8 papers
Digital Divide: Evidence from the 2020 Canadian Internet Use Survey
Joann Jasiak, Peter MacKenzie, Purevdorj Tuvaandorj
This paper studies inequality in digital participation across socioeconomic and demographic groups using the 2020 Canadian Internet Use Survey (CIUS). We combine survey-weighted lo…
Digital Adoption and Cyber Security: An Analysis of Canadian Businesses
Joann Jasiak, Peter MacKenzie, Purevdorj Tuvaandorj
This paper examines how Canadian firms balance the benefits of technology adoption against the rising risk of cyber security breaches. We merge data from the 2021 Canadian Survey o…
Bubble Detection with Application to Green Bubbles: A Noncausal Approach
Francesco Giancaterini, Alain Hecq, Joann Jasiak +1
This paper introduces a new approach for bubble detection based on mixed causal and noncausal autoregressive processes and their tail process representation during an explosive epi…
Shrinkage Regularization for (Non)Linear Serial Dependence Test
Francesco Giancaterini, Alain Hecq, Joann Jasiak +1
This paper introduces a regularized test of the null hypothesis of the absence of linear and nonlinear serial dependence for high-dimensional non-Gaussian time series. Our approach…
GCov-Based Portmanteau Test
Joann Jasiak, Aryan Manafi Neyazi
We study nonlinear serial dependence tests for non-Gaussian time series and residuals of dynamic models based on portmanteau statistics involving nonlinear autocovariances. A new t…
Nonlinear Fore(Back)casting and Innovation Filtering for Causal-Noncausal VAR Models
Christian Gourieroux, Joann Jasiak
We show that the mixed causal-noncausal Vector Autoregressive (VAR) processes satisfy the Markov property in both calendar and reverse time. Based on that property, we introduce cl…