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811 Results

GDP by Industry in Real Time: Are Revisions Well Behaved?

Staff Analytical Note 2018-40 Patrick Rizzetto
The monthly data for real gross domestic product (GDP) by industry are used extensively in real time both to ground the Bank of Canada’s monitoring of economic activity and in the Bank’s nowcasting tools, making these data one of the most important high-frequency time series for Canadian nowcasting.

Real Effects of Price Stability with Endogenous Nominal Indexation

Staff Working Paper 2009-16 Césaire Meh, Vincenzo Quadrini, Yaz Terajima
We study a model with repeated moral hazard where financial contracts are not fully indexed to inflation because nominal prices are observed with delay as in Jovanovic & Ueda (1997).

The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables

Staff Working Paper 2000-23 Nikola Gradojevic, Jing Yang
Artificial neural networks (ANN) are employed for high-frequency Canada/U.S. dollar exchange rate forecasting. ANN outperform random walk and linear models in a number of recursive out-of- sample forecasts.
Content Type(s): Staff research, Staff working papers Research Topic(s): Exchange rates JEL Code(s): C, C4, C45, F, F3, F31
November 9, 2010

Looking Back, Moving Forward: Canada and Global Financial Reform

Remarks Mark Carney International Center for Monetary and Banking Studies Geneva, Switzerland
There is an old saying, “Knowledge is gained from experience, and experience is gained from mistakes.” In Canada, we made our mistakes early and often in the 1970s and 1980s. Our fiscal situation deteriorated sharply, inflation surged to double-digit levels, and a few small regional banks collapsed.
November 6, 2007

North America in Today's Global Economic Setting

Remarks Paul Jenkins Canadian Association of New York New York, New York
In recent months, much has been said, and written, about developments in financial markets. The turbulence in global credit markets, which had its roots in developments in the market for subprime mortgages here in the United States, has been a focal point of attention for market participants and policy-makers around the world.

Bank Leverage Regulation and Macroeconomic Dynamics

Staff Working Paper 2011-32 Ian Christensen, Césaire Meh, Kevin Moran
This paper assesses the merits of countercyclical bank balance sheet regulation for the stabilization of financial and economic cycles and examines its interaction with monetary policy.

Potential netting benefits from expanded central clearing in Canada’s fixed-income market

We assess whether more central clearing would enhance the resilience of Canadian fixed-income markets. Our analysis estimates the potential benefits of balance sheet netting under scenarios where central clearing is expanded to new participants.

An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks

Staff Working Paper 2012-5 Gregory Bauer, Antonio Diez de los Rios
We construct a multi-country affine term structure model that contains unspanned macroeconomic and foreign exchange risks. The canonical version of the model is derived and is shown to be easy to estimate.
Content Type(s): Staff research, Staff working papers Research Topic(s): Asset pricing, Exchange rates, Interest rates JEL Code(s): E, E4, E43, F, F3, F31, G, G1, G12, G15
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