Volatility shocks in markets and policies: What matters for a small open economy like Canada?

C-Tier
Journal: Economic Modeling
Year: 2025
Volume: 151
Issue: C

Authors (3)

Cross, Jamie (not in RePEc) Kam, Timothy (not in RePEc) Poon, Aubrey (University of Kent)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We structurally estimate how much stochastic-volatility, relative to first-moment shocks, account for policy, demand or supply fluctuations in Canada. The historical Canadian business cycle is largely due to domestic technology and policy shocks. Time-varying volatilities dominate during times of turmoil and policy-environment changes. Our model-based shock-volatility accounting attributes the early 1980s crisis to international, cost-push, and monetary-policy shock volatilities; the adoption of inflation targeting in the early 1990s to monetary-policy uncertainty; the recessions around the early 1980s and 1990s to investment volatility; and income-tax and capital-gains tax reforms involve relatively large tax-policy uncertainty.

Technical Details

RePEc Handle
repec:eee:ecmode:v:151:y:2025:i:c:s0264999325001191
Journal Field
General
Author Count
3
Added to Database
2026-01-29