November 4, 2005
Posts
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The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach
The authors develop and estimate an equilibrium-based model of the Canadian term structure of interest rates. -
Testing the Parametric Specification of the Diffusion Function in a Diffusion Process
A new consistent test is proposed for the parametric specification of the diffusion function in a diffusion process without any restrictions on the functional form of the drift function. -
The Exchange Rate and Canadian Inflation Targeting
The author provides a non-technical explanation of the role played by the exchange rate in Canada's inflation-targeting monetary policy. -
Does Financial Structure Matter for the Information Content of Financial Indicators?
Of particular concern to monetary policy-makers is the considerable unreliability of financial variables for predicting GDP growth and inflation. -
Degree of Internationalization and Performance: An Analysis of Canadian Banks
The international business literature measures the link between the degree of internationalization (DOI) of a firm's activities and its performance. -
Forecasting Canadian GDP: Region-Specific versus Countrywide Information
The authors investigate whether the aggregation of region-specific forecasts improves upon the direct forecasting of Canadian GDP growth. -
October 28, 2005
Debt Strategy Consultations 2006/07 Views Sought on Issues Relating to the Government Domestic Bond Program in 2006/07 and Beyond
A consultation document on issues relating to the design and structure of the government's domestic bond program for the fiscal year 2006/07 and beyond, prepared jointly by the Department of Finance and the Bank of Canada, is being made public today. -
October 28, 2005
Debt Strategy 2006/07 Consultation Document
The Department of Finance, in conjunction with the Bank of Canada, is seeking views of government securities distributors, institutional investors, and other interested parties on adjustments to the Government of Canada bond program for fiscal year 2006/07 and beyond. -
October 27, 2005
Modifications to the Terms of Participation and the Standard Terms for Government of Canada Auctions
The revised Terms of Participation and the Standard Terms for Government of Canada Auctions, prepared jointly by the Department of Finance and the Bank of Canada on behalf of the Government of Canada, are being published today.