Posts
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March 12, 2012
Promoting Growth, Mitigating Cycles and Inequality: The Role of Price and Financial Stability
Senior Deputy Governor Tiff Macklem discusses how price and financial stability help promote growth and mitigate economic cycles and inequality. -
July 31, 2017
Research Update - July 2017
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. -
Une nouvelle méthode d'estimation de l'écart de production et son application aux États-Unis, au Canada et à l'Allemagne
This study introduces a new method for identifying the output gap, based on the estimation of multivariate autoregression (VAR) models. This approach, which involves using restrictions to identify structural shocks that have only a transitory effect on output but that affect the trend inflation rate, is compared with the decomposition method proposed by Blanchard and […] -
October 19, 2006
Monetary Policy Report – October 2006
The Canadian economy continues to operate just above its full production capacity, and the near-term outlook for core inflation has moved slightly higher. -
Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets
The authors use the efficient hedging methodology for optimal pricing and hedging of equity-linked life insurance contracts whose payoff depends on the performance of several risky assets. -
June 28, 2011
Financial Risks and Global Reforms
In a speech to members of the Financial Markets Association of Canada and Women in Capital Markets, Deputy Governor Agathe Côté discusses risks to the Canadian financial system and reform of the global system. -
Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach
This report provides a detailed technical description of a stress test model for investment funds called Ceto. -
Has wage setting changed in Canada? Evidence from the pre-pandemic 2020 Wage-Setting Survey
Just before the pandemic began, the Bank of Canada conducted the 2020 Wage-Setting Survey. The goal was to explore the unusual trend of subdued wage growth in 2018 and 2019 despite a tightening in the labour market. Although this wage puzzle was beginning to resolve at the time of the survey, results highlight changes in several factors that may have important impacts on wage dynamics. -
October 23, 2013
Monetary Policy Report – October 2013
The Canadian economy is expected to grow by 1.6 per cent in 2013, 2.3 per cent in 2014 and 2.6 per cent in 2015, and to reach full production capacity around the end of 2015.