Posts

• 2013 Methods-of-Payment Survey: Sample Calibration Analysis

  Technical Report No. 103 Kyle Vincent

  Sample calibration is a procedure that utilizes sample and national-level demographic distribution information to weight survey participants. The objective of calibration is to weight the sample so that it is demographically representative of the target population.

  Content Type(s): Staff research, Technical reports Topic(s): Central bank research JEL Code(s): C, C8, C81, C83
• April 21, 2015

  Summary of Comments – 2015–16 Debt Management Strategy Consultations

  Today, the Summary of Comments – 2015–16 Debt Management Strategy Consultations is being published in conjunction with the release of the government’s Debt Management Strategy for 2015–16.

  Content Type(s): Press, Market notices
• April 21, 2015

  2015–16 Debt Management Strategy Consultations

  Summary of Comments The Government of Canada considers regular consultations with market participants to be an essential component of its ongoing commitment to a well-functioning government securities market and an integral part of the debt management process. In November 2014, a total of 46 bilateral meetings were held with organizations in Toronto, Montreal, New York, […]

• A Wake-Up-Call Theory of Contagion

  Staff Working Paper 2015-14 Christoph Bertsch, Toni Ahnert

  We propose a novel theory of financial contagion. We study global coordination games of regime change in two regions with an initially uncertain correlation of regional fundamentals.

  Content Type(s): Staff research, Staff working papers Topic(s): Exchange rates, Financial stability, International financial markets JEL Code(s): D, D8, D82, F, F3, G, G0, G01

• Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis

  Staff Working Paper 2015-13 Michael Ehrmann, Marcel Fratzscher

  The paper analyzes the integration of euro area sovereign bond markets during the European sovereign debt crisis. It tests for contagion (i.e., an intensification in the transmission of shocks across countries), fragmentation (a reduction in spillovers) and flight-to-quality patterns, exploiting the heteroskedasticity of intraday changes in bond yields for identification.

  Content Type(s): Staff research, Staff working papers Topic(s): Asset pricing, Financial markets, Interest rates, International financial markets JEL Code(s): E, E5, F, F3, G, G1, G15
• April 17, 2015

  Weekly Financial Statistics - 17 April 2015

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• April 15, 2015

  Release of the Monetary Policy Report

  Opening statement Stephen S. Poloz Ottawa, Ontario

  Press conference following the release of the Monetary Policy Report.

  Content Type(s): Press, Speeches and appearances, Opening statements Topic(s): Inflation and prices, Interest rates, Labour markets, Monetary policy, Monetary policy implementation, Recent economic and financial developments
• April 15, 2015

  Bank of Canada maintains overnight rate target at 3/4 per cent

  Media Relations Ottawa, Ontario

  The Bank of Canada today announced that it is maintaining its target for the overnight rate at 3/4 per cent. The Bank Rate is correspondingly 1 per cent and the deposit rate is 1/2 per cent.

  Content Type(s): Press, Press releases
• April 15, 2015

  Monetary Policy Report – April 2015

  

  Real GDP in Canada is expected to grow by 1.9 per cent in 2015 and 2.5 per cent in 2016 and by 2.0 per cent in 2017.

  Content Type(s): Publications, Monetary Policy Report
• April 10, 2015

  Weekly Financial Statistics - 10 April 2015

  Content Type(s): Publications, Historical: Weekly Financial Statistics