Posts

• June 5, 2009

  Bank of Canada Announces Details of its Term PRA Operation

  In accordance with the schedule of term purchase and resale agreement (PRA) auctions announced on 21 April (see schedule), the Bank of Canada announced today that it will conduct a term PRA operation.

  Content Type(s): Press, Market notices
• June 4, 2009

  Bank of Canada maintains overnight rate target at 1/4 per cent and reiterates conditional commitment to hold current policy rate until the end of the second quarter of 2010

  Media Relations Ottawa, Ontario

  The Bank of Canada today announced that it is maintaining its target for the overnight rate at 1/4 per cent.

  Content Type(s): Press, Press releases

• Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit

  Staff Working Paper 2009-19 Jean-Marie Dufour, Lynda Khalaf, Maral Kichian

  Weak identification is likely to be prevalent in multi-equation macroeconomic models such as in dynamic stochastic general equilibrium setups. Identification difficulties cause the breakdown of standard asymptotic procedures, making inference unreliable.

  Content Type(s): Staff research, Staff working papers Topic(s): Econometric and statistical methods, Inflation and prices JEL Code(s): C, C5, C52, C53, E, E3, E37

• Simulations du ratio du service de la dette des consommateurs en utilisant des données micro

  Staff Working Paper 2009-18 Ramdane Djoudad

  The author constructs a formal analytic framework to simulate the impact of various economic shocks on the household debt-service ratio, using data from the Canadian Financial Monitor (CFM) survey.

  Content Type(s): Staff research, Staff working papers Topic(s): Econometric and statistical methods, Financial stability JEL Code(s): C, C1, C15, C3, C31, D, D1, D14, E, E5, E51
• June 3, 2009

  Results for the 3 June 2009 Term Loan Facility

  Results of today's TLF operation.

  Content Type(s): Press, Market notices
• June 2, 2009

  Results of the 2 June 2009 Term PRA Transaction for Private Sector Instruments

  Results of today's term PRA operations.

  Content Type(s): Press, Market notices
• June 1, 2009

  Results of the 1 June 2009 Term PRA Transaction

  Results of today's term PRA operations.

  Content Type(s): Press, Market notices
• May 29, 2009

  Bank of Canada Announces Details of its Term PRA for Private Sector Instruments Operation

  In accordance with the schedule of term purchase and resale agreement (PRA) auctions for private sector instruments announced on 24 April (see schedule), the Bank of Canada announced today that it will conduct a term PRA operation for private sector instruments.

  Content Type(s): Press, Market notices
• May 29, 2009

  Bank of Canada Announces Details of its Term Loan Facility Operation

  In accordance with the schedule of Term Loan Facility (TLF) auctions announced on 24 April (see schedule), the Bank of Canada announced today that it will conduct a TLF operation.

  Content Type(s): Press, Market notices
• May 29, 2009

  Bank of Canada Announces Details of its Term PRA Operation

  In accordance with the schedule of term purchase and resale agreement (PRA) auctions announced on 21 April (see schedule), the Bank of Canada announced today that it will conduct a term PRA operation.

  Content Type(s): Press, Market notices