Posts

• June 16, 2008

  A Money and Credit Real-Time Database for Canada

  Bank of Canada Review - Summer 2008 Roobina Keshishbanoosy, Pierre St-Amant, Devin Ball, Ivan Medovikov

  Model-based forecasts of important economic variables are part of the range of information considered for monetary policy decision making.

  Content Type(s): Publications, Bank of Canada Review articles Topic(s): Credit and credit aggregates, Monetary aggregates, Monetary policy and uncertainty
• June 15, 2008

  Bank of Canada Review - Summer 2008

  

  Cover page

  Chinese Coin Charms

  The charms on the cover are part of the National Currency Collection of the Bank of Canada.

  Photography by Gord Carter.

  Content Type(s): Publications, Bank of Canada Review
• June 12, 2008

  Results of the 12 June 2008 Term PRA Transaction

  Results of today's term PRA operations.

  Content Type(s): Press, Market notices
• June 10, 2008

  Bank of Canada keeps overnight rate target at 3 per cent

  Media Relations Ottawa, Ontario

  The Bank of Canada today announced that it is maintaining its target for the overnight rate at 3 per cent.

  Content Type(s): Press, Press releases
• June 10, 2008

  Bank of Canada Announces Term PRA Transaction

  As part of its provision of liquidity in support of the efficient functioning of financial markets, the Bank of Canada announced today that it will enter into a 28-day term purchase and resale agreement (PRA) as follows:

  Content Type(s): Press, Market notices

• Empirical Likelihood Block Bootstrapping

  Staff Working Paper 2008-18 Jason Allen, Allan Gregory, Katsumi Shimotsu

  Monte Carlo evidence has made it clear that asymptotic tests based on generalized method of moments (GMM) estimation have disappointing size. The problem is exacerbated when the moment conditions are serially correlated.

  Content Type(s): Staff research, Staff working papers Topic(s): Econometric and statistical methods JEL Code(s): C, C1, C14, C2, C22
• June 5, 2008

  Change in eligibility requirements for National Housing Act Mortgage-Backed Securities (NHA MBS) as collateral under the Bank of Canada's Standing Liquidity Facility (SLF): Minimum pool size lowered to $25 million from $75 million

  Effective immediately, the minimum pool size for eligibility of NHA MBS as collateral under the Bank of Canada's SLF will be lowered to $25 million from $75 million.

  Content Type(s): Press, Market notices