C2 - Single Equation Models; Single Variables
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Prévision et analyse de la production manufacturière au Canada : comparaison de modèles linéaires et non linéaires
In this paper, the author describes reduced-form linear and non-linear econometric models developed to forecast and analyze quarterly data on output growth in the Canadian manufacturing sector from 1981 to 2003. -
Convergence of Government Bond Yields in the Euro Zone: The Role of Policy Harmonization
Since the early 1980s, long-term government bond yields in the euro zone have declined, in line with those in other industrialized countries. -
National Saving–Investment Dynamics and International Capital Mobility
The authors analyze the dynamics of national saving–investment relationships to determine the degree of international capital mobility. -
Structural Change and Forecasting Long-Run Energy Prices
The authors test the statistical significance of Pindyck's (1999) suggested class of econometric equations that model the behaviour of long-run real energy prices. -
Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates
The author proposes a class of exact tests of the null hypothesis of exchangeable forecast errors and, hence, of the hypothesis of no difference in the unconditional accuracy of two competing forecasts.