Posts

• May 31, 2013

  Weekly Financial Statistics - 31 May 2013

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• May 30, 2013

  Banking and Financial Statistics - May 2013

  Content Type(s): Publications, Historical: Banking and Financial Statistics
• May 30, 2013

  Quarterly Financial Report - First Quarter 2013

  Quaterly Financial Report - First Quarter 2013 - For the period ended 31 May 2013

  Content Type(s): Publications, Quarterly Financial Report
• May 30, 2013

  Research Update - May 2013

  This monthly newsletter features the latest research publications by Bank of Canada economists including external publications and working papers published on the Bank of Canada’s website.

  Content Type(s): Staff research, Research newsletters

• Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances

  Staff Working Paper 2013-16 Sermin Gungor, Richard Luger

  We develop a finite-sample procedure to test for mean-variance efficiency and spanning without imposing any parametric assumptions on the distribution of model disturbances.

  Content Type(s): Staff research, Staff working papers Topic(s): Asset pricing, Econometric and statistical methods, Financial markets JEL Code(s): C, C1, C12, C15, C3, C33, G, G1, G11, G12

• What Central Bankers Need to Know about Forecasting Oil Prices

  Staff Working Paper 2013-15 Christiane Baumeister, Lutz Kilian

  Forecasts of the quarterly real price of oil are routinely used by international organizations and central banks worldwide in assessing the global and domestic economic outlook, yet little is known about how best to generate such forecasts. Our analysis breaks new ground in several dimensions.

  Content Type(s): Staff research, Staff working papers Topic(s): Econometric and statistical methods, International topics JEL Code(s): C, C5, C53, E, E3, E32, Q, Q4, Q43

• Are Sunspots Learnable? An Experimental Investigation in a Simple General-Equilibrium Model

  Staff Working Paper 2013-14 Jasmina Arifovic, George Evans, Olena Kostyshyna

  We conduct experiments with human subjects in a model with a positive production externality in which productivity is a non-decreasing function of the average level of employment of other firms.

  Content Type(s): Staff research, Staff working papers Topic(s): Economic models JEL Code(s): D, D8, D83, G, G2, G20
• May 29, 2013

  Bank of Canada maintains overnight rate target at 1 per cent

  Media Relations Ottawa, Ontario

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

  Content Type(s): Press, Press releases
• May 24, 2013

  Weekly Financial Statistics - 24 May 2013

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• May 21, 2013

  Canada Works

  Remarks Mark Carney Chambre de commerce du Montréal métropolitain (CCMM)/Board of Trade of Metropolitan Montreal Montréal, Quebec

  Bank of Canada Governor Mark Carney discusses the “cornerstones of Canada’s prosperity.”

  Content Type(s): Press, Speeches and appearances, Remarks