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2122 Results

Assessment of the Effects of Macroprudential Tightening in Canada

Staff analytical note 2016-12 Martin Kuncl
During the period of 2008 to 2012, the rules for government-backed mortgage insurance were tightened on four occasions. In this note, we estimate the effects through a simple econometric exercise using a vector error-correction model (VECM).
May 16, 2016

The Micro and Macro of Downward Nominal Wage Rigidity

The article examines the extent of downward nominal wage rigidity in Canada and its implications for monetary policy. The authors ask whether its existence is a sufficient argument for a higher inflation target if concerns about the effective lower bound are adequately addressed.
Content Type(s): Publications, Bank of Canada Review articles JEL Code(s): E, E3, E4, E5, J, J2, J23, J3, J30

Central Bank Liquidity Facilities and Market Making

Staff working paper 2022-9 David Cimon, Adrian Walton
We create a theoretical model of central bank asset purchases. The model helps explain how, in a crisis, these purchases ease pressures on investment dealers.

Are Hedge Funds a Hedge for Increasing Government Debt Issuance?

Staff discussion paper 2025-7 Adam Epp, Jeffrey Gao
This paper studies the rapid increase since 2019 of Government of Canada (GoC) debt issuance alongside greater hedge fund participation at GoC bond auctions. We find a systematic relationship between GoC debt stock and hedge fund bidding shares at auction.
August 19, 2002

Models in Policy-Making

This article examines another strategy in the Bank's approach to dealing with an uncertain world: the use of carefully articulated models to produce economic forecasts and to examine the implications of the various risks to those forecasts. Economic models are deliberate simplifications of a complex world that allow economists to make predictions that are reasonably accurate and that can be easily understood and communicated. By using several models, based on competing paradigms, the Bank minimizes policy errors that could result from relying on one view of the world and one philosophy of model design. The authors review some of the models currently used at the Bank, as well as the role of judgment in the projection process.

AI Paradox: Promise vs. Reality—What It Means for Monetary Policy

Staff analytical paper 2026-4 Joshua Brault, Maryam Haghighi, Jing Yang
This note reviews the emerging evidence on AI’s labour-market and productivity effects, highlighting early task-level impacts, sizable micro level productivity gains, and the macroeconomic challenges these pose for monetary policy during the transition.
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