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9295 Results

The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada

Staff Working Paper 2018-56 Lutz Kilian, Xiaoqing Zhou
How do global oil price shocks spread through Canada’s economy? With Canada’s regionally diverse economy in mind, we explore the implications of oil price shocks for Canadian housing markets and regional economies. We show that the belief that oil price shocks only matter in oil-rich regions is false.

Markets Look Beyond the Headline

Staff Analytical Note 2018-37 Bruno Feunou, James Kyeong, Raisa Leiderman
Many reports and analyses interpret the release of new economic data based on the headline surprise—for instance, total inflation, real GDP growth and the unemployment rate. However, we find that headline news alone cannot adequately explain the responses of market prices to new information. Rather, market prices react more strongly, on average, to non-headline news such as the composition of GDP growth, quality of jobs created and revisions to past data. Thus, tracking the impact of non-headline information released on the news day is crucial in analyzing how markets interpret and react to new economic data.
Content Type(s): Staff research, Staff analytical notes Topic(s): Asset pricing, Exchange rates, Interest rates JEL Code(s): E, E4, E43, G, G1, G12, G14

An Alternative Estimate of Canadian Potential Output: The Multivariate State-Space Framework

Staff Discussion Paper 2018-14 Lise Pichette, Maria Bernier, Marie-Noëlle Robitaille
In this paper, we extend the state-space methodology proposed by Blagrave et al. (2015) and decompose Canadian potential output into trend labour productivity and trend labour input. As in Blagrave et al. (2015), we include output growth and inflation expectations from consensus forecasts to help refine our estimates.
Content Type(s): Staff research, Staff discussion papers Topic(s): Economic models, Potential output JEL Code(s): C, C5, E, E0, E5
November 20, 2018

Max Bell School of Public Policy - Speech (Webcasts)

Major public policy issues around monetary policy frameworks and how those issues have become more complex in the post-global financial crisis world. - Senior Deputy Governor Carolyn A. Wilkins speaks before the Max Bell School of Public Policy. (13:00 (ET) approx.)

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