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Finding the balance—measuring risks to inflation and to GDP growth

Author

Listed:
  • Bruno Feunou
  • James Kyeong

Abstract

Using our new quantitative tool, we show how the risks to the inflation and growth outlooks have evolved over the course of 2023.

Suggested Citation

  • Bruno Feunou & James Kyeong, 2023. "Finding the balance—measuring risks to inflation and to GDP growth," Staff Analytical Notes 2023-18, Bank of Canada.
    • Handle: RePEc:bca:bocsan:23-18
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    File URL: https://www.bankofcanada.ca/2023/12/staff-analytical-note-2023-18/
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    More about this item

    Keywords

    Business fluctuations and cycles; Econometric and statistical methods;

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation

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