Latest publications

September 8, 2025

Modèles de volatilité stochastique à haute dimension: applications à l’incertitude macroéconomique au Québec et au Canada

Stochastic covariances are critical for macroeconomic and financial modelling, particularly in capturing uncertainty and dynamic interdependencies. This study introduces the Dynamic Factor Augmented VAR with Higher-order Multivariate Stochastic Volatility (DFAVAR-HMSV) framework, along with a computationally efficient estimation methodology. The proposed model captures complex dynamic interdependencies, leverage effects, and higher-order persistence in volatility structures. Applying this framework to construct uncertainty indices for Canada and Québec, the study provides critical insights into regional and national macroeconomic dynamics.

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Measuring carbon intensity in Quebec at the city level

Bryan Campbell, Michel Magnan, Robert Normand, Elizabeth Labonté and Léo Lamy-Laliberté

PR

Algorithmic Pricing and Competition: Balancing Efficiency and Consumer Welfare

Frédéric Marty and Thierry Warin

RP

Trajectoires des grands utilisateurs de soins de santé au Québec

Maude Laberge, Bile Yacouba Djedou, Thomas G. Poder, Anaïs Lacasse and Catherine Hudon

Health

A demanding patient: Assessing Quebec’s healthcare spending needs

Olivier Jacques and Philippe Chassé

Health