Borealis
Stevanovic, Dalibor;
Surprenant, Stéphane;
Leroux, Maxime;
Fortin-Gagnon, Olivier
—
2021-10-18
<p>This folder contains all monthly (CAN-MD) and quarterly (CAN-QD) vintages data. The first monthly vintage begins in May 2019 and the quarterly data begins a little later, in November 2019. Since then, the two databases have been updated at the end of each month. </p>
<p> <strong> CAN-MD files : </strong><br>
Table_can_md.xlsx : contains a description and the source of all series in CAN-MD.csv, balanced_can_md.csv and TR_CAN_MD.csv <br>
<br>
balanced_can_md.csv : stationary and balanced panel starting from 1981M01. Missing values are replaced by EM algorithm. (Using CAN_MD.csv) <br>
<br>
CAN_MD.csv : raw data as collected from Statistc Canada and other sources. It starts from 1914 because the CPI series is available from that year <br>
<br>
TR_CAN_MD.csv : data from CAN_MD.csv transformed to induce stationarity. <br></p>
<p> <strong> CAN-QD files : </strong><br>
Table_can_qd.xlsx : contains a description and the source of all series in CAN-QD.csv and balanced_can_qd.csv <br>
<br>
balanced_can_qd.csv : stationary and balanced panel starting from 1981Q1. Missing values are replaced by EM algorithm. (Using CAN_QD.csv) <br>
<br>
CAN_QD.csv : raw data as collected from Statistc Canada and other sources. It starts from 1914 because the CPI series is available from that year <br>
<br>
TR_CAN_QD.csv : data from CAN_MD.csv transformed to induce stationarity. (introduce in 2021/07) </p>
