October 1, 2013 Global Growth and the Prospects for Canada’s Exports Remarks Tiff Macklem Economic Club of Canada Toronto, Ontario Senior Deputy Governor Tiff Macklem discusses global growth and the prospects for Canada’s exports. Content Type(s): Press, Speeches and appearances, Remarks
September 27, 2013 Bank of Canada Calls for Nominations for the 2014 Fellowship and Governor’s Awards Media Relations Ottawa, Ontario The Bank of Canada is calling for nominations under its Fellowship Program for 2014. This Program fosters excellence in research and analysis in Canada, and develops partnerships with experts outside of the Bank. Content Type(s): Press, Press releases Source(s): Fellowship Program
September 5, 2013 Consultation on Planned Changes to Conditions for Assets Eligible as Collateral under the Bank of Canada’s Standing Liquidity Facility (SLF) Following a regular review of the Bank’s policy in relation to Assets Eligible as Collateral under the Bank of Canada’s Standing Liquidity Facility (SLF), the Bank is planning to introduce new concentration limits for private sector and municipal securities. Content Type(s): Press, Market notices
August 23, 2013 Weekly Financial Statistics - 23 August 2013 Content Type(s): Publications, Historical: Weekly Financial Statistics
Volatility and Liquidity Costs Staff Working Paper 2013-29 Selma Chaker Observed high-frequency prices are contaminated with liquidity costs or market microstructure noise. Using such data, we derive a new asset return variance estimator inspired by the market microstructure literature to explicitly model the noise and remove it from observed returns before estimating their variance. Content Type(s): Staff research, Staff working papers Topic(s): Econometric and statistical methods, Financial markets, Market structure and pricing JEL Code(s): C, C1, C14, C5, C51, C58, G, G2, G20
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach Staff Working Paper 2013-28 Christiane Baumeister, Lutz Kilian The U.S. Energy Information Administration regularly publishes short-term forecasts of the price of crude oil. Content Type(s): Staff research, Staff working papers Topic(s): Econometric and statistical methods, International topics JEL Code(s): C, C5, C53, E, E3, E32, Q, Q4, Q43
February 11, 2014 Summary of Comments - 2014-15 Debt Management Strategy Consultations The Summary of Comments - 2014-15 Debt Management Strategy Consultations is being published in conjunction with the release of the government’s Debt Management Strategy for 2014-15. Content Type(s): Press, Market notices
February 7, 2014 Weekly Financial Statistics - 7 February 2014 Content Type(s): Publications, Historical: Weekly Financial Statistics
January 24, 2014 Weekly Financial Statistics - 24 January 2014 Content Type(s): Publications, Historical: Weekly Financial Statistics
Technology Shocks, Labour Mobility and Aggregate Fluctuations Staff Working Paper 2014-4 Daniela Hauser We provide evidence regarding the dynamic behaviour of net labour flows across U.S. states in response to a positive technology shock. Technology shocks are identified as disturbances that increase relative state productivity in the long run for 226 state pairs, encompassing 80 per cent of labour flows across U.S. states in the 1976 - 2008 period. Content Type(s): Staff research, Staff working papers Topic(s): Business fluctuations and cycles, Labour markets JEL Code(s): E, E2, E24, E3, E32, J, J6, J61