Stéphane Surprenant
Biographic Data
| ID | 4414631 |
|---|---|
| NAME | Stéphane Surprenant |
| GIVEN NAMES | Stéphane |
| FAMILY NAME | Surprenant |
| SIGNATURE | SURPRENANT S |
| AFFILIATIONS | Bank of Canada, Ottawa, Ontario, Canada |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 2 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2022 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
Risk Scenarios and Macroeconomic Impacts: Insights for Canadian Policy
This article analyzes the macroeconomic implications of risk scenarios for the Canadian economy using a vector autoregressive model. We focus on three scenarios: an aggressive monetary policy easing, an unexpected rise in oil prices, and a sudden slowdown in US economic activity. By illustrating how these scenarios would cause the economy to deviate from baseline macroeconomic forecasts, we demonstrate the value for policy-makers of assessing the…
How is machine learning useful for macroeconomic forecasting
We move beyond Is Machine Learning Useful for Macroeconomic Forecasting? by adding the how . The current forecasting literature has focused on matching specific variables and horizons with a particularly successful algorithm. To the contrary, we study the usefulness of the underlying features driving ML gains over standard macroeconometric methods. We distinguish four so‐called features (nonlinearities, regularization, cross‐validation, and alter…
No prominent works on this page.
How is machine learning useful for macroeconomic forecasting
We move beyond Is Machine Learning Useful for Macroeconomic Forecasting? by adding the how . The current forecasting literature has focused on matching specific variables and horizons with a particularly successful algorithm. To the contrary, we study the usefulness of the underlying features driving ML gains over standard macroeconometric methods. We distinguish four so‐called features (nonlinearities, regularization, cross‐validation, and alter…
Risk Scenarios and Macroeconomic Impacts: Insights for Canadian Policy
This article analyzes the macroeconomic implications of risk scenarios for the Canadian economy using a vector autoregressive model. We focus on three scenarios: an aggressive monetary policy easing, an unexpected rise in oil prices, and a sudden slowdown in US economic activity. By illustrating how these scenarios would cause the economy to deviate from baseline macroeconomic forecasts, we demonstrate the value for policy-makers of assessing the…
Market Dynamics and Volatility (2 works) · Monetary Policy and Economic Impact (2 works) · Artificial Intelligence (1 works) · Computer Science (1 works) · Econometrics (1 works) · Economics (1 works) · Energy, Environment, and Transportation Policies (1 works) · Machine learning (1 works) · Mathematics (1 works) · Nonlinear system (1 works)