19 2005-12-14 2006-01-24 2007-02-17 2007-07-27. Author is listed
  2. NEP-FOR: Forecasting (4) 2005-11-19 2005-12-14 2006-01-24 2007-02-17
  3. NEP-ECM: Econometrics (3) 2003-08-31 2005-12-14 2007-02-17
  4. NEP-ETS: Econometric Time Series (3) 2003-08-31 2006-01-24 2007-02-17
  5. NEP-BEC: Business Economics (1) 2005-12-14
  6. NEP-FIN: Finance (1) 2003-08-31
  7. NEP-IFN: International Finance (1) 2003-08-31
  8. NEP-MON: Monetary Economics (1) 2006-01-24
  9. NEP-RMG: Risk Management (1) 2007-07-27
  10. NEP-URE: Urban and Real Estate Economics (1) 2005-12-14

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