Institution
Government of Canada
Government•Ottawa, Ontario, Canada•
About: Government of Canada is a government organization based out in Ottawa, Ontario, Canada. It is known for research contribution in the topics: Monetary policy & Productivity. The organization has 796 authors who have published 886 publications receiving 21366 citations. The organization is also known as: federal government of Canada & Her Majesty's Government.
Papers published on a yearly basis
Papers
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01 Aug 2021TL;DR: In this paper, the authors analyzed the removal efficiency of EK and a nonionic surfactant (Tween 80) when applied through a fine soil contaminated with n-hexadecane.
Abstract: Removal of hydrocarbons from sediments could be achieved using various techniques such as hydraulic flushing aided by surfactants, which works well for sand and gravel but not as effective for finer textured media, such as clay. Electrokinetics (EK) emerged as an effective method to remediate fine-grained soils, especially when combined with the application of surfactants. Here, we analyzed the removal efficiency of EK and a nonionic surfactant (Tween 80) when applied through a fine soil (80% clay) contaminated with n-hexadecane. The study compared the EK results with hydraulic flushing under the same surfactant concentration. After 18 days of treatment, EK removed 80%, which was significantly more efficient than hydraulic flushing which removed 52%. The investigation revealed that EK causes the surfactant to tackle the clayey soil from various directions due to the whole aquifer's electrification. This would be an advantage in field studies as it precludes the need to place numerous electrodes into the soil, as done in hydraulic flushing where multiple wells are placed to direct the surfactant's movement.
4 citations
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01 Jul 2019TL;DR: In this study, fully polarimetric SAR images were collected over the Resolute Bay area during the fall of 2017 and derived CP parameters were analysed in relation to the ice thickness and salinity of lake ice and fast sea ice.
Abstract: Synthetic Aperture Radar (SAR) remote sensing has become a valuable tool for sea ice monitoring. A recently proposed SAR configuration for Earth observation called compact polarimetric (CP) SAR could be a good compromised choice between conventional (single or dual) and fully polarimetric SAR for operational sea ice observation. Given its enhanced radar target information compared to conventional SAR systems over wider swath coverage compared to fully polarimetric SAR systems, CP SAR systems could play important role in the new generation of Earth observation systems. In this study, fully polarimetric SAR images were collected over the Resolute Bay area during the fall of 2017. Acquired images are used for the simulation of CP SAR images and the derivation of a set of 23 CP SAR parameters from each image. The derived CP parameters were analysed in relation to the ice thickness and salinity of lake ice and fast sea ice. Results are compared against backscattering and decomposition parameters derived from the fully polarimetric SAR imagery.
4 citations
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TL;DR: In this paper, the Federal Reserve target rate that has more realistic features mitigate in-sample over-fitting and are favored in the data, while the target rate with realistic features is preferred in the real data.
Abstract: Specifications of the Federal Reserve target rate that have more realistic features mitigate in-sample over-fitting and are favored in the data.
4 citations
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TL;DR: In this paper, the authors investigate the relationship between carbon taxes and economic activity in the province of British Columbia and conclude that there is no statistically significant effect of carbon taxes on GDP change.
Abstract: The province of British Columbia, Canada, introduced a broad-based revenue-neutral carbon tax in July 2008; the rate was set to $10/tonne of CO2 initially, increased annually by $5/tonne until 2012 to reach $30/tonne, and remained at that level until 2017. We use the experience related to this unique initiative to shed some light on the controversy regarding the nature of the relationship between environmental taxes and overall economic activity. In particular, we test whether gasoline and diesel carbon taxes had any impact on GDP changes of the province, either positive or negative. Having found no evidence of asymmetry in the price impact, our analysis is conducted in the context of a standard VAR framework. We conclude that there is no statistically significant effect of carbon taxes on GDP change. The result is supported by tests on slope coefficient estimates as well as via dynamic simulations with and without carbon tax. We also find evidence of complete pass-through of carbon tax into price over time.
4 citations
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TL;DR: In this article, the authors explore properties of asymmetric generalized autoregressive conditional heteroscedasticity (GARCH) models in the threshold GARCH family and propose a more general Spline-GTARCH model, which captures high-frequency return volatility, low-frequency macroeconomic volatility as well as an asymmetric response to past negative news in both ARCH and GARCH terms.
Abstract: We explore properties of asymmetric generalized autoregressive conditional heteroscedasticity (GARCH) models in the threshold GARCH family and propose a more general Spline-GTARCH model, which captures high-frequency return volatility, low-frequency macroeconomic volatility as well as an asymmetric response to past negative news in both autoregressive conditional heteroscedasticity (ARCH) and GARCH terms. Based on maximum likelihood estimation of S\&P 500 returns, S\&P/TSX returns and Monte Carlo numerical example, we find that the proposed more general asymmetric volatility model has better fit, higher persistence of negative news, higher degree of risk aversion and significant effects of macroeconomic variables on the low frequency volatility component. We then apply a variety of volatility models including asymmetric GARCH, GARCH and EWMA in setting initial margin requirements for central clearing counterparties (CCPs).
4 citations
Authors
Showing all 802 results
Name | H-index | Papers | Citations |
---|---|---|---|
Kingston H. G. Mills | 92 | 313 | 29630 |
David W. Schindler | 85 | 217 | 39792 |
Martha C. Anderson | 70 | 340 | 20288 |
Hui Li | 62 | 246 | 14395 |
Lei Zhang | 58 | 146 | 21872 |
Michael J. Vanni | 55 | 124 | 11714 |
Cars Hommes | 54 | 250 | 14984 |
Richard E. Caves | 53 | 115 | 24552 |
John W. M. Rudd | 51 | 70 | 9446 |
Karen A. Kidd | 47 | 163 | 10255 |
Kenneth O. Hill | 43 | 126 | 8842 |
Steven H. Ferguson | 43 | 225 | 6797 |
Derwyn C. Johnson | 41 | 103 | 8208 |
Kevin E. Percy | 40 | 91 | 5167 |
Guy Ampleman | 40 | 128 | 4706 |