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A Large Canadian Database for Macroeconomic Analysis

Author: Olivier Fortin-Gagnon; Maxime Leroux; Dalibor Stevanovic
Publisher: Montreal, QC, CA : Centre interuniversitaire de recherche en analyse des organisations, 2018.
Series: Working Paper, 2018S-25.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
This paper describes a large-scale Canadian macroeconomic database in monthly frequency. The dataset contains hundreds of Canadian and provincial economic indicators observed from 1981. It is designed to be updated regularly through StatCan database and is publicly available. It relieves users to deal with data changes and methodological revisions. We show five useful features of the dataset for macroeconomic  Read more...
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Genre/Form: Electronic books
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Olivier Fortin-Gagnon; Maxime Leroux; Dalibor Stevanovic
OCLC Number: 1048666174
Description: 1 online resource (39 pages)
Series Title: Working Paper, 2018S-25.
Responsibility: Olivier Fortin-Gagnon.
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Abstract:

This paper describes a large-scale Canadian macroeconomic database in monthly frequency. The dataset contains hundreds of Canadian and provincial economic indicators observed from 1981. It is designed to be updated regularly through StatCan database and is publicly available. It relieves users to deal with data changes and methodological revisions. We show five useful features of the dataset for macroeconomic research. First, the factor structure explains a sizeable part of variation in Canadian and provincial aggregate series. Second, the dataset is useful to capture turning points of the Cana-dian business cycle. Third, the dataset has substantial predictive power when forecasting key macroeconomic indicators. Fourth, the panel can be used to construct measures of macroeconomic uncertainty. Fifth, the dataset can serve for structural analysis through the factor-augmented VAR model.

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Primary Entity<\/h3>\n
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<http:\/\/experiment.worldcat.org\/entity\/work\/data\/5533016645#Person\/leroux_maxime<\/a>> # Maxime Leroux<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Person<\/a> ;\u00A0\u00A0\u00A0\nschema:familyName<\/a> \"Leroux<\/span>\" ;\u00A0\u00A0\u00A0\nschema:givenName<\/a> \"Maxime<\/span>\" ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Maxime Leroux<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/5533016645#Person\/stevanovic_dalibor<\/a>> # Dalibor Stevanovic<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Person<\/a> ;\u00A0\u00A0\u00A0\nschema:familyName<\/a> \"Stevanovic<\/span>\" ;\u00A0\u00A0\u00A0\nschema:givenName<\/a> \"Dalibor<\/span>\" ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Dalibor Stevanovic<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
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<http:\/\/experiment.worldcat.org\/entity\/work\/data\/5533016645#Topic\/business_cycle<\/a>> # Business cycle<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Business cycle<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
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<http:\/\/experiment.worldcat.org\/entity\/work\/data\/5533016645#Topic\/economy<\/a>> # Economy<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Economy<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
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<http:\/\/experiment.worldcat.org\/entity\/work\/data\/5533016645#Topic\/prediction<\/a>> # Prediction<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Prediction<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
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