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9269 Results

Government Spending Multipliers Under the Zero Lower Bound: Evidence from Japan

Staff Working Paper 2017-40 Thuy Lan Nguyen, Dmitriy Sergeyev, Wataru Miyamoto
Using a rich data set on government spending forecasts in Japan, we provide new evidence on the effects of unexpected changes in government spending when the nominal interest rate is near the zero lower bound (ZLB).
Content Type(s): Staff research, Staff working papers Topic(s): Economic models, Fiscal policy JEL Code(s): E, E3, E32, E5, E6, E62
September 27, 2017

St. John’s Board of Trade - Speech (Webcasts)

The Meaning of “Data Dependence”: An Economic Progress Report - Stephen S. Poloz, the Governor of the Bank of Canada, speaks before the St. John’s Board of Trade (12:00 (ET) approx.)
September 27, 2017

St. John’s Board of Trade - Press Conference (Webcasts)

The Meaning of “Data Dependence”: An Economic Progress Report - Stephen S. Poloz, the Governor of the Bank of Canada, speaks before the St. John’s Board of Trade (12:55 (ET) approx.)

September 27, 2017

The Meaning of “Data Dependence”: An Economic Progress Report

Remarks Stephen S. Poloz St. John’s Board of Trade St. John's, Newfoundland and Labrador
Governor Stephen S. Poloz discusses how unknowns in Canada’s inflation outlook have made the Bank’s monetary policy particularly data dependent.

What’s Up with Unit Non-Response in the Bank of Canada’s Business Outlook Survey? The Effect of Staff Tenure

Staff Discussion Paper 2017-11 Sarah Miller, David Amirault, Laurent Martin
Since 1997, the Bank of Canada’s regional offices have been conducting the Business Outlook Survey (BOS), a quarterly survey of business conditions. Survey responses are gathered through face-to-face, confidential consultations with a sample of private sector firms representative of the various sectors, firm sizes and regions across Canada.

A Dynamic Factor Model for Commodity Prices

Staff Analytical Note 2017-12 Doga Bilgin, Reinhard Ellwanger
In this note, we present the Commodities Factor Model (CFM), a dynamic factor model for a large cross-section of energy and non-energy commodity prices. The model decomposes price changes in commodities into a common “global” component, a “block” component confined to subgroups of economically related commodities and an idiosyncratic price shock component.
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