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Record W1519522679 · doi:10.34989/tr-97

ToTEM: The Bank of Canada's New Quarterly Projection Model

2021· preprint· en· W1519522679 on OpenAlexaffabout
Stephen Murchison, Andrew Rennison

Bibliographic record

VenueRePEc: Research Papers in Economics · 2021
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsBank of Canada
Fundersnot available
KeywordsTotemProjection (relational algebra)Principal (computer security)EconomicsEconomyEconomic modelComputer scienceMacroeconomicsGeography

Abstract

fetched live from OpenAlex

The authors provide a detailed technical description of the Terms-of-Trade Economic Model (ToTEM), which replaced the Quarterly Projection Model (QPM) in December 2005 as the Bank's principal projection and policy-analysis model for the Canadian economy. ToTEM is an open-economy, dynamic stochastic general-equilibrium model that contains producers of four distinct finished products: consumption goods and services, investment goods, government goods, and export goods. ToTEM also contains a commodity-producing sector. The behaviour of almost all key variables in ToTEM is traceable to a set of fundamental assumptions about the underlying structure of the Canadian economy. This greatly improves the model's ability to tell coherent, internally consistent stories about the current evolution of the Canadian economy and how it is expected to evolve in the future. In addition, ToTEM's multiple-goods approach enables the Bank to gain insight into a much wider variety of shocks, including relative-price shocks. In particular, ToTEM is better equipped to handle terms-of-trade shocks, such as those stemming from movements in world commodity prices. But ToTEM does not mark a radical departure from QPM's design philosophy; rather, it should be regarded as the next step in the evolution of openeconomy macro modelling at the Bank. Indeed, ToTEM adopts most of the features that distinguished QPM from its predecessors, including a well-defined steady state, an explicit separation of intrinsic and expectational dynamics, an endogenous monetary policy rule, and an emphasis on the economy's supply side. However, ToTEM extends this basic framework, allowing for optimizing behaviour on the part of households and firms, both in and out of steady state, in a multi-product environment.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.004
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.983
Threshold uncertainty score0.201

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.004
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.003
Science and technology studies0.0020.001
Scholarly communication0.0040.002
Open science0.0030.002
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0170.002

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.085
GPT teacher head0.277
Teacher spread0.193 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations157
Published2021
Admission routes2
Has abstractyes

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