Staff research, Publications
-
-
-
October 30, 2013
Research Update - October 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. -
-
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility
We measure uncertainty surrounding the central bank’s future policy rates using implied volatility computed from interest rate option prices and realized volatility computed from intraday prices of interest rate futures. -
ToTEM II: An Updated Version of the Bank of Canada’s Quarterly Projection Model
This report provides a detailed technical description of an updated version of the Terms-of-Trade Economic Model (ToTEM II), which replaced ToTEM (Murchison and Rennison 2006) in June 2011 as the Bank of Canada’s quarterly projection model for Canada. -
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.
-
-
-
October 11, 2013
Business Outlook Survey - Autumn 2013
Weak demand and uncertainty regarding future demand continue to weigh on firms’ investment decisions and near-term capacity planning, according to responses to the autumn survey.