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9509 Results

The Bank of Canada's Version of the Global Economy Model (BoC-GEM)

Technical Report No. 98 René Lalonde, Dirk Muir
The Bank of Canada's version of the Global Economy Model (BoC-GEM) is derived from the model created at the International Monetary Fund by Douglas Laxton (IMF) and Paolo Pesenti (Federal Reserve Bank of New York and National Bureau of Economic Research).

La fiabilité des estimations de l'écart de production au Canada

Staff Working Paper 2002-10 Jean-Philippe Cayen, Simon van Norden
In this paper, we measure, with Canadian data, the scope of the revisions to real-time estimates of the output gap generated with several univariate and multivariate techniques. We also make an empirical evaluation of the usefulness of the output gap estimates for predicting inflation.
Content Type(s): Staff research, Staff working papers Research Topic(s): Potential output JEL Code(s): E, E3, E32

How Rigid Are Nominal-Wage Rates?

Staff Working Paper 2001-8 Allan Crawford
This study examines the effect of nominal-wage rigidities on wage growth in Canada using a hazard model and micro data for union contracts. The hazard model is specified in a way that allows considerable flexibility in the shape of the estimated notional wage-change distribution.
Content Type(s): Staff research, Staff working papers Research Topic(s): Inflation targets, Labour markets JEL Code(s): E, E2, E24, E5, E52, E6, E61

Reactions of Canadian Interest Rates to Macroeconomic Announcements: Implications for Monetary Policy Transparency

Staff Working Paper 2001-5 Toni Gravelle, Richhild Moessner
In this study we statistically quantify the reactions of Canadian and U.S. interest rates to macroeconomic announcements released in Canada and in the United States. We find that Canadian interest rates react very little to Canadian macroeconomic news and are significantly affected by U.S. macroeconomic news, which indicates that international influences on the Canadian fixed-income markets are important.

Asset Allocation Using Extreme Value Theory

Staff Working Paper 2002-2 Younes Bensalah
This paper examines asset allocation strategies in an extreme value at risk (VaR) framework in which the risk measure is the p-quantile from the extreme value distribution. The main focus is on the allocation problem faced by an extremely risk-averse institution, such as a central bank.
Content Type(s): Staff research, Staff working papers Research Topic(s): Financial markets JEL Code(s): C, C0, C4, C5, G, G1
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